Tools
Sorted by:
Try your query at:
 |
 |
 |
 |
 |
 |
Results 1 - 10
of
197
Black Swan: Augmenting Statistics with Event Data
"... ABSTRACT A large number of statistical indicators (GDP, life expectancy, income, etc.) collected over long periods of time as well as data on historical events (wars, earthquakes, elections, etc.) are published on the World Wide Web. By augmenting statistical outliers with relevant historical occur ..."
Abstract
- Add to MetaCart
ABSTRACT A large number of statistical indicators (GDP, life expectancy, income, etc.) collected over long periods of time as well as data on historical events (wars, earthquakes, elections, etc.) are published on the World Wide Web. By augmenting statistical outliers with relevant historical
Discovering Models of Software Processes from Event-Based Data
- ACM Transactions on Software Engineering and Methodology
, 1998
"... this article we describe a Markov method that we developed specifically for process discovery, as well as describe two additional methods that we adopted from other domains and augmented for our purposes. The three methods range from the purely algorithmic to the purely statistical. We compare the m ..."
Abstract
-
Cited by 321 (8 self)
- Add to MetaCart
this article we describe a Markov method that we developed specifically for process discovery, as well as describe two additional methods that we adopted from other domains and augmented for our purposes. The three methods range from the purely algorithmic to the purely statistical. We compare
Journal of Finance and Accountancy Black swans and
"... There are two general classes of probability domains; each is very distinct, both qualitatively and quantitatively. The first distribution is referred to as a "Gaussian-Poisson distribution " – thin tail, the second, a “fractal ” or Mandelbrotian distribution- fat tail. In thin-tail distr ..."
Abstract
- Add to MetaCart
-tail distributions, statistical exceptions occur but they don't carry unusually large consequences. In fat-tail distributions, when significant deviations (black swans) occur, the consequences are usually catastrophic in nature. Standard deviation is a useful statistical measurement of risk, if the underlying
In search of the black swan: Analysis of the statistical evidence of fraud in Venezuela
, 2004
"... Abstract. This study analyzes diverse hypotheses of electronic fraud in the Recall Referendum celebrated in Venezuela on August 15, 2004. We define fraud as the difference between the elector's intent, and the official vote tally. Our null hypothesis is that there was no fraud, and we attempt ..."
Abstract
-
Cited by 3 (0 self)
- Add to MetaCart
the variation patterns between machines at each precinct are normal. However, the statistical evidence is compatible with the occurrence of fraud that has affected every machine in a single precinct, but differentially more in some precincts than others. We find that the deviation pattern between precincts
Book Review The Black Swan: The Impact of the Highly Improbable Reviewed by David Aldous The Black Swan: The Impact of the Highly Improbable
"... Taleb has made his living (and a small fortune, perhaps transformed into a large fortune by the 2008 market) in an unusual way—by financial speculation in contexts in which he spots a small chance of making a very large gain. As with others who have had unusual careers (say, Neil Armstrong or Marcel ..."
Abstract
- Add to MetaCart
or Marcel Marceau), it is interesting to hear his experiences, but when such a person declares I am a philosopher of ideas, one is wise to be cautious (italics denote quotes from Taleb, boldface denotes my own emphasis). The phrase “Black Swan ” (arising earlier in the different context of Popperian
Longer-term effects of Head Start
- American Economic Review
, 2002
"... Abstract Public early intervention programs like Head Start are often justified as investments in children. Yet nothing is known about the long-term effects of Head Start. This paper draws on unique data from the Panel Study of Income Dynamics to provide new evidence on the effects of Head Start on ..."
Abstract
-
Cited by 131 (5 self)
- Add to MetaCart
describe these experiments before discussing the issue of non-random assignment. Sample summary statistics are reported in The data have been weighted so that our sample is representative of the 1995 white and African American populations. Specifically, we have constructed weights so that the joint
Poisson/gamma random field models for spatial statistics
- BIOMETRIKA
, 1998
"... Doubly stochastic Bayesian hierarchical models are introduced to account for uncertainty and spatial variation in the underlying intensity measure for point process models. Inhomogeneous gamma process random fields and, more generally, Markov random fields with infinitely divisible distributions are ..."
Abstract
-
Cited by 68 (14 self)
- Add to MetaCart
are used to construct positively autocorrelated intensity measures for spatial Poisson point processes; these in turn are used to model the number and location of individual events. A data augmentation scheme and Markov chain Monte Carlo numerical methods are employed to generate samples from Bayesian
Identifying black swans in NextGen: predicting human performance in off-nominal conditions
- Human Factors
, 2009
"... Objective: The objective is to validate a computational model of visual attention against empirical data—derived from a meta-analysis—of pilots ’ failure to notice safety-critical unexpected events. Background: Many aircraft accidents have resulted, in part, because of failure to notice nonsalient u ..."
Abstract
-
Cited by 2 (0 self)
- Add to MetaCart
Objective: The objective is to validate a computational model of visual attention against empirical data—derived from a meta-analysis—of pilots ’ failure to notice safety-critical unexpected events. Background: Many aircraft accidents have resulted, in part, because of failure to notice nonsalient
On Randomness, Uncertainty, and Rare Events
"... This essay examines the implicit relationship between political science and rare events, or so called Black Swans. The purpose is to analyze Black Swan weakness by evaluating the nature of political analysis and political theories. The key to this assessment is the analysis of the predictive powers ..."
Abstract
- Add to MetaCart
This essay examines the implicit relationship between political science and rare events, or so called Black Swans. The purpose is to analyze Black Swan weakness by evaluating the nature of political analysis and political theories. The key to this assessment is the analysis of the predictive powers
Multiscale PCA with Application to Multivariate Statistical Process Monitoring
- AIChE Journal
, 1998
"... Multiscale Principal Component Analysis (MSPCA) combines the ability of PCA to decorrelate the variables by extracting a linear relationship, with that of wavelet analysis to extract deterministic features and approximately decorrelate autocorrelated measurements. MSPCA computes the PCA of the wavel ..."
Abstract
-
Cited by 60 (4 self)
- Add to MetaCart
of the wavelet coefficients at each scale, followed by combining the results at relevant scales. Due to its multiscale nature, MSPCA is appropriate for modeling of data containing contributions from events whose behavior changes over time and frequency. Process monitoring by MSPCA involves combining only those
Results 1 - 10
of
197
