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When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Methodology · Statistics 2008-12-18 Joseph D. Y. Kang , Joseph L. Schafer

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

This paper proposes parametric and non-parametric hypothesis testing algorithms for detecting anisotropy -- rotational variance of the covariance function in random fields. Both algorithms are based on resampling mechanisms, which enable…

Methodology · Statistics 2021-06-08 Assaf Rabinowicz , Saharon Rosset

The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…

Probability · Mathematics 2015-10-28 Chii-Ruey Hwang , Raoul Normand , Sheng-Jhih Wu

This paper proposes a max-test for testing (possibly infinitely) many zero parameter restrictions in an extremum estimation framework. The test statistic is formed by estimating key parameters one at a time based on many empirical loss…

Statistics Theory · Mathematics 2022-04-12 Jonathan B. Hill

Combining several independent measurements of the same physical quantity is one of the most important tasks in metrology. Small samples, biased input estimates, not always adequate reported uncertainties, and unknown error distribution make…

Data Analysis, Statistics and Probability · Physics 2026-04-22 Zinovy Malkin

We introduce an innovative approach to enhancing the empirical risk minimization (ERM) process in model training through a refined reweighting scheme of the training data to enhance fairness. This scheme aims to uphold the sufficiency rule…

Machine Learning · Computer Science 2024-10-02 Xuan Zhao , Klaus Broelemann , Salvatore Ruggieri , Gjergji Kasneci

The methods for parameter estimation under assumption of agreement between observation and model are reviewed. The distribution parameters are obtained for one set of experimental data by using different estimation methods under assumption…

Methodology · Statistics 2009-07-17 Lorentz Jantschi

We develop methods to analyze clustered competing risks data when the event types are only available in a training dataset and are missing in the main study. We propose to estimate the exposure effects through the cause-specific…

Methodology · Statistics 2025-05-06 Yujie Wu , Molin Wang

Weighting methods are widely used to adjust for covariates in observational studies, sample surveys, and regression settings. In this paper, we study a class of recently proposed weighting methods which find the weights of minimum…

Methodology · Statistics 2019-10-29 Yixin Wang , José R. Zubizarreta

Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likelihood estimation in the framework of sublinear expectation. We…

Probability · Mathematics 2023-01-16 Xinpeng Li , Yue Liu , Jiaquan Lu

A maximum likelihood method is used to deal with the combined estimation of multi-measurements of a branching ratio, where each result can be presented as an upper limit. The joint likelihood function is constructed using observed spectra…

Data Analysis, Statistics and Probability · Physics 2015-08-04 Xiao-Xia Liu , Xiao-Rui Lyu , Yong-Sheng Zhu

To estimate the volume density and color of a 3D point in the multi-view image-based rendering, a common approach is to inspect the consensus existence among the given source image features, which is one of the informative cues for the…

Computer Vision and Pattern Recognition · Computer Science 2022-06-13 Geonho Cha , Chaehun Shin , Sungroh Yoon , Dongyoon Wee

We propose a novel algorithm for solving non-convex, nonlinear equality-constrained finite-sum optimization problems. The proposed algorithm incorporates an additional sampling strategy for sample size update into the well-known framework…

Optimization and Control · Mathematics 2025-08-05 Nataša Krejić , Nataša Krklec Jerinkić , Tijana Ostojić , Nemanja Vučićević

This version is ***superseded*** by a full version that can be found at http://www.itu.dk/people/pagh/papers/mining-jour.pdf, which contains stronger theoretical results and fixes a mistake in the reporting of experiments. Abstract:…

Data Structures and Algorithms · Computer Science 2010-02-17 Andrea Campagna , Rasmus Pagh

Skew normal mixture models provide a more flexible framework than the popular normal mixtures for modelling heterogeneous data with asymmetric behaviors. Due to the unboundedness of likelihood function and the divergency of shape…

Methodology · Statistics 2016-08-05 Libin Jin , Wangli Xu , Liping Zhu , Lixing Zhu

With the increasing penetration of machine learning applications in critical decision-making areas, calls for algorithmic fairness are more prominent. Although there have been various modalities to improve algorithmic fairness through…

Machine Learning · Computer Science 2024-05-21 Zhihao Hu , Yiran Xu , Mengnan Du , Jindong Gu , Xinmei Tian , Fengxiang He

The asymptotic variance of the maximum likelihood estimate is proved to decrease when the maximization is restricted to a subspace that contains the true parameter value. Maximum likelihood estimation allows a systematic fitting of…

Statistics Theory · Mathematics 2018-01-31 Marie Turčičová , Jan Mandel , Kryštof Eben

Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…

Applications · Statistics 2014-05-09 Georg Hofmann

Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…

Methodology · Statistics 2009-09-23 Fabrice Gamboa , Jean-Michel Loubes , Paul Rochet