Related papers: Critical dimension in profile semiparametric estim…

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…

This paper deals with Elliptical Wishart distributions - which generalize the Wishart distribution - in the context of signal processing and machine learning. Two algorithms to compute the maximum likelihood estimator (MLE) are proposed: a…

Typical Bayesian inference requires parameter identification via likelihood parameterization, which has invited criticism for being less flexible than the Frequentist framework and subject to misspecification. Though misspecification may be…

Targeted maximum likelihood estimators (TMLEs) are asymptotically optimal among regular, asymptotically linear estimators. In small samples, however, we may be far from "asymptopia" and not reap the benefits of optimality. Here we propose a…

Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…

In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…

Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…

We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for…

This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$, and the number of time periods, $T$, are large. We first clarify the probability…

Although the $p_1$ model was proposed 40 years ago, little progress has been made to address asymptotic theories in this model, that is, neither consistency of the maximum likelihood estimator (MLE) nor other parameter estimation with…

We use finite-size scaling to investigate the critical behavior of the quasiespecies model of molecular evolution in the single-sharp-peak replication landscape. This model exhibits a sharp threshold phenomenon at Q=Q_c=1/a, where Q is the…

This paper addresses classification problems with matrix-valued data, which commonly arise in applications such as neuroimaging and signal processing. Building on the assumption that the data from each class follows a matrix normal…

The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a cornerstone of statistical theory. In the present paper, we provide sharp explicit upper bounds on Zolotarev-type distances between the exact, unknown distribution of…

We revisit the classical problem of deriving convergence rates for the maximum likelihood estimator (MLE) in finite mixture models. The Wasserstein distance has become a standard loss function for the analysis of parameter estimation in…

Accurate statistical inference in logistic regression models remains a critical challenge when the ratio between the number of parameters and sample size is not negligible. This is because approximations based on either classical asymptotic…

Wilk's theorem, which offers universal chi-squared approximations for likelihood ratio tests, is widely used in many scientific hypothesis testing problems. For modern datasets with increasing dimension, researchers have found that the…

Maximum regularized likelihood estimators (MRLEs) are arguably the most established class of estimators in high-dimensional statistics. In this paper, we derive guarantees for MRLEs in Kullback-Leibler divergence, a general measure of…

Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum…

Boltzmann machines (BMs) are a class of binary neural networks for which there have been numerous proposed methods of estimation. Recently, it has been shown that in the fully visible case of the BM, the method of maximum pseudolikelihood…

In this paper we study the computation of the nonparametric maximum likelihood estimator (NPMLE) in multivariate mixture models. Our first approach discretizes this infinite dimensional convex optimization problem by fixing the support…