Related papers: Robust estimators of accelerated failure time regr…
This is Part II of a two-part work on the estimation for a multi-layer generalized linear model (ML-GLM) in large system limits. In Part I, we had analyzed the asymptotic performance of an exact MMSE estimator, and obtained a set of coupled…
We present in this paper a family of generalized simultaneous perturbation-based gradient search (GSPGS) estimators that use noisy function measurements. The number of function measurements required by each estimator is guided by the…
Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…
Two-stage least squares (TSLS) estimators and variants thereof are widely used to infer the effect of an exposure on an outcome using instrumental variables (IVs). They belong to a wider class of two-stage IV estimators, which are based on…
In a longitudinal study, measures of key variables might be incomplete or partially recorded due to drop-out, loss to follow-up, or early termination of the study occurring before the advent of the event of interest. In this paper, we focus…
Let F_{{\theta}} be a family of distributions with support on the set of nonnegative integers Z_0. In this paper we derive the M-estimators with smallest gross error sensitivity (GES). We start by defining the uniform median of a…
Mixture models are useful in a wide array of applications to identify subpopulations in noisy overlapping distributions. For example, in multiplexed immunofluorescence (mIF), cell image intensities represent expression levels and the cell…
To stabilize the training of Large Language Models (LLMs), gradient clipping is a nearly ubiquitous heuristic used to alleviate exploding gradients. However, traditional global norm clipping erroneously presupposes gradient homogeneity…
This paper derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a…
The goal of this paper is to show that a single robust estimator of the mean of a multivariate Gaussian distribution can enjoy five desirable properties. First, it is computationally tractable in the sense that it can be computed in a time…
The logistic linear mixed model (LLMM) is one of the most widely used statistical models. Generally, Markov chain Monte Carlo algorithms are used to explore the posterior densities associated with the Bayesian LLMMs. Polson, Scott and…
High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…
It has been recently shown that nonparametric estimators of the additive regression function could be obtained in the presence of right censoring by coupling the marginal integration method with initial kernel-type Inverse Probability of…
We define the group-lasso estimator for the natural parameters of the exponential families of distributions representing hierarchical log-linear models under multinomial sampling scheme. Such estimator arises as the solution of a convex…
In this paper we present robust estimators for one-shot device test data under lognormal lifetimes. Based on these estimators, confidence intervals and Wald-type tests are also developed. Their robustness feature is illustrated through a…
Generalised linear models for multi-class classification problems are one of the fundamental building blocks of modern machine learning tasks. In this manuscript, we characterise the learning of a mixture of $K$ Gaussians with generic means…
Monte Carlo simulations are a crucial component when analysing the Standard Model and New physics processes at the Large Hadron Collider. This paper aims to explore the performance of generative models for complementing the statistics of…
The estimation problem in a high regression model with structured sparsity is investigated. An algorithm using a two steps block thresholding procedure called GR-LOL is provided. Convergence rates are produced: they depend on simple…
This paper proposes a desparsified GMM estimator for estimating high-dimensional regression models allowing for, but not requiring, many more endogenous regressors than observations. We provide finite sample upper bounds on the estimation…
We develop a new robust geographically weighted regression method in the presence of outliers. We embed the standard geographically weighted regression in robust objective function based on $\gamma$-divergence. A novel feature of the…