23 papers
How many cards, until the first ace: variations, extensions, lachrymae, confidence, Dirichlets
Nils Lid Hjort
From a deck of cards, how many cards do I need to draw, until the first ace? I identify the distribution for this waiting time , and its satisfyingly nice expected value ${\rm E…
Nonparametric quantile inference using Dirichlet processes
Nils Lid Hjort, Sonia Petrone
This chapter deals with nonparametric inference for quantiles from a Bayesian perspective, using the Dirichlet process. The posterior distribution for quantiles is characterised, e…
Notes on the Theory of Statistical Symbol Recognition
Nils Lid Hjort
This document is a pdf generated from old plain-TeX files of 1986, of Nils Lid Hjort's `Notes on the Theory of Statistical Symbol Recogntion', a limited circulation 207-pages monog…
Counting the uncounted: How many were killed in Guatemala, 1978-1995?
Nils Lid Hjort
In various application domains, there is a certain `null cell', inside a multinomial setup, where observations are recorded for the other cells, but where one cannot count the numb…
Estimating the logistic regression equation when the model is incorrect
Nils Lid Hjort
Protesting mildly against the notion of an exactly correct parametric model the view is adopted that the logistic regression equation is merely an approximation to the underlying,…
Bayesian Nonparametrics: Principles and Practice
Nils Lid Hjort, Chris Holmes, Peter Mueller +1
This extended preface [to the Book `Bayesian Nonparametrics', Cambridge University Press, 2010, by NL Hjort, CC Holmes, P Mueller, SG Walker] is meant to explain why you are right…
Modelling pairs of Poissons and binomials with negative correlation
Nils Lid Hjort
Suppose and are given marginals for pairs . I consider the construction , where and are seen as bounded adju…
Recent advances in statistical methodology applied to the Hjort liver index time series (1859-2012) and associated influential factors
Gudmund H. Hermansen, Nils Lid Hjort, Olav S. Kjesbu
Certain recent advances in statistical methodology have promising potential for fruitful use in general biology and the fisheries sciences. This paper reviews and discusses some of…
Sudoku Solving and Finding Magic Squares by Probability Models and Markov Chains
Nils Lid Hjort
The sudoku puzzles have a long history, with variations going back more than a hundred years, but its current and perhaps surprising world-wide prominence goes back to certain init…
And Quiet Does Not Flow the Don: Statistical Analysis of a Quarrel Between Nobel Prize Laureates
Nils Lid Hjort
The Nobel Prize in literature 1965 was awarded Mikhail Sholokhov (1905-1984), for the epic novel Tikhij Don about Cossack life and the birth of a new Soviet society (And Quiet Flow…
Bayesian bivariate survival estimation
J. K. Ghosh, Nils Lid Hjort, C. Messan +1
There is no easy extension of Kaplan-Meier and Nelson-Aalen estimators to the bivariate case, and estimating bivariate survival distributions nonparametrically is associated with v…
Overdispersed and Markovian Children
Nils Lid Hjort
Take a look around you -- in your family, your school or workplace, in the streets, and you see boys & girls in about equal proportion, and without any easily visible gender patter…
The asymptotic effect of tuning parameters
Ingrid Dæhlen, Nils Lid Hjort, Ingrid Hobæk Haff
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in pe…
But some are more equal than others
Nils Lid Hjort
All men are created equal, proclaimed Jefferson in 1776 -- but some are more equal than others, added Orwell in Animal Farm in 1945. So what's the probability that two skaters are…
On the last time and the number of times an estimator is more than epsilon from its target value
Nils Lid Hjort, Grete Fenstad
Suppose is a strongly consistent estimator for in some i.i.d. situation. Let and be respectively the last and the total numb…
Philosophical foundations of statistics
Inge G. Helland, Nils Lid Hjort, Gunnar Taraldsen
The philosophical foundations of statistics involve issues in theoretical statistics, such as goals and methods to meet these goals, and interpretation of the meaning of inference…
Focused Information Criteria for Semiparametric Linear Hazard Regression
Axel Gandy, Nils Lid Hjort
The semiparametric linear hazard regression model introduced by McKeague and Sasieni (1994) is an extension of the linear hazard regression model developed by Aalen (1980). Methods…
Rejoinder to the discussants of the two JASA articles `Frequentist Model Averaging' and `The Focused Information Criterion', by Nils Lid Hjort and Gerda Claeskens
Nils Lid Hjort, Gerda Claeskens
We are honoured to have our work read and discussed at such a thorough level by several experts. Words of appreciation and encouragement are gratefully received, while the many sup…
Estimation, inference and model selection for jump regression models
Steffen Grønneberg, Gudmund Hermansen, Nils Lid Hjort
We consider regression models with data of the type , where the curve is taken locally constant, with unknown levels and jump points. We investigat…
On Expectation Propagation and the Probabilistic Editor in some simple mixture problems
Nils Lid Hjort, Mike Titterington
As for other latent-variable problems, exact Bayesian analysis is typically not practicable for mixture problems and approximate methods have been developed. Variational Bayes tend…
Minimum L2 and robust Kullback-Leibler estimation
Nils Lid Hjort
This paper introduces two new robust methods for estimation of parameters in a given parametric family. The first method is that of `minimum weighted L2', effectively minimising an…
Optimal inference via confidence distributions for two-by-two tables modelled as Poisson pairs: fixed and random effects
Céline Cunen, Nils Lid Hjort
This paper presents methods for meta-analysis of tables, both with and without allowing heterogeneity in the treatment effects. Meta-analysis is common in medical rese…
Parametric or nonparametric: the FIC approach for stationary time series
Gudmund Hermansen, Nils Lid Hjort, Martin Jullum
We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and m…