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We develop an empirical Bayes procedure for estimating the cell means in an unbalanced, two-way additive model with fixed effects. We employ a hierarchical model, which reflects exchangeability of the effects within treatment and within…
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)…
Image metrics predict the perceived per-pixel difference between a reference image and its degraded (e. g., re-rendered) version. In several important applications, the reference image is not available and image metrics cannot be applied.…
Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimators often perform better than the maximum likelihood estimator…
Mean squared error (MSE) is one of the most widely used metrics to expression differences between multi-dimensional entities, including images. However, MSE is not locally sensitive as it does not take into account the spatial arrangement…
The construction of computer models (mathematical models implemented in computer codes), with respect to observed phenomena, is usually undertaken by building different variants depending on modeller sensibility, and choosing the one…
We study maximum likelihood estimation for the statistical model for undirected random graphs, known as the $\beta$-model, in which the degree sequences are minimal sufficient statistics. We derive necessary and sufficient conditions, based…
Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…
Data from spectrophotometers form vectors of a large number of exploitable variables. Building quantitative models using these variables most often requires using a smaller set of variables than the initial one. Indeed, a too large number…
Finite mixture models are widely used in econometric analyses to capture unobserved heterogeneity. This paper shows that maximum likelihood estimation of finite mixtures of parametric densities can suffer from substantial finite-sample bias…
In many inverse problems such as 3D X-ray Computed Tomography (CT), the estimation of an unknown quantity, such as a volume or an image, can be greatly enhanced, compared to maximum-likelihood techniques, by incorporating a prior model on…
Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…
Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…
We propose a new algorithmic approach to the non-smooth and non-convex Potts problem (also called piecewise-constant Mumford-Shah problem) for inverse imaging problems. We derive a suitable splitting into specific subproblems that can all…
We propose a method called EDML for learning MAP parameters in binary Bayesian networks under incomplete data. The method assumes Beta priors and can be used to learn maximum likelihood parameters when the priors are uninformative. EDML…
A new class of general exponential ranking models is introduced which we label angle-based models for ranking data. A consensus score vector is assumed, which assigns scores to a set of items, where the scores reflect a consensus view of…
Parameter estimation in linear errors-in-variables models typically requires that the measurement error distribution be known (or estimable from replicate data). A generalized method of moments approach can be used to estimate model…
Empirical Bayes methods are widely used for large-scale estimation and inference in the Poisson means problem. Existing results establish theoretical properties of the nonparametric maximum likelihood estimator (NPMLE) for optimal posterior…
The Potts model is one of the most popular spin models of statistical physics. The prevailing majority of work done so far corresponds to the lattice version of the model. However, many natural or man-made systems are much better described…
Partial least squares regression---or PLS---is a multivariate method in which models are estimated using either the SIMPLS or NIPALS algorithm. PLS regression has been extensively used in applied research because of its effectiveness in…