Related papers: High-dimensional genome-wide association study and…
Let $(Y_k)_{k\in \mathbb{Z}}$ be a stationary sequence on a probability space $(\Omega,\mathcal{A},\mathbb{P})$ taking values in a standard Borel space $\mathsf{Y}$. Consider the associated maximum likelihood estimator with respect to a…
The statistical analysis of Randomized Numerical Linear Algebra (RandNLA) algorithms within the past few years has mostly focused on their performance as point estimators. However, this is insufficient for conducting statistical inference,…
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the dimensions of the moment restrictions and…
This paper investigates the asymptotic distribution of the maximum-likelihood estimate (MLE) in multinomial logistic models in the high-dimensional regime where dimension and sample size are of the same order. While classical large-sample…
Anomaly estimation, or the problem of finding a subset of a dataset that differs from the rest of the dataset, is a classic problem in machine learning and data mining. In both theoretical work and in applications, the anomaly is assumed to…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
In the Admixture Model, the probability that an individual carries a certain allele at a specific marker depends on the allele frequencies in $K$ ancestral populations and the proportion of the individual's genome originating from these…
For a regression model, we consider the risk of the maximum likelihood estimator with respect to $\alpha$-divergence, which includes the special cases of Kullback-Leibler divergence, Hellinger distance and $\chi^2$ divergence. The…
Linear mixed models (LMMs) are a powerful and established tool for studying genotype-phenotype relationships. A limiting assumption of LMMs is that the residuals are Gaussian distributed, a requirement that rarely holds in practice.…
For a given parametric probability model, we consider the risk of the maximum likelihood estimator with respect to $\alpha$-divergence, which includes the special cases of Kullback--Leibler divergence, the Hellinger distance and $\chi^2$…
This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…
We study robust linear regression in high-dimension, when both the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha=n/d$, and study a data model that includes outliers. We provide exact asymptotics for the…
Misclassification of binary responses, if ignored, may severely bias the maximum likelihood estimators (MLE) of regression parameters. For such data, a binary regression model incorporating misclassification probabilities is extensively…
Model selection, via penalized likelihood type criteria, is a standard task in many statistical inference and machine learning problems. Progress has led to deriving criteria with asymptotic consistency results and an increasing emphasis on…
Despite widespread success in language understanding and generation, large language models (LLMs) exhibit unclear and often inconsistent behavior when faced with tasks that require probabilistic reasoning. In this work, we present the first…
Polychoric correlation is often an important building block in the analysis of rating data, particularly for structural equation models. However, the commonly employed maximum likelihood (ML) estimator is highly susceptible to…
This paper studies the probability of error associated with the social machine learning framework, which involves an independent training phase followed by a cooperative decision-making phase over a graph. This framework addresses the…
We propose a new method for multivariate response regression and covariance estimation when elements of the response vector are of mixed types, for example some continuous and some discrete. Our method is based on a model which assumes the…
The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…
We consider hidden Markov models indexed by a binary tree where the hidden state space is a general metric space. We study the maximum likelihood estimator (MLE) of the model parameters based only on the observed variables. In both…