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Dimension reduction is often an important step in the analysis of high-dimensional data. PCA is a popular technique to find the best low-dimensional approximation of high-dimensional data. However, classical PCA is very sensitive to…

Computation · Statistics 2019-01-14 Holger Cevallos-Valdiviezo , Stefan Van Aelst

How to interpret a data mining model has received much attention recently, because people may distrust a black-box predictive model if they do not understand how the model works. Hence, it will be trustworthy if a model can provide…

Machine Learning · Computer Science 2025-03-20 Zengyou He , Pengju Li , Yifan Tang , Lianyu Hu , Mudi Jiang , Yan Liu

In optimization problems, the quality of a candidate solution can be characterized by the optimality gap. For most stochastic optimization problems, this gap must be statistically estimated. We show that for risk-averse problems, standard…

Optimization and Control · Mathematics 2025-05-05 E. Ruben van Beesten , Nick W. Koning , David P. Morton

We propose an inference procedure for estimators defined by mathematical programming problems, focusing on the important special cases of linear programming (LP) and quadratic programming (QP). In these settings, the coefficients in both…

Econometrics · Economics 2017-09-27 Yu-Wei Hsieh , Xiaoxia Shi , Matthew Shum

For the first time we introduce an error estimator for the numerical approximation of the equations describing the dynamics of sea ice. The idea of the estimator is to identify different error contributions coming from spatial and temporal…

Numerical Analysis · Mathematics 2020-08-11 Carolin Mehlmann , Thomas Richter

The bias of an estimator is defined as the difference of its expected value from the parameter to be estimated, where the expectation is with respect to the model. Loosely speaking, small bias reflects the desire that if an experiment is…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…

Machine Learning · Computer Science 2025-03-25 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

The problem of f-divergence estimation is important in the fields of machine learning, information theory, and statistics. While several nonparametric divergence estimators exist, relatively few have known convergence properties. In…

Information Theory · Computer Science 2015-03-16 Kevin R. Moon , Alfred O. Hero

Consider a multi-class labelling problem, where the labels can take values in $[k]$, and a predictor predicts a distribution over the labels. In this work, we study the following foundational question: Are there notions of multi-class…

Machine Learning · Computer Science 2024-06-11 Parikshit Gopalan , Lunjia Hu , Guy N. Rothblum

An important issue in medical image processing is to be able to estimate not only the performances of algorithms but also the precision of the estimation of these performances. Reporting precision typically amounts to reporting…

Computer Vision and Pattern Recognition · Computer Science 2023-05-25 Rosana El Jurdi , Olivier Colliot

We consider a problem of data integration. Consider determining which genes affect a disease. The genes, which we call predictor objects, can be measured in different experiments on the same individual. We address the question of finding…

Machine Learning · Statistics 2016-10-04 Xin Gao , Raymond J. Carroll

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

Statistics Theory · Mathematics 2025-07-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

Selectivity estimation aims at estimating the number of database objects that satisfy a selection criterion. Answering this problem accurately and efficiently is essential to many applications, such as density estimation, outlier detection,…

Databases · Computer Science 2021-05-28 Yaoshu Wang , Chuan Xiao , Jianbin Qin , Rui Mao , Onizuka Makoto , Wei Wang , Rui Zhang , Yoshiharu Ishikawa

In this paper, we study the accuracy of values aggregated over classes predicted by a classification algorithm. The problem is that the resulting aggregates (e.g., sums of a variable) are known to be biased. The bias can be large even for…

Machine Learning · Statistics 2019-12-02 Q. A. Meertens , C. G. H. Diks , H. J. van den Herik , F W Takes

We present two classes of improved estimators for mutual information $M(X,Y)$, from samples of random points distributed according to some joint probability density $\mu(x,y)$. In contrast to conventional estimators based on binnings, they…

Statistical Mechanics · Physics 2009-11-10 Alexander Kraskov , Harald Stoegbauer , Peter Grassberger

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

We consider the problem of multi-task learning in the high dimensional setting. In particular, we introduce an estimator and investigate its statistical and computational properties for the problem of multiple connected linear regressions…

Machine Learning · Statistics 2023-07-03 Amir Asiaee , Samet Oymak , Kevin R. Coombes , Arindam Banerjee

Recent works have shown that deep neural networks can achieve super-human performance in a wide range of image classification tasks in the medical imaging domain. However, these works have primarily focused on classification accuracy,…

Computer Vision and Pattern Recognition · Computer Science 2020-09-10 Gongbo Liang , Yu Zhang , Xiaoqin Wang , Nathan Jacobs

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…

Statistics Theory · Mathematics 2019-11-04 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser
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