Probability Distributions.- Linear Models for Regression.- Linear Models for Classification.- Neural Networks.- Kernel Methods.- Sparse Kernel Machines.- Graphical Models.- Mixture Models and EM.- Approximate Inference.- Sampling Methods.- Continuous Latent Variables.- Sequential Data.- Combining Models.

Pattern Recognition and Machine Learning

The Foundations of Statistics By Prof. Leonard J. Savage. (Wiley Publications in Statistics.) Pp. xv + 294. (New York; John Wiley and Sons, Inc.; London: Chapman and Hall, Ltd., 1954.) 48s. net.

Probability and Statistical Inference

Preface 1. Modulation of symmetric densities 2. The skew-normal distribution: probability 3. The skew-normal distribution: statistics 4. Heavy and adaptive tails 5. The multivariate skew-normal distribution 6. Skew-elliptical distributions 7. Further extensions and other directions 8. Application-oriented work Appendices References.

/pdf/the-skew-normal-and-related-families-8jz2on4wxn.pdf

The Skew-Normal and Related Families

This is an important contribution to a modern area of applied probability that deals with nonstationary Markov chains in continuous time. This area is becoming increasingly useful in engineering, economics, communication theory, active networking, and so forth, where the Markov-chain system is subject to frequent  uctuations with clusters of states such that the chain  uctuates very rapidly among different states of a cluster but changes less rapidly from one cluster to another. The authors use the setting of singular perturbations, which allows them to study both weak and strong interactions among the states of the chain. This leads to simpli cations through the averaging principle, aggregation, and decomposition. The main results include asymptotic expansions of the corresponding probability distributions, occupations measures, limiting normality, and exponential rates. These results give the asymptotic behavior of many controlled stochastic dynamic systems when the perturbation parameter tends to 0. The classical analytical method employs the asymptotic expansions of onedimensional distributions of the Markov chain as solutions to a system of singularly perturbed ordinary differential equations. Indeed, the asymptotic behavior of solutions of such equations is well studied and understood. A more probabilistic approach also used by the authors is based on the tightness of the family of probability measures generated by the singularly perturbed Markov chain with the corresponding weak convergence properties. Both of these methods are illustrated by practical dynamic optimization problems, in particular by hierarchical production planning in a manufacturing system. An important contribution is the last chapter, Chapter 10, which describes numerical methods to solve various control and optimization problems involving Markov chains. Altogether the monograph consists of three parts, with Part I containing necessary, technically rather demanding facts about Markov processes (which in the nonstationary case are de ned through martingales.) Part II derives the mentioned asymptotic expansions, and Part III deals with several applications, including Markov decision processes and optimal control of stochastic dynamic systems. This technically demanding book may be out of reach of many readers of Technometrics. However, the use of Markov processes has become common for numerous real-life complex stochastic systems. To understand the behavior of these systems, the sophisticated mathematical methods described in this book may be indispensable.

Monte Carlo Methods in Bayesian Computation

the book provides a brief introduction to SAS, SPSS, and BMDP, along with their use in performing ANOVA. The book also has a chapter devoted to experimental designs and the corresponding ANOVA. In terms of coverage, a nice feature of the book is the inclusion of a chapter on  nite population models—typically not found in books on experimental designs and ANOVA. Several appendixes are given at the end of the book discussing some of the standard distributions, the Satterthwaite approximation, rules for computing the sums of squares, degrees of freedom, expected mean squares, and so forth. The exercises at the end of each chapter contain a number of numerical problems. Some of my quibbles about the book are the following. At times, it simply gives expressions without adequate motivation or examples. A reader who is not already familiar with ANOVA techniques will wonder as to the relevance of some of the expressions. Just to give an example, the quantity “sum of squares due to a contrast” is de ned on page 65. The algebraic property that the sums of squares due to a set of a ƒ 1 orthogonal contrasts will add up to the sum of squares due to an effect having a ƒ 1 df is then stated. Given the level of the book, discussion of such a property appears to be irrelevant. I did not see this property used anywhere in the book; neither did I see the sum of squares due to a contrast explicitly used or mentioned later in the book. Examples in which the one-way model is adequate are mentioned only after introducing the model and the assumptions, and the examples are buried inside the remarks (in small print) following the model. This is also the case with the two-way model with interaction (Chap. 4). The authors indicate in the preface that the remarks are mostly meant to include results to be kept out of the main body of the text. I believe that good examples should be the starting point for introducing ANOVA models. The authors present the analysis of  xed, random, and mixed models simultaneously. Motivating examples that distinguish between these scenarios should have been made the highlight of the presentation in each chapter rather than deferred to the later part of the chapter under “worked out examples” or buried within the remarks. The authors discuss transformations to correct lack of normality and lack of homoscedasticity (Sec. 2.22). However, these are not illustrated with any real examples. Regarding tests concerning the departure from the model assumptions, formal tests are presented in some detail; however, graphical procedures are only very brie y mentioned under a remark. I consider this to be a glaring omission. Consequently, I would be somewhat hesitant to recommend this book to anyone interested in actual data analysis using ANOVA unless the application is such that one of the standard models (along with the standard assumptions) is known to be adequate and diagnostic checks are not called for. Obviously, this is an unlikely scenario in most applications. The preceding criticisms aside, I can see myself consulting this book to refer to an ANOVA table, to look up an expected value or test statistic under a random or mixed-effects model, or to refer to the use of SAS, SPSS, or BMDP for performing ANOVA. The book is indeed an excellent source of reference for the ANOVA based on  xed, random, and mixed-effects models.

Linear Models in Statistics

In this article, a class of uni/bimodal distributions is proposed as a model for data concentrated about two directions in roughly equal proportions. This is an extension of earlier work on the skew-normal distribution introduced by Azzalini [Azzalini, A., 1985, A class of distributions which includes the normal ones. Scandinavian Journal of Statistics, 12, 171–178.]. The class, which depends on a shape parameter θ ∈ (−∞, ∞), includes the normal distribution as a special case. Further, it defines yet another conditional distribution of compositely truncated bivariate normal distributions. Some distributional properties and inferences of the class are studied and further extensions are described. A sample of 850 KEBIX (Korea e-business index) scores is shown to be well described by this model.

On a class of two-piece skew-normal distributions

Unintentionally doped bulk InP was prepared by the liquid encapsulated Czochralski method and subsequently implanted with various doses of Mn+. The properties of Mn+-implanted InP:Mn were investigated by various measurements. The results of energy dispersive x-ray peaks displayed injected concentrations of Mn of 0.8% and 8.8%, respectively. The results of photoluminescence (PL) measurement showed that optical broad transitions related to Mn appeared near 1.089, 1.144, and 1.185 eV in samples with various doses of Mn+. It was confirmed that the photoluminescence peaks near 1.089, 1.144, and 1.185 eV were Mn-correlated PL bands by the implantation of Mn. Ferromagnetic hysteresis loops measured at 10 K were observed and the temperature-dependent magnetization showed ferromagnetic behavior around 90 K, which almost agreed with the theoretical prediction (Tc∼70 K).

Mn-implanted dilute magnetic semiconductor InP:Mn

A class of weighted multivariate normal distributions and its properties

In this paper we propose a class of skewed t link models for analyzing binary response data with covariates. It is a class of asymmetric link models designed to improve the overall fit when commonly used symmetric links, such as the logit and probit links, do not provide the best fit available for a given binary response dataset. Introducing a skewed t distribution for the underlying latent variable, we develop the class of models. For the analysis of the models, a Bayesian and non-Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modelling and computation are provided. Finally, a simulation study and a real data example are used to illustrate the proposed methodology.

BINARY REGRESSION WITH A CLASS OF SKEWED t LINK MODELS

A class of distributions associated with the ratio of two folded normal random variables is introduced which strictly includes the half standard Cauchy distribution. The properties of this class of distributions are studied, along with a graph of the possible shapes of its density functions. The salient features of this class are mathematical tractability and statistical applicability. Utility of the class of distributions is demonstrated by presenting four applications.

Hea-Jung Kim

Papers

On a class of two-piece skew-normal distributions

Mn-implanted dilute magnetic semiconductor InP:Mn

A class of weighted multivariate normal distributions and its properties

BINARY REGRESSION WITH A CLASS OF SKEWED t LINK MODELS

On the Ratio of Two Folded Normal Distributions