Related papers: Consistent order estimation and minimal penalties

In latent-position random graph models (LPMs), latent vertex positions $U_{1},\ldots,U_{n}$ are sampled from some distribution on a latent space $\Omega$, then edges of an observed graph $G = ([n],E)$ are sampled with some probability…

We consider the situation where the observed sample contains some observations whose class of origin is known (that is, they are classified with respect to the g underlying classes of interest), and where the remaining observations in the…

In this article, we revisit the problem of fitting a mixture model under the assumption that the mixture components are symmetric and log-concave. To this end, we first study the nonparametric maximum likelihood estimation (NPMLE) of a…

We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…

The first-order moving average model or MA(1) is given by $X_t=Z_t-\theta_0Z_{t-1}$, with independent and identically distributed $\{Z_t\}$. This is arguably the simplest time series model that one can write down. The MA(1) with unit root…

We consider a dynamical system with small noise for which the drift is parametrized by a finite dimensional parameter. For this model we consider minimum distance estimation from continuous time observations under $l^p$-penalty imposed on…

Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…

Let $\{X(t):t\in\mathbb R_+\}$ be a stationary Gaussian process with almost surely (a.s.) continuous sample paths, $\mathbb E X(t) = 0$, $\mathbb E X^2(t) = 1$ and correlation function satisfying (i) $r(t) = 1 - C|t|^{\alpha} +…

The problem of structure estimation in graphical models with latent variables is considered. We characterize conditions for tractable graph estimation and develop efficient methods with provable guarantees. We consider models where the…

A common approach to detect multiple changepoints is to minimise a measure of data fit plus a penalty that is linear in the number of changepoints. This paper shows that the general finite sample behaviour of such a method can be related to…

Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…

An algorithm for solving first order ODEs, by systematically determining symmetries of the form [ xi = F(x), eta = P(x) y + Q(x) ], where xi d/dx + eta d/dy is the symmetry generator - is presented. To these {\it linear} symmetries one can…

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

We consider model selection in generalized linear models (GLM) for high-dimensional data and propose a wide class of model selection criteria based on penalized maximum likelihood with a complexity penalty on the model size. We derive a…

Several researchers have experimentally shown that substantial improvements can be obtained in difficult pattern recognition problems by combining or integrating the outputs of multiple classifiers. This chapter provides an analytical…

We extend the theory from Fan and Li (2001) on penalized likelihood-based estimation and model-selection to statistical and econometric models which allow for non-negativity constraints on some or all of the parameters, as well as…

Model averaging has received much attention in the past two decades, which integrates available information by averaging over potential models. Although various model averaging methods have been developed, there are few literatures on the…

Consider a pair of cumulative distribution functions $F$ and $G$, where $F$ is unknown and $G$ is a known reference distribution. Given a sample from $F$, we propose tests to detect the convexity or the concavity of $G^{-1}\circ F$ versus…

Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

We consider the problem of the minimizer constancy in the fractional embedding theorem $\mathcal{H}^s(\Omega) \hookrightarrow L_q(\Omega)$ for a bounded Lipschitz domain $\Omega,$ depending on the domain size. For the family of domains…