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Data augmentation has been widely used to improve deep neural networks in many research fields, such as computer vision. However, less work has been done in the context of text, partially due to its discrete nature and the complexity of…
Accurately estimating high quantiles beyond the largest observed value is crucial for risk assessment and devising effective adaptation strategies to prevent a greater disaster. The generalized extreme value distribution is widely used for…
Subsampling is a computationally effective approach to extract information from massive data sets when computing resources are limited. After a subsample is taken from the full data, most available methods use an inverse probability…
We are concerned here with unrestricted maximum likelihood estimation in a sparse $p_0$ model with covariates for directed networks. The model has a density parameter $\nu$, a $2n$-dimensional node parameter $\bs{\eta}$ and a fixed…
We consider discrete default intensity based and logit type reduced form models for conditional default probabilities for corporate loans where we develop simple closed form approximations to the maximum likelihood estimator (MLE) when the…
Restricted maximum likelihood (REML) estimation is a widely accepted and frequently used method for fitting linear mixed models, with its principal advantage being that it produces less biased estimates of the variance components. However,…
This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE) is consistent and asymptotically normally distributed. We…
Operational risk models commonly employ maximum likelihood estimation (MLE) to fit loss data to heavy-tailed distributions. Yet several desirable properties of MLE (e.g. asymptotic normality) are generally valid only for large sample-sizes,…
Local Interpretable Model-Agnostic Explanations (LIME) is a popular method to perform interpretability of any kind of Machine Learning (ML) model. It explains one ML prediction at a time, by learning a simple linear model around the…
We investigate the frequentist properties of Bayesian procedures for estimation based on the horseshoe prior in the sparse multivariate normal means model. Previous theoretical results assumed that the sparsity level, that is, the number of…
The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the Maximum Likelihood (ML) principle indicates a unique, statistically rigorous…
Given partially observed pairwise comparison data generated by the Bradley-Terry-Luce (BTL) model, we study the problem of top-$k$ ranking. That is, to optimally identify the set of top-$k$ players. We derive the minimax rate with respect…
Pseudo log-likelihood is a type of maximum likelihood estimation (MLE) method used in various fields including contextual bandits, influence maximization of social networks, and causal bandits. However, in previous literature…
Current Targeted Maximum Likelihood Estimation (TMLE) methods used to analyze time-to-event data estimate the survival probability for each time point separately, which result in estimates that are not necessarily monotone. In this paper,…
The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…
Ranking problems based on pairwise comparisons, such as those arising in online gaming, often involve a large pool of items to order. In these situations, the gap in performance between any two items can be significant, and the smallest and…
Linear birth-and-death processes (LBDPs) are foundational stochastic models in population dynamics, evolutionary biology, and hematopoiesis. Estimating parameters from discretely observed data is computationally demanding due to irregular…
Recent state-of-the-art language models utilize a two-phase training procedure comprised of (i) unsupervised pre-training on unlabeled text, and (ii) fine-tuning for a specific supervised task. More recently, many studies have been focused…
Nonparametric maximum likelihood estimators (MLEs) in inverse problems often have non-normal limit distributions, like Chernoff's distribution. However, if one considers smooth functionals of the model, with corresponding functionals of the…
Large Language Models (LLMs) have emerged as promising solutions for a variety of medical and clinical decision support applications. However, LLMs are often subject to different types of biases, which can lead to unfair treatment of…