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Statistical agencies and other institutions collect data under the promise to protect the confidentiality of respondents. When releasing microdata samples, the risk that records can be identified must be assessed. To this aim, a widely…

Applications · Statistics 2015-06-03 Cinzia Carota , Maurizio Filippone , Roberto Leombruni , Silvia Polettini

We study semi-parametric estimation of the population mean when data is observed missing at random (MAR) in the $n < p$ "inconsistency regime", in which neither the outcome model nor the propensity/missingness model can be estimated…

Statistics Theory · Mathematics 2023-09-06 Michael Celentano , Martin J. Wainwright

We develop amortized population Gibbs (APG) samplers, a class of scalable methods that frames structured variational inference as adaptive importance sampling. APG samplers construct high-dimensional proposals by iterating over updates to…

Machine Learning · Statistics 2020-07-13 Hao Wu , Heiko Zimmermann , Eli Sennesh , Tuan Anh Le , Jan-Willem van de Meent

With a rapid increase in volume and complexity of data sets, there is a need for methods that can extract useful information, for example the relationship between two data sets measured for the same persons. The Partial Least Squares (PLS)…

Continuous monitoring of blood pressure (BP) and hemodynamic parameters such as peripheral resistance (R) and arterial compliance (C) are critical for early vascular dysfunction detection. While photoplethysmography (PPG) wearables has…

Medical Physics · Physics 2025-12-12 Yaowen Zhang , Libera Fresiello , Peter H. Veltink , Dirk W. Donker , Ying Wang

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…

Methodology · Statistics 2024-02-20 Yangjing Zhang , Ying Cui , Bodhisattva Sen , Kim-Chuan Toh

Probabilistic graphical models (PGMs) provide a compact and flexible framework to model very complex real-life phenomena. They combine the probability theory which deals with uncertainty and logical structure represented by a graph which…

Machine Learning · Statistics 2023-02-01 Maryia Shpak

We present a new strategy for learning the functional relation between a pair of variables, while addressing inhomogeneities in the correlation structure of the available data, by modelling the sought function as a sample function of a…

Machine Learning · Statistics 2024-04-22 Gargi Roy , Dalia Chakrabarty

We develop an empirical Bayes (EB) G-modeling framework for short-panel linear models with nonparametric prior for the random intercepts, slopes, dynamics, and non-spherical error variances. We establish identification and consistency of…

Econometrics · Economics 2026-02-13 Myunghyun Song , Sokbae Lee , Serena Ng

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…

Methodology · Statistics 2025-12-18 Seungyeon Oh , Seongoh Park , Hoyoung Park

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

Complicated generative models often result in a situation where computing the likelihood of observed data is intractable, while simulating from the conditional density given a parameter value is relatively easy. Approximate Bayesian…

Machine Learning · Statistics 2015-12-29 Mijung Park , Wittawat Jitkrittum , Dino Sejdinovic

Active learning optimizes the exploration of large parameter spaces by strategically selecting which experiments or simulations to conduct, thus reducing resource consumption and potentially accelerating scientific discovery. A key…

Machine Learning · Computer Science 2024-05-20 Maxim Ziatdinov

In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…

Optimization and Control · Mathematics 2022-03-29 Tao Chen , Jiyoun Myung

Bayesian modeling helps applied researchers articulate assumptions about their data and develop models tailored for specific applications. Thanks to good methods for approximate posterior inference, researchers can now easily build, use,…

Methodology · Statistics 2023-11-22 Gemma E. Moran , David M. Blei , Rajesh Ranganath

Generative artificial intelligence is now a widely used tool in molecular science. Despite the popularity of probabilistic generative models, numerical experiments benchmarking their performance on molecular data are lacking. In this work,…

Machine Learning · Computer Science 2024-11-15 Richard John , Lukas Herron , Pratyush Tiwary

In this paper we describe NPSA, the first parallel nonparametric global maximum likelihood optimization algorithm using simulated annealing (SA). Unlike the nonparametric adaptive grid search method NPAG, which is not guaranteed to find a…

Empirical best prediction (EBP) is a well-known method for producing reliable proportion estimates when the primary data source provides only small or no sample from finite populations. There are potential challenges in implementing…

Methodology · Statistics 2025-01-22 Aditi Sen , Partha Lahiri

Both linear mixed models (LMMs) and sparse regression models are widely used in genetics applications, including, recently, polygenic modeling in genome-wide association studies. These two approaches make very different assumptions, so are…

Quantitative Methods · Quantitative Biology 2012-11-16 Xiang Zhou , Peter Carbonetto , Matthew Stephens

The presence of protein aggregates in cells is a known feature of many human age-related diseases, such as Huntington's disease. Simulations using fixed parameter values in a model of the dynamic evolution of expanded polyglutamine (PolyQ)…