In lifetesting, medical follow-up, and other fields the observation of the time of occurrence of the event of interest (called a death) may be prevented for some of the items of the sample by the previous occurrence of some other event (called a loss). Losses may be either accidental or controlled, the latter resulting from a decision to terminate certain observations. In either case it is usually assumed in this paper that the lifetime (age at death) is independent of the potential loss time; in practice this assumption deserves careful scrutiny. Despite the resulting incompleteness of the data, it is desired to estimate the proportion P(t) of items in the population whose lifetimes would exceed t (in the absence of such losses), without making any assumption about the form of the function P(t). The observation for each item of a suitable initial event, marking the beginning of its lifetime, is presupposed. For random samples of size N the product-limit (PL) estimate can be defined as follows: L...

/pdf/nonparametric-estimation-from-incomplete-observations-3gw5mseq92.pdf

Nonparametric Estimation from Incomplete Observations

Problems involving causal inference have dogged at the heels of statistics since its earliest days. Correlation does not imply causation, and yet causal conclusions drawn from a carefully designed experiment are often valid. What can a statistical model say about causation? This question is addressed by using a particular model for causal inference (Holland and Rubin 1983; Rubin 1974) to critique the discussions of other writers on causation and causal inference. These include selected philosophers, medical researchers, statisticians, econometricians, and proponents of causal modeling.

/pdf/statistics-and-causal-inference-254v25vueh.pdf

Statistics and Causal Inference

Stochastic blockmodels have been proposed as a tool for detecting community structure in networks as well as for generating synthetic networks for use as benchmarks. Most blockmodels, however, ignore variation in vertex degree, making them unsuitable for applications to real-world networks, which typically display broad degree distributions that can significantly affect the results. Here we demonstrate how the generalization of blockmodels to incorporate this missing element leads to an improved objective function for community detection in complex networks. We also propose a heuristic algorithm for community detection using this objective function or its non-degree-corrected counterpart and show that the degree-corrected version dramatically outperforms the uncorrected one in both real-world and synthetic networks.

Stochastic blockmodels and community structure in networks

We consider the problem of selecting a model having the best predictive ability among a class of linear models. The popular leave-one-out cross-validation method, which is asymptotically equivalent to many other model selection methods such as the Akaike information criterion (AIC), the C p , and the bootstrap, is asymptotically inconsistent in the sense that the probability of selecting the model with the best predictive ability does not converge to 1 as the total number of observations n → ∞. We show that the inconsistency of the leave-one-out cross-validation can be rectified by using a leave-n v -out cross-validation with n v , the number of observations reserved for validation, satisfying n v /n → 1 as n → ∞. This is a somewhat shocking discovery, because nv/n → 1 is totally opposite to the popular leave-one-out recipe in cross-validation. Motivations, justifications, and discussions of some practical aspects of the use of the leave-n v -out cross-validation method are provided, and results ...

https://libpls.net/publication/MCCV_Shao_1993.pdf

Linear Model Selection by Cross-validation

Although widely used in practice, the behavior and accuracy of the popular module identification technique called modularity maximization is not well understood in practical contexts. Here, we present a broad characterization of its performance in such situations. First, we revisit and clarify the resolution limit phenomenon for modularity maximization. Second, we show that the modularity function Q exhibits extreme degeneracies: it typically admits an exponential number of distinct high-scoring solutions and typically lacks a clear global maximum. Third, we derive the limiting behavior of the maximum modularity Q(max) for one model of infinitely modular networks, showing that it depends strongly both on the size of the network and on the number of modules it contains. Finally, using three real-world metabolic networks as examples, we show that the degenerate solutions can fundamentally disagree on many, but not all, partition properties such as the composition of the largest modules and the distribution of module sizes. These results imply that the output of any modularity maximization procedure should be interpreted cautiously in scientific contexts. They also explain why many heuristics are often successful at finding high-scoring partitions in practice and why different heuristics can disagree on the modular structure of the same network. We conclude by discussing avenues for mitigating some of these behaviors, such as combining information from many degenerate solutions or using generative models.

Ogrurn William

Papers

Journal Of The American Statistical Association V-27