Multivariate Modeling with Interdependent Network Data

Multivariate Modeling with Interdependent Network Data

Multivariate Statistical Modeling with Survey Data

We describe an extension of the pseudo maximum likelihood (PML) estimation method developed by Skinner (1989) to multistage strati ̄ed cluster sampling designs, including ̄nite population and unequal probability sampling. We conduct simulation studies to evaluate the performance of the proposed estimator. The estimator is also compared to the general estimating equation (GEE) method for linear r...

Visualization of Multivariate Data with Network Constraints

Dimensionality reduction techniques play a key role in data processing and data visualization. Common dimensionality reduction techniques such as MDS, PCA, etc. do a decent job in projecting high-dimensional data into lower dimensions. But in the case of network data, they simply ignore the relationship between nodes which might result in non-planar graphs with many intersecting edges. In this ...

modeling loss data by phase-type distribution

بیمه گران همیشه بابت خسارات بیمه نامه های تحت پوشش خود نگران بوده و روش هایی را جستجو می کنند که بتوانند داده های خسارات گذشته را با هدف اتخاذ یک تصمیم بهینه مدل بندی نمایند. در این پژوهش توزیع های فیزتایپ در مدل بندی داده های خسارات معرفی شده که شامل استنباط آماری مربوطه و استفاده از الگوریتم em در برآورد پارامترهای توزیع است. در پایان امکان استفاده از این توزیع در مدل بندی داده های گروه بندی ...

Modeling interdependent risks.

In an interdependent world the risks faced by any one agent depend not only on its choices but also on those of all others. Expectations about others' choices will influence investments in risk management and the outcome can be suboptimal for everyone. We model this as the Nash equilibrium of a game and give conditions for such a suboptimal equilibrium to be tipped to an optimal one. We also ch...