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Covariance matrices play a major role in statistics, signal processing and machine learning applications. This paper focuses on the \textit{semiparametric} covariance/scatter matrix estimation problem in elliptical distributions. The class…

Signal Processing · Electrical Eng. & Systems 2020-10-28 Stefano Fortunati , Alexandre Renaux , Frédéric Pascal

Trials enroll a large number of subjects in order to attain power, making them expensive and time-consuming. Sample size calculations are often performed with the assumption of an unadjusted analysis, even if the trial analysis plan…

Methodology · Statistics 2021-07-06 Alejandro Schuler

An important theme in modern inverse problems is the reconstruction of time-dependent data from only finitely many measurements. To obtain satisfactory reconstruction results in this setting it is essential to strongly exploit temporal…

Numerical Analysis · Mathematics 2024-03-14 Martin Holler , Alexander Schlüter , Benedikt Wirth

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

The goal of Feature Selection - comprising filter, wrapper, and embedded approaches - is to find the optimal feature subset for designated downstream tasks. Nevertheless, current feature selection methods are limited by: 1) the selection…

Machine Learning · Computer Science 2023-09-18 Meng Xiao , Dongjie Wang , Min Wu , Pengfei Wang , Yuanchun Zhou , Yanjie Fu

In semi-supervised learning, the prevailing understanding suggests that observing additional unlabeled samples improves estimation accuracy for linear parameters only in the case of model misspecification. In this work, we challenge such a…

Methodology · Statistics 2025-09-03 Kai Chen , Yuqian Zhang

Estimation of the four generalized lambda distribution parameters is not straightforward, and available estimators that perform best have large computation times. In this paper, we introduce a simple two-step estimator of the parameters…

Methodology · Statistics 2020-02-26 Dilanka S. Dedduwakumara , Luke A. Prendergast , Robert G. Staudte

We investigate the problem of density estimation on the unit circle and the unit sphere from a computational perspective. Our primary goal is to develop new density estimators that are both rate-optimal and computationally efficient for…

Statistics Theory · Mathematics 2026-05-08 Athanasios G. Georgiadis , Andrew P. Percival

This paper introduces a new method of partitioning the solution space of a multi-objective optimisation problem for parallel processing, called Efficient Projection Partitioning. This method projects solutions down into a single dimension,…

Optimization and Control · Mathematics 2017-11-23 William Pettersson , Melih Ozlen

We study the high-dimensional linear regression problem with categorical predictors that have many levels. We propose a new estimation approach, which performs model compression via two mechanisms by simultaneously encouraging (a)…

Methodology · Statistics 2026-03-30 Kayhan Behdin , Riade Benbaki , Peter Radchenko , Rahul Mazumder

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

Machine Learning · Statistics 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

In this paper we offer a complete methodology for sufficient dimension reduction called the test function (TF). TF provides a new family of methods for the estimation of the central subspace (CS) based on the introduction of a nonlinear…

Statistics Theory · Mathematics 2011-06-08 François Portier , Bernard Delyon

Feature transformation aims to extract a good representation (feature) space by mathematically transforming existing features. It is crucial to address the curse of dimensionality, enhance model generalization, overcome data sparsity, and…

Machine Learning · Computer Science 2022-12-26 Meng Xiao , Dongjie Wang , Min Wu , Kunpeng Liu , Hui Xiong , Yuanchun Zhou , Yanjie Fu

We consider quantile estimation in a semi-supervised setting, characterized by two available data sets: (i) a small or moderate sized labeled data set containing observations for a response and a set of possibly high dimensional covariates,…

Methodology · Statistics 2024-08-15 Abhishek Chakrabortty , Guorong Dai , Raymond J. Carroll

We present a practical and powerful new framework for both unconstrained and constrained submodular function optimization based on discrete semidifferentials (sub- and super-differentials). The resulting algorithms, which repeatedly compute…

Data Structures and Algorithms · Computer Science 2013-08-13 Rishabh Iyer , Stefanie Jegelka , Jeff Bilmes

In semivarying coefficient models for longitudinal/clustered data, usually of primary interest is usually the parametric component which involves unknown constant coefficients. First, we study semiparametric efficiency bound for estimation…

Methodology · Statistics 2015-09-15 Ming-Yen Cheng , Toshio Honda , Jialiang Li

We introduce a broad class of models called semiparametric spatial point process for making inference between spatial point patterns and spatial covariates. These models feature an intensity function with both parametric and nonparametric…

Methodology · Statistics 2025-09-24 Xindi Lin , Bumjun Park , Christopher Zahasky , Hyunseung Kang

This research considers the ranking and selection (R&S) problem of selecting the optimal subset from a finite set of alternative designs. Given the total simulation budget constraint, we aim to maximize the probability of correctly…

Optimization and Control · Mathematics 2019-04-25 Fei Gao , Zhongshun Shi , Siyang Gao , Hui Xiao

Robust parameter estimation is a crucial task in several 3D computer vision pipelines such as Structure from Motion (SfM). State-of-the-art algorithms for robust estimation, however, still suffer from difficulties in converging to…

Computer Vision and Pattern Recognition · Computer Science 2021-02-23 Huu Le , Christopher Zach

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…

Statistics Theory · Mathematics 2025-08-06 Yichen Lyu , Pengkun Yang