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The linear coefficient in a partially linear model with confounding variables can be estimated using double machine learning (DML). However, this DML estimator has a two-stage least squares (TSLS) interpretation and may produce overly wide…
Based on the notion of supercodes, we propose a two-phase maximum-likelihood soft-decision decoding (tpMLSD) algorithm for binary linear block codes in this work. The first phase applies the Viterbi algorithm backwardly to a trellis derived…
This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…
In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…
Kernel density estimators (KDEs) are ubiquitous tools for nonparametric estimation of probability density functions (PDFs), when data are obtained from unknown data generating processes. The KDEs that are typically available in software…
Multilevel network meta-regression (ML-NMR) enables population-adjusted indirect treatment comparisons by combining individual patient data (IPD) with aggregate data. When individual-level covariates are unavailable, ML-NMR marginalizes…
Parametric nonlinear mixed effects models (NLMEs) are now widely used in biometrical studies, especially in pharmacokinetics research and HIV dynamics models, due to, among other aspects, the computational advances achieved during the last…
From a wavelet analysis, one derives a nonparametrical estimator for the spectral density of a Gaussian process with stationary increments. First, the idealistic case of a continuous time path of the process is considered. A punctual…
In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena. In order to…
We describe $k$-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization…
There is an intense and partly recent literature focussing on the problem of selecting the bandwidth parameter for kernel density estimators. Available methods are largely `very nonparametric', in the sense of not requiring any knowledge…
In constrained parameter estimation, the classical constrained Cramer-Rao bound (CCRB) and the recent Lehmann-unbiased CCRB (LU-CCRB) are lower bounds on the performance of mean-unbiased and Lehmann-unbiased estimators, respectively. Both…
Since the classical work of Berlekamp, McEliece and van Tilborg, it is well known that the problem of exact maximum-likelihood (ML) decoding of general linear codes is NP-hard. In this paper, we show that exact ML decoding of a classs of…
In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…
Quantum error correction (QEC) is indispensable for realizing fault-tolerant quantum computation, yet its effectiveness hinges critically on the classical decoding algorithm that interprets noisy syndrome measurements. Among all possible…
The purpose of this paper is to study the convergence of the quasi-maximum likelihood (QML) estimator for long memory linear processes. We first establish a correspondence between the long-memory linear process representation and the…
We explore the 2013 Planck likelihood function with a high-precision multi-dimensional minimizer (Minuit). This allows a refinement of the Lambda-cdm best-fit solution with respect to previously-released results, and the construction of…
We formulate maximum likelihood (ML) channel decoding as a quadratic unconstraint binary optimization (QUBO) and simulate the decoding by the current commercial quantum annealing machine, D-Wave 2000Q. We prepared two implementations with…
The growing size of modern data brings many new challenges to existing statistical inference methodologies and theories, and calls for the development of distributed inferential approaches. This paper studies distributed inference for…
Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or…