Computational Statistics Articles

Page 1 of 1 (4 articles)

6/14/2022 • EN

Tail stabilization of importance sampling etimators: A bit of theory

Explores the instability of importance sampling estimators and introduces truncated importance sampling (TIS) to stabilize variance by modifying large importance ratios.

Computational Statistics Importance Sampling Monte Carlo Probability Theory Variance Reduction

Dan Simpson

9/10/2021 • EN

Score tests: surprisingly annoying

The author discusses the unexpected computational challenges of implementing score tests for generalized linear models in survey statistics.

Computational Statistics Generalized Linear Models Matrix Rank Score Tests Statistical Testing

Thomas Lumley

1/5/2020 • EN

2019: my scientific year in review

A researcher reviews their 2019 scientific work, focusing on computational statistics for brain imaging and data science.

Brain Imaging Computational Statistics Data Science Distribution Comparison Kernel Methods

Gael Varoquaux

9/14/2015 • EN

(high-dimensional) Space is Big.

Explores the 'curse of dimensionality' through simulations, showing how nearest-neighbor distances converge in high-dimensional spaces.

Computational Statistics High Dimensional Data nearest neighbor R