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Adaptive estimation of linear functionals over a collection of parameter spaces is considered. A between-class modulus of continuity, a geometric quantity, is shown to be instrumental in characterizing the degree of adaptability over two…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

An ensemble method is introduced that utilizes randomization and loss function gradients to compute a prediction. Multiple weakly-correlated estimators approximate the gradient at randomly sampled points on the error surface and are…

Machine Learning · Computer Science 2020-09-15 Nicholas Smith

M-estimators for Generalized Linear Models are considered under minimal assumptions. Under these preliminaries, strong convergence of the estimators are discussed and an expansion of the estimating operators are given in the non-i.i.d. case…

Statistics Theory · Mathematics 2021-10-26 K. P. Chowdhury

Modern data sets, such as those in healthcare and e-commerce, are often derived from many individuals or systems but have insufficient data from each source alone to separately estimate individual, often high-dimensional, model parameters.…

Machine Learning · Computer Science 2024-11-14 Maryann Rui , Thibaut Horel , Munther Dahleh

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Machine Learning · Computer Science 2022-12-06 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Sergei Vassilvitskii

In a finite mixture of location-scale distributions maximum likelihood estimator does not exist because of the unboundedness of the likelihood function when the scale parameter of some mixture component approaches zero. In order to study…

Statistics Theory · Mathematics 2007-06-13 Kentaro Tanaka , Akimichi Takemura

Generalised regression estimation allows one to make use of available auxiliary information in survey sampling. We develop three types of generalised regression estimator when the auxiliary data cannot be matched perfectly to the sample…

Methodology · Statistics 2020-05-20 Li-Chun Zhang

We study some of the most commonly used mutual information estimators, based on histograms of fixed or adaptive bin size, $k$-nearest neighbors and kernels, and focus on optimal selection of their free parameters. We examine the consistency…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Angeliki Papana , Dimitris Kugiumtzis

Although quality indicators play a crucial role in benchmarking evolutionary multi-objective optimization algorithms, their properties are still unclear. One promising approach for understanding quality indicators is the use of the optimal…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ryoji Tanabe , Hisao Ishibuchi

We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI…

Information Theory · Computer Science 2015-03-09 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

We develop two new highly efficient estimators to measure the polarization (Stokes parameters) in experiments that constrain the position angle of individual photons such as scattering and gas-pixel-detector polarimeters, and analyse in…

Instrumentation and Methods for Astrophysics · Physics 2024-05-13 Jeremy Heyl , Denis González-Caniulef , Ilaria Caiazzo

The best-known and most commonly used distribution-property estimation technique uses a plug-in estimator, with empirical frequency replacing the underlying distribution. We present novel linear-time-computable estimators that significantly…

Statistics Theory · Mathematics 2019-03-06 Yi Hao , Alon Orlitsky

We show how to transform a non-differentiable rasterizer into a differentiable one with minimal engineering efforts and no external dependencies (no Pytorch/Tensorflow). We rely on Stochastic Gradient Estimation, a technique that consists…

Graphics · Computer Science 2024-04-18 Thomas Deliot , Eric Heitz , Laurent Belcour

Semiparametric models are useful in econometrics, social sciences and medicine application. In this paper, a new estimator based on least square methods is proposed to estimate the direction of unknown parameters in semi-parametric models.…

Methodology · Statistics 2023-03-10 Jinyue Han , Jun Wang , Wei Gao , Man-Lai Tang

In the nonparametric regression setting, we construct an estimator which is a continuous function interpolating the data points with high probability, while attaining minimax optimal rates under mean squared risk on the scale of H\"older…

Statistics Theory · Mathematics 2022-06-28 Julien Chhor , Suzanne Sigalla , Alexandre B. Tsybakov

In this article we have suggested an improved estimator for estimating the population mean in simple random sampling using auxiliary information under the presence of measurement errors. The mean square error (MSE) of the proposed estimator…

Applications · Statistics 2013-12-05 Sachin Malik , Jayant Singh , Rajesh Singh

The parameter fit from a model grid is limited by our capability to reduce the number of models, taking into account the number of parameters and the non linear variation of the models with the parameters. The Local MultiLinear Regression…

Astrophysics · Physics 2009-11-13 A. Bijaoui , A. Recio-Blanco , P. de Laverny

Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of this paper is to establish the asymptotic…

Statistics Theory · Mathematics 2011-02-28 Heping He , Thomas A. Severini

Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…

Applications · Statistics 2022-02-01 George V. Moustakides

The multivariate errors-in-variables regression model is applicable when both dependent and independent variables in a multivariate regression are subject to measurement errors. In such a scenario it is long established that the traditional…

Statistics Theory · Mathematics 2015-10-14 Johannes Lutzeyer , Edward A. K. Cohen