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Simulating Normalized Constants: From Importance Sampling to Bridge Sampling to Path Sampling
 Statistical Science, 13, 163–185. COMPARISON OF METHODS FOR COMPUTING BAYES FACTORS 435
, 1998
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Cited by 145 (4 self)
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Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
On Bregman Voronoi Diagrams
 in "Proc. 18th ACMSIAM Sympos. Discrete Algorithms
, 2007
"... The Voronoi diagram of a point set is a fundamental geometric structure that partitions the space into elementary regions of influence defining a discrete proximity graph and dually a wellshaped Delaunay triangulation. In this paper, we investigate a framework for defining and building the Voronoi ..."
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Cited by 42 (22 self)
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The Voronoi diagram of a point set is a fundamental geometric structure that partitions the space into elementary regions of influence defining a discrete proximity graph and dually a wellshaped Delaunay triangulation. In this paper, we investigate a framework for defining and building the Voronoi diagrams for a broad class of distortion measures called Bregman divergences, that includes not only the traditional (squared) Euclidean distance, but also various divergence measures based on entropic functions. As a byproduct, Bregman Voronoi diagrams allow one to define informationtheoretic Voronoi diagrams in statistical parametric spaces based on the relative entropy of distributions. We show that for a given Bregman divergence, one can define several types of Voronoi diagrams related to each other
The Proximity of an Individual to a Population With Applications in Discriminant Analysis
, 1995
"... : We develop a proximity function between an individual and a population from a distance between multivariate observations. We study some properties of this construction and apply it to a distancebased discrimination rule, which contains the classic linear discriminant function as a particular ..."
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Cited by 18 (10 self)
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: We develop a proximity function between an individual and a population from a distance between multivariate observations. We study some properties of this construction and apply it to a distancebased discrimination rule, which contains the classic linear discriminant function as a particular case. Additionally, this rule can be used advantageously for categorical or mixed variables, or in problems where a probabilistic model is not well determined. This approach is illustrated and compared with other classic procedures using four real data sets. Keywords: Categorical and mixed data; Distances between observations; Multidimensional scaling; Discrimination; Classification rules. AMS Subject Classification: 62H30 The authors thank M.Abrahamowicz, J. C. Gower and M. Greenacre for their helpful comments, and W. J. Krzanowski for providing us with a data set and his quadratic location model program. Work supported in part by CGYCIT grant PB930784. Authors' address: Departam...
A Distance Based Regression Model for Prediction with Mixed Data
 Communications in Statistics A. Theory and Methods
, 1990
"... A multiple regression method based on distance analysis and metric scaling is proposed and studied. This method allow us to predict a continuous response variable from several explanatory variables, is compatible with the general linear model and is found to be useful when the predictor variables ar ..."
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Cited by 7 (7 self)
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A multiple regression method based on distance analysis and metric scaling is proposed and studied. This method allow us to predict a continuous response variable from several explanatory variables, is compatible with the general linear model and is found to be useful when the predictor variables are both continuous and categorical. Real data examples are given to illustrate the results obtained. 1 Introduction Many authors have considered the problem in regression or multivariate analysis of having both qualitative and quantitative variables. Some procedures have been used in regression and association (Young et al. 1976; Daudin 1980; Roskam 1980; Lauritzen and Wermuth 1989), principal components (Young et al. 1978; Kiers 1989a , 1989b) and discriminant analysis Krzanowski (1975, 1986; Knoke 1982). The methodologies are mainly based on optimal scaling, generalized correlation coefficients, the location model and distancebased analysis. Although statistical analysis on mixed data is ...
Rao's Distance For Negative Multinomial Distributions
 SANKHYA. THE INDIAN JOURNAL OF STATISTICS, SERIES A
, 1985
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Preferred point geometry and statistical
, 1993
"... A b s t r a c t. A brief synopsis of progress in differential geometry in statistics is followed by a note of some points of tension in the developing relationship between these disciplines. The preferred point nature of much of statistics is described and suggests the adoption of a corresponding ge ..."
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Cited by 1 (0 self)
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A b s t r a c t. A brief synopsis of progress in differential geometry in statistics is followed by a note of some points of tension in the developing relationship between these disciplines. The preferred point nature of much of statistics is described and suggests the adoption of a corresponding geometry which reduces these tensions. Applications of preferred point geometry in statistics are then reviewed. These include extensions of statistical manifolds, a statistical interpretation of duality in Amari’s expected geometry, and removal of the apparent incompatibility between (KullbackLeibler) divergence and geodesic distance. Equivalences between a number of new expected preferred point geometries are established and a new characterisation of total flatness shown. A preferred point geometry of influence analysis is briefly indicated. Technical details are kept to a minimum throughout to improve accessibility. K e y w o r d s. Differential geometry; divergence; geodesic distance; influence analysis; KullbackLeibler divergence; statistical manifold; parametric statistical modelling; preferred point geometry; Rao distance; Riemannian geometry; yoke geometry. 1
NORMALIZING CONSTANTS
"... Abstract. Computing (ratios of) normalizing constants of probability models is a fundamental computational problem for many statistical and scientific studies. Monte Carlo simulation is an effective technique, especially with complex and highdimensional models. This paper aims to bring to the atten ..."
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Abstract. Computing (ratios of) normalizing constants of probability models is a fundamental computational problem for many statistical and scientific studies. Monte Carlo simulation is an effective technique, especially with complex and highdimensional models. This paper aims to bring to the attention of general statistical audiences of some effective methods originating from theoretical physics and at the same time to explore these methods from a more statistical perspective, through establishing theoretical connections and illustrating their uses with statistical problems. We show that the acceptance ratio method and thermodynamic integration are natural generalizations of importance sampling, which is most familiar to statistical audiences. The former generalizes importance sampling through the use of a single “bridge ” density and is thus a case of bridge sampling in the sense of Meng and Wong. Thermodynamic integration, which is also known in the numerical analysis literature as Ogata’s method for highdimensional integration, corresponds to the use of infinitely many and continuously connected bridges (and thus a “path”). Our path sampling formulation offers more flexibility and thus potential efficiency to thermodynamic integration, and the search of optimal paths turns out to have close connections with the Jeffreys prior density and the Rao and Hellinger distances between two densities. We provide an informative theoretical example as well as two empirical examples (involving 17 to 70dimensional integrations) to illustrate the potential and implementation of path sampling. We also discuss some open problems.