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We consider the problem of estimating the joint distribution of $n$ independent random variables. Our approach is based on a family of candidate probabilities that we shall call a model and which is chosen to either contain the true…

Statistics Theory · Mathematics 2021-06-01 Yannick Baraud

We present parton distribution functions which include a quantitative estimate of its uncertainties. The parton distribution functions are optimized with respect to deep inelastic proton data, expressing the uncertainties as a density…

High Energy Physics - Phenomenology · Physics 2007-05-23 Walter T. Giele , Stephane A. Keller , David A. Kosower

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

The problem of estimating the reaction coefficient of a system governed by a reaction-diffusion partial differential equation is tackled. An estimator relying on boundary measurements only is proposed. The estimator is based upon a setpoint…

Optimization and Control · Mathematics 2024-05-10 Gildas Besançon , Andrea Cristofaro , Francesco Ferrante

In the mixture models problem it is assumed that there are $K$ distributions $\theta_{1},\ldots,\theta_{K}$ and one gets to observe a sample from a mixture of these distributions with unknown coefficients. The goal is to associate instances…

Machine Learning · Statistics 2013-12-02 Jason D Lee , Ran Gilad-Bachrach , Rich Caruana

Estimation mainly for two classes of popular models, single-index and partially linear single-index models, is studied in this paper. Such models feature nonstationarity. Orthogonal series expansion is used to approximate the unknown…

Statistics Theory · Mathematics 2016-01-25 Chaohua Dong , Jiti Gao , Dag Tjøstheim

The use of deep learning for medical imaging has seen tremendous growth in the research community. One reason for the slow uptake of these systems in the clinical setting is that they are complex, opaque and tend to fail silently. Outside…

Computer Vision and Pattern Recognition · Computer Science 2018-07-03 Terrance DeVries , Graham W. Taylor

Estimating parameters of mixture model has wide applications ranging from classification problems to estimating of complex distributions. Most of the current literature on estimating the parameters of the mixture densities are based on…

Machine Learning · Statistics 2020-06-23 Yuantong Li , Qi Ma , Sujit K. Ghosh

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields

A procedure based on a Mixture Density Model for correcting experimental data for distortions due to finite resolution and limited detector acceptance is presented. Addressing the case that the solution is known to be non-negative, in the…

Data Analysis, Statistics and Probability · Physics 2015-03-09 Nikolai Gagunashvili

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Machine Learning · Computer Science 2026-02-18 Aurora Grefsrud , Nello Blaser , Trygve Buanes

A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…

Methodology · Statistics 2023-08-08 Huiya Zhou , Xiaomeng Yan , Lan Zhou

Finite mixture models have been a very important tool for exploring complex data structures in many scientific areas, for example, economics, epidemiology, finance. In the past decade, semiparametric techniques have been popularly…

Methodology · Statistics 2018-11-15 Sijia Xiang , Weixin Yao , Guangren Yang

We introduce a general framework for regression in the errors-in-variables regime, allowing for full flexibility about the dimensionality of the data, observational error probability density types, the (nonlinear) model type and the…

Methodology · Statistics 2024-11-19 Wolfgang Hoegele , Sarah Brockhaus

We consider partially observed multiscale diffusion models that are specified up to an unknown vector parameter. We establish for a very general class of test functions that the filter of the original model converges to a filter of reduced…

Probability · Mathematics 2017-11-28 Andrew Papanicolaou , Konstantinos Spiliopoulos

We present an alternating least squares type numerical optimization scheme to estimate conditionally-independent mixture models in $\mathbb{R}^n$, without parameterizing the distributions. Following the method of moments, we tackle an…

Numerical Analysis · Mathematics 2023-08-09 Yifan Zhang , Joe Kileel

This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani

We proposed a semi-parametric estimation procedure in order to estimate the parameters of a max-mixture model and also of a max-stable model (inverse max-stable model) as an alternative to composite likelihood. A good estimation by the…

Statistics Theory · Mathematics 2017-12-06 M. Ahmed , V Maume-Deschamps , P. Ribereau , C. Vial

In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed…

Methodology · Statistics 2016-10-04 Sijia Xiang , Weixin Yao

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade