Related papers: Building Unbiased Estimators from Non-Gaussian Lik…
We investigate the problem of noise bias in maximum likelihood and maximum a posteriori estimators for cosmic shear. We derive the leading and next-to-leading order biases and compute them in the context of galaxy ellipticity measurements,…
In state space models, smoothing refers to the task of estimating a latent stochastic process given noisy measurements related to the process. We propose an unbiased estimator of smoothing expectations. The lack-of-bias property has…
Since cosmic shear was first observed in 2000, it has become a key cosmological probe and promises to deliver exquisite dark energy constraints. However, shear is inferred from coherent distortions of galaxy shapes, and the relation between…
In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over $d$-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the…
As imaging surveys progress in exploring the large-scale structure of the Universe through the use of weak gravitational lensing, achieving subpercent accuracy in estimating shape distortions caused by lensing, or shear, is imperative for…
We derive an estimator of weak gravitational lensing shear from background galaxy images that avoids noise-induced biases through a rigorous Bayesian treatment of the measurement. The derived shear estimator disposes with the assignment of…
The Bayesian gravitational shear estimation algorithm developed by Bernstein and Armstrong (2014) can potentially be used to overcome multiplicative noise bias and recover shear using very low signal-to-noise ratio (S/N) galaxy images. In…
We study a linear high-dimensional regression model in a semi-supervised setting, where for many observations only the vector of covariates $X$ is given with no response $Y$. We do not make any sparsity assumptions on the vector of…
This paper introduces a general framework for estimating variance components in the linear mixed models via general unbiased estimating equations, which include some well-used estimators such as the restricted maximum likelihood estimator.…
We examine the problem of estimating the trace of a matrix $A$ when given access to an oracle which computes $x^\dagger A x$ for an input vector $x$. We make use of the basis vectors from a set of mutually unbiased bases, widely studied in…
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…
We consider the problem of approximating the product of $n$ expectations with respect to a common probability distribution $\mu$. Such products routinely arise in statistics as values of the likelihood in latent variable models. Motivated…
In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent of gram matrices which is asymptotically unbiased, and…
We consider the estimation of a sparse parameter vector from measurements corrupted by white Gaussian noise. Our focus is on unbiased estimation as a setting under which the difficulty of the problem can be quantified analytically. We show…
We study the existence of algorithms generating almost surely nonnegative unbiased estimators. We show that given a nonconstant real-valued function $f$ and a sequence of unbiased estimators of $\lambda\in\mathbb{R}$, there is no algorithm…
Necessary and sufficient conditions for the square-integrability of recently proposed unbiased estimators are established. A geometric characterization of a distribution that optimizes the performance of these estimators is given. An…
Point estimators for the shearing of galaxy images induced by gravitational lensing involve a complex inverse problem in the presence of noise, pixelization, and model uncertainties. We present a probabilistic forward modeling approach to…
The recent thought-provoking paper by Hansen [2022, Econometrica] proved that the Gauss-Markov theorem continues to hold without the requirement that competing estimators are linear in the vector of outcomes. Despite the elegant proof, it…
Debiased estimation has long been an area of research in the group testing literature. This has led to the development of several estimators with the goal of bias minimization and, recently, an unbiased estimator based on sequential…
Over the last few years, debiased estimators have been proposed in order to establish rigorous confidence intervals for high-dimensional problems in machine learning and data science. The core argument is that the error of these estimators…