63 citations · 95 across the 8 of their papers we have counts for
9 papers
Rebuttal of the 'Letter to the Editor' of Annals of Applied Statistics on Lambert W x F Distributions and the IGMM Algorithm
Georg M. Goerg
I discuss comments and claims made in Stehlik and Hermann (2015) about skewed Lambert W x F random variables and the IGMM algorithm. I clarify misunderstandings about the definitio…
Acknowledgment of priority: Usage of the Lambert W function in statistics
Georg M. Goerg
In my 2011 Annals of Applied Statistics article [Goerg (2011)] I wrote that "Whereas the Lambert function plays an important role in mathematics, physics, chemistry, biology an…
Escaping the poverty trap: modeling the interplay between economic growth and the ecology of infectious disease
Georg M. Goerg, Oscar Patterson-Lomba, Laurent Hébert-Dufresne +1
The dynamics of economies and infectious disease are inexorably linked: economic well-being influences health (sanitation, nutrition, treatment capacity, etc.) and health influence…
Mixed LICORS: A Nonparametric Algorithm for Predictive State Reconstruction
Georg M. Goerg, Cosma Rohilla Shalizi
We introduce 'mixed LICORS', an algorithm for learning nonlinear, high-dimensional dynamics from spatio-temporal data, suitable for both prediction and simulation. Mixed LICORS ext…
LICORS: Light Cone Reconstruction of States for Non-parametric Forecasting of Spatio-Temporal Systems
Georg M. Goerg, Cosma Rohilla Shalizi
We present a new, non-parametric forecasting method for data where continuous values are observed discretely in space and time. Our method, "light-cone reconstruction of states" (L…
Forecastable Component Analysis (ForeCA)
Georg M. Goerg
I introduce Forecastable Component Analysis (ForeCA), a novel dimension reduction technique for temporally dependent signals. Based on a new forecastability measure, ForeCA finds a…
A Nonparametric Frequency Domain EM Algorithm for Time Series Classification with Applications to Spike Sorting and Macro-Economics
Georg M. Goerg
I propose a frequency domain adaptation of the Expectation Maximization (EM) algorithm to group a family of time series in classes of similar dynamic structure. It does this by vie…
The Lambert Way to Gaussianize heavy tailed data with the inverse of Tukey's h as a special case
Georg M. Goerg
I present a parametric, bijective transformation to generate heavy tail versions Y of arbitrary RVs X ~ F. The tail behavior of the so-called 'heavy tail Lambert W x F' RV Y depend…
Lambert W random variables - a new family of generalized skewed distributions with applications to risk estimation
Georg M. Goerg
Originating from a system theory and an input/output point of view, I introduce a new class of generalized distributions. A parametric nonlinear transformation converts a random va…