𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Efficiency and robustness in subsampling for dependent data

✍ Scribed by Michael Sherman

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
141 KB
Volume
75
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.

✦ Synopsis

There are two main approaches to subsampling=resampling for dependent data: model based and model free. In the former, the dependence structure is modelled in terms of a few unknown parameters and independent errors. In the latter, the observed series is divided into blocks, and these blocks are used to capture the dependence in the original series. It is reasonable to assume that the model-based approach is superior under the correct model and inferior under misspeciΓΏcation of the correct model. We formalize this tradeo between e ciency and robustness and examine how it plays out in the autoregressive-moving average class of models.

πŸ“œ SIMILAR VOLUMES

Robustness and efficiency in inverse pro
Robustness and efficiency in inverse protein folding
✍ Thomas M. Fink; Robin C. Ball πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 311 KB

Successful protein design is characterized by two criteria: thermodynamic robustness, the probability of occupation of the target conformation, and kinetic efficiency, the ability of the protein to quickly fold to its target state. We observe a conflict between robustness and efficiency upon variati