We recall the main concepts of the Le Cam theory of statistical experiments , especially the notion of Le Cam distance and its properties. We also review classical tools for bounding such a distance before presenting some examples. A proof of the classical equivalence result between density estimation problems and Gaussian white noise models will be analyzed.
The paper contains some musings about the abstractions introduced by Lucien Le Cam into the asymptotic theory of statistical inference and decision theory. A short, self-contained proof of a key result (existence of randomizations via convergence in distribution of likelihood ratios), and an outline of a proof of a local asymptotic minimax theorem, are presented as an illustration of how Le Cam's approach leads to conceptual simplifications of asymptotic theory.
General linear models (GLM) are often constructed and used in statistical inference at the voxel level in brain imaging. In this paper, we explore the basics of random fields and the multiple comparisons on the random fields, which are necessary to properly threshold statistical maps for the whole image at specific statistical significance level. The multiple comparisons are crucial in determining overall statistical significance in correlated test statistics over the whole brain. In practice, t- or F-statistics in adjacent voxels are correlated. So there is the problem of multiple comparisons…
Indirect comparisons of treatment-specific outcomes across separate studies often inform decision-making in the absence of head-to-head randomized comparisons. Differences in baseline characteristics between study populations may introduce confounding bias in such comparisons. Matching-adjusted indirect comparison (MAIC) (Signorovitch et al., 2010) has been used to adjust for differences in observed baseline covariates when the individual patient-level data (IPD) are available for only one study and aggregate data (AGD) are available for the other study. The approach weights outcomes from the …
We show how the classic Cramer-Rao bound limits how accurately one can simultaneously estimate values of a large number of Google Ad campaigns (or similarly limit the measurement rate of many confounding A/B tests).
University of California, Berkeley(加州大学伯克利分校);Carnegie Mellon University(卡内基梅隆大学)
There are various parametric models for analyzing pairwise comparison data, including the Bradley-Terry-Luce (BTL) and Thurstone models, but their reliance on strong parametric assumptions is limiting. In this work, we study a flexible model for pairwise comparisons, under which the probabilities of outcomes are required only to satisfy a natural form of stochastic transitivity. This class includes parametric models including the BTL and Thurstone models as special cases, but is considerably more general. We provide various examples of models in this broader stochastically transitive class for…
Diagnostic accuracy studies assess sensitivity and specificity of a new index test in relation to an established comparator or the reference standard. The development and selection of the index test is usually assumed to be conducted prior to the accuracy study. In practice, this is often violated, for instance if the choice of the (apparently) best biomarker, model or cutpoint is based on the same data that is used later for validation purposes. In this work, we investigate several multiple comparison procedures which provide family-wise error rate control for the emerging multiple testing pr…
Motivated by population studies of Diffusion Tensor Imaging, the paper investigates the use of mean-based and dispersion-based permutation tests to define and compute the significance of a statistical test for data taking values on nonlinear manifolds. The paper proposes statistical tests that are computationally tractable and geometrically sound for Diffusion Tensor Imaging.
Different network structures are compiared with respect to degree of robustnes of identification statistical procedures. It is shown that threshold (market) graph, cliques and independent sets in the threshold (market) graphs are preferable network structure from this point of view.
Image fusion produces a single fused image from a set of input images. A new method for image fusion is proposed based on Weighted Average Merging Method (WAMM) in the NonSubsampled Contourlet Transform (NSCT) domain. A performance analysis on various statistical fusion rules are also analysed both in NSCT and Wavelet domain. Analysis has been made on medical images, remote sensing images and multi focus images. Experimental results shows that the proposed method, WAMM obtained better results in NSCT domain than the wavelet domain as it preserves more edges and keeps the visual quality intact …
A family of probability distributions (i.e. a statistical model) is said to be sufficient for another, if there exists a transition matrix transforming the probability distributions in the former to the probability distributions in the latter. The Blackwell-Sherman-Stein (BSS) theorem provides necessary and sufficient conditions for one statistical model to be sufficient for another, by comparing their information values in statistical decision problems. In this paper we extend the BSS theorem to quantum statistical decision theory, where statistical models are replaced by families of density …
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is, the number of variables. Inspired by the spike models used in random matrix theory, we concentrate on the largest eigenvalues of the matrices in order to determine significance. To avoid false rejections we must guard against residual spikes and need a sufficiently precise description of the behaviour of the largest eigenvalues under the null hypothesis. In t…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is, the number of variables. Inspired by the spike models used in random matrix theory, we concentrate on the largest eigenvalues of the matrices in order to determine significance. To avoid false rejections we must guard against residual spikes and need a sufficiently precise description of the behaviour of the largest eigenvalues under the null hypothesis. In t…
Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions
贝叶斯统计推断的主要目的是确定后验分布。有时,这些定律是为缺乏经验值的量给出的。当我们只考虑有限视界框架时,这个严重的缺点就消失了。然而,假设无限的交换率会产生相当容易处理的{ \it a posteriori}量,这在应用中是非常有吸引力的。因此,为了调和这两个方面的贝叶斯推理方式,在本文中,我们提供了定量比较后验分布的有限参数和后验分布的盟军参数出现在通常的统计模型。