Hierarchical models are extensively studied and widely used in statistics and many other scientific areas. They provide an effective tool for combining information from similar resources and achieving partial pooling of inference. Since the seminal work by James and Stein (1961) and Stein...

Possibly, but more likely you are merely a victim of conventional wisdom. More data or better models by no means guarantee better estimators (e.g., with a smaller mean squared error), when you are not following probabilistically principled methods such as MLE (for large samples) or Bayesian...

Collapsibility means that the same statistical result of interest can be obtained before and after marginalization over some variables. In this paper, we discuss three kinds of collapsibility for directed acyclic graphs (DAGs): estimate collapsibility, conditional independence collapsibility and...

Cox and Wermuth proposed that the partial derivative of the conditional distribution function of a random variable "Y" given another "X" is used for measuring association between two variables with arbitrary distributions. The paper presents a necessary and sufficient condition for uniform...

The standard matrix permanent is the solution to a number of combinatorial and graph-theoretic problems, and the α-weighted permanent is the density function for a class of Cox processes called boson processes. The exact computation of the ordinary permanent is known to be #P-complete, and the...

The Cp selection criterion is a popular method to choose the smoothing parameter in spline regression. Another widely used method is the generalized maximum likelihood (GML) derived from a normal-theory empirical Bayes framework. These two seemingly unrelated methods, have been shown in Efron...

Recent advances in experimental technologies allow scientists to follow biochemical processes on a single-molecule basis, which provides much richer information about chemical dynamics than traditional ensemble-averaged experiments but also raises many new statistical challenges. The paper...

Diffusion process models are widely used in science, engineering, and finance. Most diffusion processes are described by stochastic differential equations in continuous time. In practice, however, data are typically observed only at discrete time points. Except for a few very special cases, no...