Statistical Mirroring: A Good Alternative Estimator of Dispersion

The statistical properties of a good estimator include robustness, unbiasedness, efficiency, and consistency. However, the commonly used estimators of dispersion have lack or are weak in one or more of these properties. In this paper, I proposed statistical mirroring as a good alternative estimator of dispersion around defined location estimates or points. In the main part of the paper, attention is restricted to Gaussian distribution and only estimators of dispersion around the mean that functionalize with all the observations of a dataset were considered at this time. The different estimators were compared with the proposed estimators in terms of alternativeness, scale and sample size robustness, outlier biasedness, and efficiency. Monte Carlo simulation was used to generate artificial datasets for application. The proposed estimators (of statistical meanic mirroring) turn out to be suitable alternative estimators of dispersion that is less biased (more resistant) to contaminations, robust to scale and sample size, and more efficient to a random distribution of variable than the standard deviation, variance, and coefficient of variation. However, statistical meanic mirroring is not suitable with a mean (of a normal distribution) close to zero, and on a scale below ratio level.

Estimating the Mean of Heavy-tailed Distribution under Random Truncation

Inspired by L.Peng’s work on estimating the mean of heavy-tailed distribution in the case of completed data. we propose an alternative estimator and study its asymptotic normality when it comes to the right truncated random variable. A simulation study is executed to evaluate the finite sample behavior on the proposed estimator

Estimation of the case fatality rate based on stratification for the COVID-19 outbreak

This work is motivated by the recent worldwide pandemic of the novel coronavirus disease (COVID-19). When an epidemiological disease is prevalent, estimating the case fatality rate, the proportion of deaths out of the total cases, accurately and quickly is important as the case fatality rate is one of the crucial indicators of the risk of a disease. In this work, we propose an alternative estimator of the case fatality rate that provides more accurate estimate during an outbreak by reducing the downward bias (underestimation) of the naive CFR, the proportion of deaths out of confirmed cases at each time point, which is the most commonly used estimator due to the simplicity. The proposed estimator is designed to achieve the availability of real-time update by using the commonly reported quantities, the numbers of confirmed, cured, deceased cases, in the computation. To enhance the accuracy, the proposed estimator adapts a stratification, which allows the estimator to use information from heterogeneous strata separately. By the COVID-19 cases of China, South Korea and the United States, we numerically show the proposed stratification-based estimator plays a role of providing an early warning about the severity of a epidemiological disease that estimates the final case fatality rate accurately and shows faster convergence to the final case fatality rate.

Threshold selection and trimming in extremes

We consider removing lower order statistics from the classical Hill estimator in extreme value statistics, and compensating for it by rescaling the remaining terms. Trajectories of these trimmed statistics as a function of the extent of trimming turn out to be quite flat near the optimal threshold value. For the regularly varying case, the classical threshold selection problem in tail estimation is then revisited, both visually via trimmed Hill plots and, for the Hall class, also mathematically via minimizing the expected empirical variance. This leads to a simple threshold selection procedure for the classical Hill estimator which circumvents the estimation of some of the tail characteristics, a problem which is usually the bottleneck in threshold selection. As a by-product, we derive an alternative estimator of the tail index, which assigns more weight to large observations, and works particularly well for relatively lighter tails. A simple ratio statistic routine is suggested to evaluate the goodness of the implied selection of the threshold. We illustrate the favourable performance and the potential of the proposed method with simulation studies and real insurance data.

Estimation of the case fatality rate based on stratification for the COVID-19 outbreak

This work is motivated by the recent worldwide pandemic of the novel coronavirus disease (COVID-19). When an epidemiological disease is prevalent, estimating the case fatality rate, the proportion of deaths out of the total cases, accurately and quickly is important as the case fatality rate is one of the crucial indicators of the risk of a disease. In this work, we propose an alternative estimator of the case fatality rate that provides more accurate estimate during an outbreak by reducing the downward bias (underestimation) of the naive CFR, the proportion of deaths out of confirmed cases at each time point, which is the most commonly used estimator due to the simplicity. The proposed estimator is designed to achieve the availability of real-time update by using the commonly reported quantities, the numbers of confirmed, cured, deceased cases, in the computation. To enhance the accuracy, the proposed estimator adapts a stratification, that allows the estimator to use information from heterogeneous strata separately. With the COVID-19 cases of China, South Korea and the United States, we numerically show the proposed stratification-based estimator plays a role of providing an early warning about the severity of a epidemiological disease that estimates the final case fatality rate accurately and shows faster convergence to the final case fatality rate.

An improved projection of climate observations for detection and attribution

An important goal of climate research is to determine the causal contribution of human activity to observed changes in the climate system. Methodologically speaking, most climatic causal studies to date have been formulating attribution as a linear regression inference problem. Under this formulation, the inference is often obtained by using the generalized least squares (GLS) estimator after projecting the data on the r leading eigenvectors of the covariance associated with internal variability, which are evaluated from numerical climate models. In this paper, we revisit the problem of obtaining a GLS estimator adapted to this particular situation, in which only the leading eigenvectors of the noise's covariance are assumed to be known. After noting that the eigenvectors associated with the lowest eigenvalues are in general more valuable for inference purposes, we introduce an alternative estimator. Our proposed estimator is shown to outperform the conventional estimator, when using a simulation test bed that represents the 20th century temperature evolution.

Estimating the Mutual Information between Two Discrete, Asymmetric Variables with Limited Samples

Determining the strength of nonlinear, statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual information from limited samples is a challenging task. Since the mutual information is the difference of two entropies, the existing Bayesian estimators of entropy may be used to estimate information. This procedure, however, is still biased in the severely under-sampled regime. Here, we propose an alternative estimator that is applicable to those cases in which the marginal distribution of one of the two variables—the one with minimal entropy—is well sampled. The other variable, as well as the joint and conditional distributions, can be severely undersampled. We obtain a consistent estimator that presents very low bias, outperforming previous methods even when the sampled data contain few coincidences. As with other Bayesian estimators, our proposal focuses on the strength of the interaction between the two variables, without seeking to model the specific way in which they are related. A distinctive property of our method is that the main data statistics determining the amount of mutual information is the inhomogeneity of the conditional distribution of the low-entropy variable in those states in which the large-entropy variable registers coincidences.

Unbiased approximations of products of expectations

Summary We consider the problem of approximating the product of $n$ expectations with respect to a common probability distribution $\mu$. Such products routinely arise in statistics as values of the likelihood in latent variable models. Motivated by pseudo-marginal Markov chain Monte Carlo schemes, we focus on unbiased estimators of such products. The standard approach is to sample $N$ particles from $\mu$ and assign each particle to one of the expectations; this is wasteful and typically requires the number of particles to grow quadratically with the number of expectations. We propose an alternative estimator that approximates each expectation using most of the particles while preserving unbiasedness, which is computationally more efficient when the cost of simulations greatly exceeds the cost of likelihood evaluations. We carefully study the properties of our proposed estimator, showing that in latent variable contexts it needs only ${O} (n)$ particles to match the performance of the standard approach with ${O}(n^{2})$ particles. We demonstrate the procedure on two latent variable examples from approximate Bayesian computation and single-cell gene expression analysis, observing computational gains by factors of about 25 and 450, respectively.