论文标题
统计建模中的维度分析
Dimensional Analysis in Statistical Modelling
论文作者
论文摘要
本文以统计科学的最新工作为基础,提出了一种建模自然现象的理论,该理论基于基于模型必须不可限制的基本原则统一物理和统计范式。毕竟,这种现象不能取决于实验者如何选择评估它们。然而,该模型本身必须由可以在理论上或经验上确定的数量组成。因此,基本原理要求该模型正确地代表这些自然过程,无论选择什么尺度和单位。通过白金汉和布里奇曼的著名理论以及通过亨特和斯坦的不变性原则,实现了实现物理模型的实现。基于统计科学的最新研究,本文展示了后者如何拥抱和扩展前者。扩展了不变性原则以涵盖贝叶斯范式,从而可以评估模型不确定性。该论文涵盖了统计科学中通常没有在统计模型中的数量,尺度和单位的统计科学中观察到的主题。它显示了当模型涉及先验函数(例如使用的对数)时可能会出现的特殊困难。在可能的分析中,在盒子型转变家族的家族中是一个奇异性。此外,它证明了测量尺度的重要性,特别是模板赛必须如何处理比率和间隔尺度的重要性
Building on recent work in statistical science, the paper presents a theory for modelling natural phenomena that unifies physical and statistical paradigms based on the underlying principle that a model must be nondimensionalizable. After all, such phenomena cannot depend on how the experimenter chooses to assess them. Yet the model itself must be comprised of quantities that can be determined theoretically or empirically. Hence, the underlying principle requires that the model represents these natural processes correctly no matter what scales and units of measurement are selected. This goal was realized for physical modelling through the celebrated theories of Buckingham and Bridgman and for statistical modellers through the invariance principle of Hunt and Stein. Building on recent research in statistical science, the paper shows how the latter can embrace and extend the former. The invariance principle is extended to encompass the Bayesian paradigm, thereby enabling an assessment of model uncertainty. The paper covers topics not ordinarily seen in statistical science regarding dimensions, scales, and units of quantities in statistical modelling. It shows the special difficulties that can arise when models involve transcendental functions, such as the logarithm which is used e.g. in likelihood analysis and is a singularity in the family of Box-Cox family of transformations. Further, it demonstrates the importance of the scale of measurement, in particular how differently modellers must handle ratio- and interval-scales