We find that black drivers are stopped more often than white drivers relative to their share of the driving-age population, but that Hispanic drivers are stopped less often than whites.
One particularly useful extension of HMMs is the inclusion of covariates on those parameters, to investigate the drivers of state transitions or to implement Markov-switching regression models.
We discuss how our reproducible WAR framework, built entirely on publicly available data, can be easily extended to estimate WAR for players at any position, provided that researchers have access to data specifying which players are on the field during each play.
This paper discusses desirable properties of forecasting models in production systems.
This paper introduces the logitr R package for fast maximum likelihood estimation of multinomial logit and mixed logit models with unobserved heterogeneity across individuals, which is modeled by allowing parameters to vary randomly over individuals according to a chosen distribution.
We propose a new framework for measuring connectedness among financial variables that arises due to heterogeneous frequency responses to shocks.
Methodology Economics Statistical Finance
Nested sampling is an increasingly popular technique for Bayesian computation - in particular for multimodal, degenerate and high-dimensional problems.
Computation Cosmology and Nongalactic Astrophysics Instrumentation and Methods for Astrophysics Data Analysis, Statistics and Probability
Compared to the Gibbs sampler for variable selection, we heuristically derive favourable dependence of the Sticky Zig-Zag sampler on dimension and data size.
Use of continuous shrinkage priors -- with a "spike" near zero and heavy-tails towards infinity -- is an increasingly popular approach to induce sparsity in parameter estimates.
Methodology Statistics Theory Statistics Theory