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Local and Nonparametric Regression
Although we have already worked in the regression framework for an entire chapter, we thought it would be useful to review once more the general... -
Mathematical Concepts
In this chapter we present some mathematical concepts that are useful when deriving limit theorems for long-memory processes. We start with a general... -
Estimation of conditional laws given an extreme component
Let ( X , Y ) be a bivariate random vector. The estimation of a probability of the form P ( Y ≤ y | X > t ) is challenging when t is large, and a fruitful...
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Design of computer experiments: space filling and beyond
When setting up a computer experiment, it has become a standard practice to select the inputs spread out uniformly across the available space. These...
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A review of robust clustering methods
Deviations from theoretical assumptions together with the presence of certain amount of outlying observations are common in many practical...
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Bayesian spatial modeling of genetic population structure
Natural populations of living organisms often have complex histories consisting of phases of expansion and decline, and the migratory patterns within...
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Regularization in statistics
This paper is a selective review of the regularization methods scattered in statistics literature. We introduce a general conceptual approach to...
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Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes
Stationary processes with prescribed one-dimensional marginal laws and long-range dependence are constructed. The asymptotic properties of the...
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Selected Theoretical Topics
Topics in this chapter include the covariance analysis of iterative conditional sampling; the comparison of Metropolis algorithms based on Peskun’s... -
Maximum Likelihood Estimation of Life-Span Based on Censored and Passively Registered Historical Data
We consider the estimation of life length of people who were born in the seventeenth or eighteenth century in England. The data consist of a sequence...
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Phase Coexistence for the Kac-Ising Models
We derive the Wulff construction for Kac-Ising models with long but finite range interaction in dimensions d >/ 2. Some open problems concerning the... -
Modeling the Impact of Traffic-Related Air Pollution on Childhood Respiratory Illness
Epidemiological studies of the health effects of outdoor air pollution have suffered from a number of methodological difficulties. These include... -
School Choice in NY City: A Bayesian Analysis of an Imperfect Randomized Experiment
The precarious state of the educational system existing in the inner-cities of the U.S., including its potential causes and solutions, has been a... -
Statistical Analysis I
In Chapters 2 and 3 we studied some theoretical aspects of deterministic and stochastic dynamical systems. However, from the viewpoint of practical... -
The Kriged Kalman filter
In recent years there has been growing interest in spatial-temporal modelling, partly due to the potential of large scale data in pollution and...
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A Stochastic Theory of Community Food Webs
The introduction to the empirical portion of this book describes a three-panel cartoon. In the middle panel, theoretical ecologists collected...