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Highly robust and efficient estimators for the generalized linear model with a dispersion parameter are proposed. The estimators are based on three steps. In the first step the maximum rank correlation estimator is used to consistently…

Methodology · Statistics 2017-03-29 Michael Amiguet , Alfio Marazzi , Marina Valdora , Victor Yohai

A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…

Statistics Theory · Mathematics 2023-04-03 Luca Maestrini , Aishwarya Bhaskaran , Matt P. Wand

State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…

Methodology · Statistics 2025-02-04 Yuxiong Gao , Wentao Li , Rong Chen

The task of the binary classification problem is to determine which of two distributions has generated a length-$n$ test sequence. The two distributions are unknown; two training sequences of length $N$, one from each distribution, are…

Information Theory · Computer Science 2016-04-18 Dayu Huang , Sean Meyn

In industrial anomaly detection, model efficiency and mobile-friendliness become the primary concerns in real-world applications. Simultaneously, the impressive generalization capabilities of Segment Anything (SAM) have garnered broad…

Computer Vision and Pattern Recognition · Computer Science 2024-11-20 Chenghao Li , Lei Qi , Xin Geng

We propose plug-in (PI) and double machine learning (DML) estimators of average treatment effect (ATE), average treatment effect on the treated (ATET) and local average treatment effect (LATE) in the multivariate sample selection model with…

Econometrics · Economics 2025-11-18 Sofiia Dolgikh , Bodan Potanin

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…

Statistics Theory · Mathematics 2017-08-01 Zhou Shen , Michael Levine , Zuofeng Shang

Auxiliary variable is extensively used in survey sampling to improve the precision of estimates. Whenever there is availability of auxiliary information, we want to utilize it in the method of estimation to obtain the most efficient…

Applications · Statistics 2014-10-14 Rajesh Singh , Prayas Sharma

We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…

Statistics Theory · Mathematics 2012-07-24 Stephen E. Fienberg , Alessandro Rinaldo

Widely used methods for analyzing missing data can be biased in small samples. To understand these biases, we evaluate in detail the situation where a small univariate normal sample, with values missing at random, is analyzed using either…

Statistics Theory · Mathematics 2017-03-27 Paul T. von Hippel

Two-phase outcome dependent sampling (ODS) is widely used in many fields, especially when certain covariates are expensive and/or difficult to measure. For two-phase ODS, the conditional maximum likelihood (CML) method is very attractive…

Methodology · Statistics 2022-12-21 Menglu Che , Peisong Han , Jerald F. Lawless

This work is devoted to solve the problem of estimating the carrier frequency offset, phase offset, amplitude, and SNR between two mmWave transceivers. The Cram\'{e}r-Rao Lower Bound (CRLB) for the different parameters is provided first, as…

Information Theory · Computer Science 2017-12-19 Javier Rodríguez-Fernández , Nuria González-Prelcic , Robert W. Heath

While deep neural networks provide good performance for a range of challenging tasks, calibration and uncertainty estimation remain major challenges, especially under distribution shift. In this paper, we propose the amortized conditional…

Machine Learning · Computer Science 2021-03-03 Aurick Zhou , Sergey Levine

In this paper, we investigate the randomized algorithms for block matrix multiplication from random sampling perspective. Based on the A-optimal design criterion, the optimal sampling probabilities and sampling block sizes are obtained. To…

Numerical Analysis · Mathematics 2021-05-12 Chengmei Niu , Hanyu Li

The Pseudo-Marginal (PM) algorithm is a popular Markov chain Monte Carlo (MCMC) method used to sample from a target distribution when its density is inaccessible, but can be estimated with a non-negative unbiased estimator. Its performance…

Computation · Statistics 2025-09-30 Sarra Abaoubida , Mylène Bédard , Florian Maire

We consider the variable selection problem for two-sample tests, aiming to select the most informative variables to determine whether two collections of samples follow the same distribution. To address this, we propose a novel framework…

Machine Learning · Statistics 2024-12-23 Jie Wang , Santanu S. Dey , Yao Xie

In this paper we have suggested two classes of estimators for population median M_Y of the study character Y using information on two auxiliary characters X and Z in double sampling. It has been shown that the suggested classes of…

Probability · Mathematics 2007-05-23 Jack Allen , Housila P. Singh , Sarjinder Singh , Florentin Smarandache

This paper presents an efficient optimization technique for super-resolution two-dimensional (2D) direction of arrival (DOA) estimation by introducing a new formulation of atomic norm minimization (ANM). ANM allows gridless angle estimation…

Signal Processing · Electrical Eng. & Systems 2022-04-27 Zhi Tian , Zhe Zhang , Yue Wang

Nonparametric two-sample tests such as the Maximum Mean Discrepancy (MMD) are often used to detect differences between two distributions in machine learning applications. However, the majority of existing literature assumes that error-free…

Machine Learning · Statistics 2023-08-08 Ron Nafshi , Maggie Makar