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We propose a new class of robust and Fisher-consistent estimators for mixture models. These estimators can be used to construct robust model-based clustering procedures. We study in detail the case of multivariate normal mixtures and…

Methodology · Statistics 2021-06-09 Juan D. Gonzalez , Ricardo Maronna , Victor J. Yohai , Ruben H. Zamar

Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…

Methodology · Statistics 2023-04-21 Ioannis Kalogridis , Gerda Claeskens , Stefan Van Aelst

Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…

Methodology · Statistics 2010-07-06 Robert B. Gramacy , Herbert K. H. Lee

This paper is a broad and accessible survey of the methods we have at our disposal for Monte Carlo gradient estimation in machine learning and across the statistical sciences: the problem of computing the gradient of an expectation of a…

Machine Learning · Statistics 2020-09-30 Shakir Mohamed , Mihaela Rosca , Michael Figurnov , Andriy Mnih

Nested integration problems arise in various scientific and engineering applications, including Bayesian experimental design, financial risk assessment, and uncertainty quantification. These nested integrals take the form $\int f\left(\int…

Numerical Analysis · Mathematics 2025-06-17 Arved Bartuska , André Gustavo Carlon , Luis Espath , Sebastian Krumscheid , Raúl Tempone

Value-based reinforcement-learning algorithms have shown strong results in games, robotics, and other real-world applications. Overestimation bias is a known threat to those algorithms and can sometimes lead to dramatic performance…

Machine Learning · Computer Science 2024-08-13 Martin Waltz , Ostap Okhrin

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

In many statistical problems, several estimators are usually available for interval estimation of a parameter of interest, and hence, the selection of an appropriate estimator is important. The criterion for a good estimator is to have a…

Methodology · Statistics 2018-10-10 Richard Minkah , Tertius de Wet

In biomedical studies, researchers are often interested in assessing the association between one or more ordinal explanatory variables and an outcome variable, at the same time adjusting for covariates of any type. The outcome variable may…

Methodology · Statistics 2023-04-17 Kaspar Rufibach

We present a new quantum algorithm for estimating the mean of a real-valued random variable obtained as the output of a quantum computation. Our estimator achieves a nearly-optimal quadratic speedup over the number of classical i.i.d.…

Quantum Physics · Physics 2021-11-16 Yassine Hamoudi

In the last decade, research on artificial intelligence has seen rapid growth with deep learning models, especially in the field of medical image segmentation. Various studies demonstrated that these models have powerful prediction…

Image and Video Processing · Electrical Eng. & Systems 2022-02-14 Dominik Müller , Iñaki Soto-Rey , Frank Kramer

Model-assisted estimators have attracted a lot of attention in the last three decades. These estimators attempt to make an efficient use of auxiliary information available at the estimation stage. A working model linking the survey variable…

Methodology · Statistics 2022-08-23 Mehdi Dagdoug , Camelia Goga , David Haziza

Medical imaging classifiers can achieve high predictive accuracy, but quantifying their uncertainty remains an unresolved challenge, which prevents their deployment in medical clinics. We present an algorithm that can modify any classifier…

Machine Learning · Computer Science 2024-08-12 Roy Hirsch , Jacob Goldberger

We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…

Numerical Analysis · Mathematics 2026-02-13 Erik Weyl , Andreas Bartel , Manuel Schaller

We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

The proliferation of science and technology has led to the prevalence of voluminous data sets that are distributed across multiple machines. It is an established fact that conventional statistical methodologies may be unfeasible in the…

Statistics Theory · Mathematics 2023-10-24 Lu Yan , Jiang Hu

The problem of estimating the kernel mean in a reproducing kernel Hilbert space (RKHS) is central to kernel methods in that it is used by classical approaches (e.g., when centering a kernel PCA matrix), and it also forms the core inference…

Machine Learning · Statistics 2014-11-05 Krikamol Muandet , Bharath Sriperumbudur , Bernhard Schölkopf

Estimators of information theoretic measures such as entropy and mutual information are a basic workhorse for many downstream applications in modern data science. State of the art approaches have been either geometric (nearest neighbor (NN)…

Information Theory · Computer Science 2016-09-09 Weihao Gao , Sewoong Oh , Pramod Viswanath

Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for…

Machine Learning · Statistics 2021-04-12 Jan-Matthis Lueckmann , Jan Boelts , David S. Greenberg , Pedro J. Gonçalves , Jakob H. Macke

Specialized classifiers, namely those dedicated to a subset of classes, are often adopted in real-world recognition systems. However, integrating such classifiers is nontrivial. Existing methods, e.g. weighted average, usually implicitly…

Machine Learning · Computer Science 2017-09-08 Zhizhong Li , Dahua Lin
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