Related papers: A smooth ROC curve estimator based on log-concave …
We propose a one-step procedure to estimate the latent positions in random dot product graphs efficiently. Unlike the classical spectral-based methods such as the adjacency and Laplacian spectral embedding, the proposed one-step procedure…
This paper proposes a new robust smooth-threshold estimating equation to select important variables and automatically estimate parameters for high dimensional longitudinal data. A novel working correlation matrix is proposed to capture…
The ROC curve is the gold standard for measuring the performance of a test/scoring statistic regarding its capacity to discriminate between two statistical populations in a wide variety of applications, ranging from anomaly detection in…
Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…
We provide new results for noise-tolerant and sample-efficient learning algorithms under $s$-concave distributions. The new class of $s$-concave distributions is a broad and natural generalization of log-concavity, and includes many…
The identification of biomarkers with high predictive accuracy is a crucial task in medical research, as it can aid clinicians in making early decisions, thereby reducing morbidity and mortality in high-risk populations. Time-dependent…
This paper presents a detailed theoretical analysis of the Langevin Monte Carlo sampling algorithm recently introduced in Durmus et al. (Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau, 2016)…
Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…
Background: Receiver Operating Characteristic (ROC) curves are widely used to evaluate the performance of Software Defect Prediction (SDP) models that estimate module fault-proneness, i.e., the probability that a module is faulty. A ROC…
We establish new tail estimates for order statistics and for the Euclidean norms of projections of an isotropic log-concave random vector. More generally, we prove tail estimates for the norms of projections of sums of independent…
We study the Riemannian Langevin Algorithm for the problem of sampling from a distribution with density $\nu$ with respect to the natural measure on a manifold with metric $g$. We assume that the target density satisfies a log-Sobolev…
Irregular functional data in which densely sampled curves are observed over different ranges pose a challenge for modeling and inference, and sensitivity to outlier curves is a concern in applications. Motivated by applications in…
The log-concave maximum likelihood estimator (MLE) problem answers: for a set of points $X_1,...X_n \in \mathbb R^d$, which log-concave density maximizes their likelihood? We present a characterization of the log-concave MLE that leads to…
We tackle the problem of high-dimensional nonparametric density estimation by taking the class of log-concave densities on $\mathbb{R}^p$ and incorporating within it symmetry assumptions, which facilitate scalable estimation algorithms and…
This paper introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, it has been shown that resampling…
The goal of this paper is to study the bootstrap for the Grenander estimator. The first result is a proof of the inconsistency of the nonparametric bootstrap for the Grenander estimator at a given point. The second result is the development…
This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…
There has been a surge of interest in developing robust estimators for models with heavy-tailed and bounded variance data in statistics and machine learning, while few works impose unbounded variance. This paper proposes two type of robust…
ConicCurv is a new derivative-free algorithm to estimate the curvature of a plane curve from a sample of data points. It is based on a known tangent estimator method grounded on classic results of Projective Geometry and B\'ezier rational…
For the task of sampling from a density $\pi \propto \exp(-V)$ on $\mathbb{R}^d$, where $V$ is possibly non-convex but $L$-gradient Lipschitz, we prove that averaged Langevin Monte Carlo outputs a sample with $\varepsilon$-relative Fisher…