Related papers: Variance Estimation for Tree Order Restricted Mode…
Variance estimation is important for statistical inference. It becomes non-trivial when observations are masked by serial dependence structures and time-varying mean structures. Existing methods either ignore or sub-optimally handle these…
We find upper bounds for the probability of underestimation and overestimation errors in penalized likelihood context tree estimation. The bounds are explicit and applies to processes of not necessarily finite memory. We allow for general…
Spatial-temporal linear model and the corresponding likelihood-based statistical inference are important tools for the analysis of spatial-temporal lattice data. In this paper, we study the asymptotic properties of maximum likelihood…
The controlled branching process is a generalization of the classical Bienaym\'e-Galton-Watson branching process. It is a useful model for describing the evolution of populations in which the population size at each generation needs to be…
Asymptotic normality of intermediate order statistics taken from univariate iid random variables is well-known. We generalize this result to random vectors in arbitrary dimension, where the order statistics are taken componentwise.
This paper considers the estimation of treatment effects in randomized experiments with complex experimental designs, including cases with interference between units. We develop a design-based estimation theory for arbitrary experimental…
We consider the classic problem of estimating T, the total number of species in a population, from repeated counts in a simple random sample. We look first at the Chao-Lee estimator: we initially show that such estimator can be obtained by…
We consider a probability distribution on the set of Boolean functions in n variables which is induced by random Boolean expressions. Such an expression is a random rooted plane tree where the internal vertices are labelled with connectives…
We consider a model of random tree growth, where at each time unit a new vertex is added and attached to an already existing vertex chosen at random. The probability with which a vertex with degree $k$ is chosen is proportional to $w(k)$,…
The association between two random variables is often of primary interest in statistical research. In this paper semiparametric models for the association between random vectors X and Y are considered which leave the marginal distributions…
We consider uniform random permutations drawn from a family enumerated through generating trees. We develop a new general technique to establish a central limit theorem for the number of consecutive occurrences of a fixed pattern in such…
Loss tomography has been studied for more than 10 years and a number of estimators have been proposed. The estimators can be divided into two classes: maximum likelihood and non-maximum likelihood. The maximum likelihood estimators rely on…
Although the methods of bagging and random forests are some of the most widely used prediction methods, relatively little is known about their algorithmic convergence. In particular, there are not many theoretical guarantees for deciding…
The problem of estimation of the proportion of units with a given attribute in a~finite population is considered. From the population a sample is drawn due to the simple random sampling without replacement. There are limited funds for…
The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…
The Plackett--Luce model has been extensively used for rank aggregation in social choice theory. A central statistical question in this model concerns estimating the utility vector that governs the model's likelihood. In this paper, we…
When using machine learning for imbalanced binary classification problems, it is common to subsample the majority class to create a (more) balanced training dataset. This biases the model's predictions because the model learns from data…
Consider an $(L,1)$ random walk in an i.i.d. random environment, whose environment involves certain parameter. We get the maximum likelihood estimator(MLE) of the environment parameter which can be written as functionals of a multitype…
Connected acyclic graphs (trees) are data objects that hierarchically organize categories. Collections of trees arise in a diverse variety of fields, including evolutionary biology, public health, machine learning, social sciences and…
We study the distribution of hard-, soft-, and adaptive soft-thresholding estimators within a linear regression model where the number of parameters k can depend on sample size n and may diverge with n. In addition to the case of known…