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JOSE RIZAL DAN PABLO PASTELIS: DIALOG DOMBA DENGAN GEMBALANYA
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| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Fenomena |
| Volume / Edisi | : | XIII/-, MEI (No. 1) |
| Halaman | : | 16-17 |
| Abstrak | : | Penulis memaparkan korespondensi surat menyurat antara dr. José Rizal dan Pastor Pablo Pastells, SJ yang menjadi sumber referensi penting di Filipina. Korespondensi yang terjadi sepanjang pertengahan tahun 1892 hingga pertengahan tahun 1893 menarik untuk disimak. Munculnya diskusi, debat, saling mengeritik, hingga pertengkaran antara pastor dengan umat - domba dengan gembalanya ini – tidak jarang menyangkut perkara-perkara yang lebih mendalam: cara menghayati iman, prinsip hidup, pergolakan pemikiran yang sangat personal yang menjangkau diskusi filsafat dan teologi. Perkara yang terakhir inilah yang hendak penulis sampaikan. |
BERIMAN ALA EKSISTENSIALIS (BELAJAR DARI PERGULATAN PEMIKIRAN AHMAD WAHIB)
| Pengarang | : | Purnomo Ari Yohanes |
| Nama Majalah/Jurnal | : | Fenomena |
| Volume / Edisi | : | XIII/-, MEI (No. 1) |
| Halaman | : | 11-15 |
| Abstrak | : | Penulis memaparkan pergulatan penghayatan iman seorang eksistensialis, Ahmad Wahib tentang Islam yang penuh dengan kekayaan-kekayaan filosofis dan teologis yang telah dianugerahkan Tuhan pada setiap umat-Nya. Penulis juga mengajak melihat catatan harianAhmad Wahib yang dikemas dalam buku Pergolakan Pemikiran Islam, dimana hal ini dapat menjadi wacana baru dan referensi bagi pendalaman penghayatan iman dalam konteks masyarakat Indonesia yang plural dan mulai terimbas sekularisasi. Dkl: Penulis melihat adanya sumbangan pemikiran Ahmad Wahib bagi umat beriman di Indonesia |
PILIHAN, PERNYATAAN, DAN SIKAP POLITIK Y.B. MANGUNWIJAYA
| Pengarang | : | Paulus Widyawan Widhiasta |
| Nama Majalah/Jurnal | : | Fenomena |
| Volume / Edisi | : | XIII/-, MEI (No. 1) |
| Halaman | : | 5-10 |
| Abstrak | : | Tulisan ini akan mencoba membahas bagaimana Romo Mangun berjuang mengisi hidupnya untuk melunasi hutang kepada rakyat, terutama kepada rakyat biasa yang kecil, lemah, miskin, dan tersingkir. Keberpihakannya terhadap mereka menjadi wujud kesadaran berpolitik yang dipahami sebagai perjuangan untuk mewujudkan kesejahteraan bersama. Tulisan ini tentu tidak akan mencukupi penggambaran keterlibatan hidup Romo Mangun secara keseluruhan, tetapi masih terselip harapan agar tulisan ini menjadi inspirasi bagi banyak orang untuk semakin mendalami keprihatinan Romo Mangun, serta membangkitkan keinginan dan menggerakkan banyak orang untuk semakin berpihak kepada mereka yang kecil, lemah, miskin, dan tersingkir. |
TEOLOGI POLOTIK SUATU PENGANTAR
| Pengarang | : | Santoso Budi Eko |
| Nama Majalah/Jurnal | : | Fenomena |
| Volume / Edisi | : | XIII/-, MEI (No. 1) |
| Halaman | : | 2-4 |
| Abstrak | : | Bagi beberapa orang, istilah "Teologi Politik” tidak lagi merupakan istilah yang asing. Namun banyak juga yang masih belum tahu apa yang dimaksud dengan istilah tersebut. Mungkinkah kita menggabungkan dua hal yang tampaknya bertentangan? Sejauh manakah ruang lingkup teologi politik? Apa perannya bagi Gereja?. Dalam New Catholic Encyclopedia, F. Schüssler Fiorenza memberikan dua arti berbeda untuk teologi politik.¹ Arti pertama, teologi politik adalah pemakaian lambang-lambang keagamaan, baik secara implisit maupun eksplisit, untuk menginterpretasikan, membenarkan, atau mengkritisi peristiwa-peristiwa, sistem-sistem, atau unit-unit politis. Arti kedua, teologi politik berperan sebagai teologi fundamental yang menganalisa hubungan antara pola-pola politik (political pattern) dan kepercayaan keagamaan (religious belief). Hubungan yang saling menguntungkan ini dipelajari untuk menyingkap makna, kebenaran, dan praktek-praktek simbol-simbol keagamaan. Makna teologi politik tidak persis sama dari zaman ke zaman. Semoga kedua arti tersebut akan semakin jelas dengan mempelajari penggunaan istilah "teologi politik" dalam sejarah. Kita akan melihat pemakaian istilah "teologi politik" dalam tiga periode sejarah: masa YunaniRomawi, masa Pencerahan dan Restorasi, dan masa kini (mulai tahun 1960-an). |
Empirical Frequency Band Analysis of Nonstationary Time Series
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Journal of the American Statistical Association |
| Volume / Edisi | : | 115 (No. 532) |
| Halaman | : | 1933-1945 |
| Abstrak | : | The time-varying power spectrum of a time series process is a bivariate function that quantifies the magnitude of oscillations at different frequencies and times. To obtain low-dimensional, parsimonious measures from this functional parameter, applied researchers consider collapsed measures of power within local bands that partition the frequency space. Frequency bands commonly used in the scientific literature were historically derived, but they are not guaranteed to be optimal or justified for adequately summarizing information from a given time series process under current study. There is a dearth of methods for empirically constructing statistically optimal bands for a given signal. The goal of this article is to provide a standardized, unifying approach for deriving and analyzing customized frequency bands. A consistent, frequency-domain, iterative cumulative sum based scanning procedure is formulated to identify frequency bands that best preserve nonstationary information. A formal hypothesis testing procedure is also developed to test which, if any, frequency bands remain stationary. The proposed method is used to analyze heart rate variability of a patient during sleep and uncovers a refined partition of frequency bands that best summarize the time-varying power spectrum. Supplementary materials for this article are available online. |
Improved Small-Sample Estimation of Nonlinear Cross-Validated Prediction Metrics
| Pengarang | : | David Benkeser |
| Nama Majalah/Jurnal | : | Journal of the American Statistical Association |
| Volume / Edisi | : | 115 (No. 532) |
| Halaman | : | 1917-1932 |
| Abstrak | : | When predicting an outcome is the scientific goal, one must decide on a metric by which to evaluate the quality of predictions. We consider the problem of measuring the performance of a prediction algorithm with the same data that were used to train the algorithm. Typical approaches involve bootstrapping or cross-validation. However, we demonstrate that bootstrap-based approaches often fail and standard cross-validation estimators may perform poorly. We provide a general study of cross-validation-based estimators that highlights the source of this poor performance, and propose an alternative framework for estimation using techniques from the efficiency theory literature. We provide a theorem establishing the weak convergence of our estimators. The general theorem is applied in detail to two specific examples and we discuss possible extensions to other parameters of interest. For the two explicit examples that we consider, our estimators demonstrate remarkable finite-sample improvements over standard approaches. Supplementary materials for this article are available online. |
Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Journal of the American Statistical Association |
| Volume / Edisi | : | 115 (No. 532) |
| Halaman | : | 1902-1916 |
| Abstrak | : | Expectation propagation is a general prescription for approximation of integrals in statistical inference problems. Its literature is mainly concerned with Bayesian inference scenarios. However, expectation propagation can also be used to approximate integrals arising in frequentist statistical inference. We focus on likelihood-based inference for binary response mixed models and show that fast and accurate quadrature-free inference can be realized for the probit link case with multivariate random effects and higher levels of nesting. The approach is supported by asymptotic calculations in which expectation propagation is seen to provide consistent estimation of the exact likelihood surface. Numerical studies reveal the availability of fast, highly accurate and scalable methodology for binary mixed model analysis. |
Revealing Subgroup Structure in Ranked Data Using a Bayesian WAND
| Pengarang | : | S. R. Johnson |
| Nama Majalah/Jurnal | : | Journal of the American Statistical Association |
| Volume / Edisi | : | 115 (No. 532) |
| Halaman | : | 1888-1901 |
| Abstrak | : | Ranked data arise in many areas of application ranging from the ranking of up-regulated genes for cancer to the ranking of academic statistics journals. Complications can arise when rankers do not report a full ranking of all entities; for example, they might only report their top-M ranked entities after seeing some or all entities. It can also be useful to know whether rankers are equally informative, and whether some entities are effectively judged to be exchangeable. Revealing subgroup structure in the data may also be helpful in understanding the distribution of ranker views. In this paper, we propose a flexible Bayesian nonparametric model for identifying heterogeneous structure and ranker reliability in ranked data. The model is a weighted adapted nested Dirichlet (WAND) process mixture of Plackett–Luce models and inference proceeds through a simple and efficient Gibbs sampling scheme for posterior sampling. The richness of information in the posterior distribution allows us to infer many details of the structure both between ranker groups and between entity groups (within-ranker groups). Our modeling framework also facilitates a flexible representation of the posterior predictive distribution. This flexibility is important as we propose to use the posterior predictive distribution as the basis for addressing the rank aggregation problem, and also for identifying lack of model fit. The methodology is illustrated using several simulation studies and real data examples. Supplementary materials for this article are available online. |
On Optimal Tests for Rotational Symmetry Against New Classes of Hyperspherical Distributions
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Journal of the American Statistical Association |
| Volume / Edisi | : | 115 (No. 532) |
| Halaman | : | 1873-1887 |
| Abstrak | : | Motivated by the central role played by rotationally symmetric distributions in directional statistics, we consider the problem of testing rotational symmetry on the hypersphere. We adopt a semiparametric approach and tackle problems where the location of the symmetry axis is either specified or unspecified. For each problem, we define two tests and study their asymptotic properties under very mild conditions. We introduce two new classes of directional distributions that extend the rotationally symmetric class and are of independent interest. We prove that each test is locally asymptotically maximin, in the Le Cam sense, for one kind of the alternatives given by the new classes of distributions, for both specified and unspecified symmetry axis. The tests, aimed to detect location- and scatter-like alternatives, are combined into convenient hybrid tests that are consistent against both alternatives. We perform Monte Carlo experiments that illustrate the finite-sample performances of the proposed tests and their agreement with the asymptotic results. Finally, the practical relevance of our tests is illustrated on a real data application from astronomy. The R package rotasym implements the proposed tests and allows practitioners to reproduce the data application. Supplementary materials for this article are available online. |
From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation
| Pengarang | : | Saharon Rosset |
| Nama Majalah/Jurnal | : | Journal of the American Statistical Association |
| Volume / Edisi | : | 115 (No. 529) |
| Halaman | : | 138-151 |
| Abstrak | : | In statistical prediction, classical approaches for model selection and model evaluation based on covariance penalties are still widely used. Most of the literature on this topic is based on what we call the “Fixed-X” assumption, where covariate values are assumed to be nonrandom. By contrast, it is often more reasonable to take a “Random-X” view, where the covariate values are independently drawn for both training and prediction. To study the applicability of covariance penalties in this setting, we propose a decomposition of Random-X prediction error in which the randomness in the covariates contributes to both the bias and variance components. This decomposition is general, but we concentrate on the fundamental case of ordinary least-squares (OLS) regression. We prove that in this setting the move from Fixed-X to Random-X prediction results in an increase in both bias and variance. When the covariates are normally distributed and the linear model is unbiased, all terms in this decomposition are explicitly computable, which yields an extension of Mallows’ Cp that we call RCp. RCp also holds asymptotically for certain classes of nonnormal covariates. When the noise variance is unknown, plugging in the usual unbiased estimate leads to an approach that we call ˆRCp, which is closely related to Sp, and generalized cross-validation (GCV). For excess bias, we propose an estimate based on the “shortcut-formula” for ordinary cross-validation (OCV), resulting in an approach we call RCp+. Theoretical arguments and numerical simulations suggest that RCp+ is typically superior to OCV, though the difference is small. We further examine the Random-X error of other popular estimators. The surprising result we get for ridge regression is that, in the heavily regularized regime, Random-X variance is smaller than Fixed-X variance, which can lead to smaller overall Random-X error. Supplementary materials for this article are available online. |