دانلود کتاب Statistical Models and Methods for Data Science (Studies in Classification, Data Analysis, and Knowledge Organization)

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Preface
Contents
Clustering Financial Time Series by Dependency
1 Introduction
2 Conditional Heteroscedastic Models
3 Procedure for Clustering Time Series by Dependency
4 Simulation Study
5 Real Data Example
6 Conclusions
References
The Homogeneity Index as a Measure of Interrater Agreement for Ratings on a Nominal Scale
1 Introduction
1.1 Aims of This Contribution
1.2 Measures of Interrater Agreement for Nominal Scales
2 Target-specific Measures of Interrater Agreement for Nominal Scales
3 Application
4 Conclusion
References
Hierarchical Clustering of Income Data Based on Share Densities
1 Introduction
2 Lorenz Curve and Share Density: A Parametric Approach
3 Hierarchical Algorithm Based on JS Dissimilarity
4 An Application
5 Conclusion
References
Optimal Coding of High-Cardinality Categorical Data in Machine Learning
1 Introduction
2 Quantify Categorical Features: A Review of Existing Methods
2.1 Methods that Do Not Consider the Target or the Other Variables
2.2 Encoders Requiring only the Target
2.3 One-Hot Encoding (OHE)
3 Single and Multiple Quantifications by OHE
4 Category Embedding by Neural Networks
5 Non-linear Encoding in the Unsupervised Case
6 Conclusions
References
Bayesian Multivariate Analysis of Mixed Data
1 Introduction
2 Bayesian Model Development
2.1 Moment Representation
2.2 Canonical Representation
3 Real Data Application
4 Conclusion and Next Steps
References
Marginals Matrix Under a Generalized Mallows Model Based on the Power Divergence
1 Introduction
2 Modeling Rank Data
2.1 Distances on Permutations
2.2 Generalized Mallows Model Based on the Power Divergence
2.3 Marginals Model
2.4 Model Comparisons
3 Marginals Matrix Under GMM
3.1 Marginals Matrix Structure Under Hoeffding Distances
3.2 Special Cases
4 Illustrative Example
5 Concluding Remarks
References
Time Series Clustering Based on Forecast Distributions: An Empirical Analysis on Production Indices for Construction
1 Introduction
2 The Clustering Procedure
3 An Application to the European Construction Sector
4 Concluding Remarks
References
Partial Reconstruction of Measures from Halfspace Depth
1 The Depth Characterization/Reconstruction Problem
2 Preliminaries: Flag Halfspaces and Central Regions
2.1 Minimizing Halfspaces and Flag Halfspaces
2.2 Halfspace Depth Central Regions
3 Main Result
4 Examples
5 Conclusion
6 Proof of Theorem 1
References
Posterior Predictive Assessment of IRT Models via the Hellinger Distance: A Simulation Study
1 Introduction
2 IRT Models
3 PPMC and Discrepancy Measures for IRT Models
4 Simulation Study
5 Empirical Application
6 Concluding Remarks
References
Shapley-Lorenz Values for Credit Risk Management
1 Introduction
2 Methodology
2.1 Binary Classification
2.2 The Shapley-Lorenz Decomposition for Credit Risk Data
3 Algorithm
4 Application
4.1 Data
4.2 Results
5 Concluding Remarks
References
A Study of Lack-of-Fit Diagnostics for Models Fit to Cross-Classified Binary Variables
1 Introduction
2 Marginal Proportions
2.1 First- and Second-Order Marginals
2.2 Higher Order Marginals
3 Lack-of-Fit Statistics
3.1 The GFfit(ij)perp Statistic
3.2 Adjusted Residuals
3.3 The barχ2ij Statistic
4 Simulation Studies
4.1 Type I Error Study
4.2 Estimated Mean and Variance of the Statistics
4.3 Power Study for Eight Variables
5 Application
6 Conclusions
References
Robust Response Transformations for Generalized Additive Models via Additivity and Variance Stabilization
1 Introduction
2 Generalized Additive Models and the Structure of AVAS
2.1 Introduction
2.2 Backfitting
2.3 The AVAS Algorithm
2.4 The Numerical Variance Stabilizing Transformation
3 Robustness and Outlier Detection
3.1 Robust Regression
3.2 Robust Outlier Detection
4 Improvements and Options
4.1 Initial Calculations
4.2 Outer Loop
5 Simulations
6 The Generalized Star Plot
7 Prediction of the Weight of Fish
References
A Random-Coefficients Analysis with a Multivariate Random-Coefficients Linear Model
1 Introduction
2 The Model and the Analysis of the Random Coefficients
3 Application Study
4 Conclusions
5 Appendix
References
Parsimonious Mixtures of Matrix-Variate Shifted Exponential Normal Distributions
1 Introduction
2 Methodology
2.1 Parsimonious Mixtures of Matrix-Variate Shifted Exponential Normal Distributions
2.2 Maximum Likelihood Estimation
3 Real Data Example
4 Conclusions
References
Author Index