Related papers: Building and using semiparametric tolerance region…
In this paper, we develop a new elegant framework relying on the Kullback-Leibler Information Criterion to address the design of one-stage adaptive detection architectures for multiple hypothesis testing problems. Specifically, at the…
Imputation is a popular technique for handling item nonresponse in survey sampling. Parametric imputation is based on a parametric model for imputation and is less robust against the failure of the imputation model. Nonparametric imputation…
Distance metric learning is a successful way to enhance the performance of the nearest neighbor classifier. In most cases, however, the distribution of data does not obey a regular form and may change in different parts of the feature…
The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from…
It has been argued persuasively that, in order to evaluate climate models, the probability distributions of model output need to be compared to the corresponding empirical distributions of observed data. Distance measures between…
In transformation regression models the response is transformed before fitting a regression model to covariates and transformed response. We assume such a model where the errors are independent from the covariates and the regression…
In this paper, we discuss a property of the Kullback--Leibler divergence measured between two models of the family of the location-scale distributions. We show that, if model $M_1$ and model $M_2$ are represented by location-scale…
Score-matching generative models have proven successful at sampling from complex high-dimensional data distributions. In many applications, this distribution is believed to concentrate on a much lower $d$-dimensional manifold embedded into…
This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…
This paper proposes a valid bootstrap-based distributional approximation for M-estimators exhibiting a Chernoff (1964)-type limiting distribution. For estimators of this kind, the standard nonparametric bootstrap is inconsistent. The method…
A theoretical framework for non-negative matrix factorization based on generalized dual Kullback-Leibler divergence, which includes members of the exponential family of models, is proposed. A family of algorithms is developed using this…
Motivated by modeling and analysis of mass-spectrometry data, a semi- and nonparametric model is proposed that consists of a linear parametric component for individual location and scale and a nonparametric regression function for the…
Suppose we observe a geometrically ergodic semi-Markov process and have a parametric model for the transition distribution of the embedded Markov chain, for the conditional distribution of the inter-arrival times, or for both. The first two…
Many nonlinear differential equations arising from practical problems may permit nontrivial multiple solutions relevant to applications, and these multiple solutions are helpful to deeply understand these practical problems and to improve…
We propose to formulate multi-label learning as a estimation of class distribution in a non-linear embedding space, where for each label, its positive data embeddings and negative data embeddings distribute compactly to form a positive…
The purpose of this paper is to introduce two semiparametric methods for the estimation of copula parameter. These methods are based on minimum Alpha-Divergence between a non-parametric estimation of copula density using local likelihood…
In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…
Mixture distributions arise in many application areas, for example as marginal distributions or convolutions of distributions. We present a method of constructing an easily tractable discrete mixture distribution as an approximation to a…
We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…
We study the problem of distributed Kalman filtering for sensor networks in the presence of model uncertainty. More precisely, we assume that the actual state-space model belongs to a ball, in the Kullback-Leibler topology, about the…