This paper studies the goodness of fit test for the bivariate Hermite distribution. Specifically, we propose and study a Cram\’er-von Mises-type test based on the empirical probability generation function. The bootstrap can be used to consistently estimate the null distribution of the test statistics. A simulation study investigates the goodness of the bootstrap approach for…
We propose a stochastic model for claims reserving that captures dependence along development years within a single triangle. This dependence is of autoregressive form of order $p$ and is achieved through the use of latent variables. We carry out bayesian inference on model parameters and borrow strength across several triangles, coming from different lines of…
Parameterized mathematical models play a central role in understanding and design of complex information systems. However, they often cannot take into account the intricate interactions innate to such systems. On the contrary, purely data-driven approaches do not need explicit mathematical models for data generation and have a wider applicability at the cost of interpretability. In…
Our research focuses on studying and developing methods for reducing the dimensionality of large datasets, common in biomedical applications. A major problem when learning information about patients based on genetic sequencing data is that there are often more feature variables (genetic data) than observations (patients). This makes direct supervised learning difficult. One way of reducing…
Propensity score matching is commonly used to draw causal inference from observational survival data. However, there is no gold standard approach to analyze survival data after propensity score matching, and variance estimation after matching is open to debate. We derive the statistical properties of the propensity score matching estimator of the marginal causal hazard ratio…
In this paper we present a new framework for time-series modeling that combines the best of traditional statistical models and neural networks. We focus on time-series with long-range dependencies, needed for monitoring fine granularity data (e.g. minutes, seconds, milliseconds), prevalent in operational use-cases. Traditional models, such as auto-regression fitted with least squares (Classic-AR) can model…
For decades, researchers in fields, such as the natural and social sciences, have been verifying causal relationships and investigating hypotheses that are now well-established or understood as truth. These causal mechanisms are properties of the natural world, and thus are invariant conditions regardless of the collection domain or environment. We show in this paper how…
We introduce a fast model based deep learning approach for calibrationless parallel MRI reconstruction. The proposed scheme is a non-linear generalization of structured low rank (SLR) methods that self learn linear annihilation filters from the same subject. It pre-learns non-linear annihilation relations in the Fourier domain from exemplar data. The pre-learning strategy significantly reduces the…
Publication bias and p-hacking are two well-known phenomena which strongly affect the scientific literature and cause severe problems in meta-analysis studies. Due to these phenomena, the assumptions are seriously violated and the results of the meta-analysis studies cannot be trusted. While publication bias is almost perfectly captured by the model of Hedges, p-hacking is much…
Machine Learning algorithms based on Brain-inspired Hyperdimensional (HD) computing imitate cognition by exploiting statistical properties of high-dimensional vector spaces. It is a promising solution for achieving high energy-efficiency in different machine learning tasks, such as classification, semi-supervised learning and clustering. A weakness of existing HD computing-based ML algorithms is the fact that they have to…