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Consider the problem of estimating a weighted average of the means of $n$ strata, based on a random sample with realized $K_i$ observations from stratum $i, \; i=1,...,n$. This task is non-trivial in cases where for a significant portion of…
We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…
We study linear peer effects models where peers interact in groups, individual's outcomes are linear in the group mean outcome and characteristics, and group effects are random. Our specification is motivated by the moment conditions…
In this article, we present the maximum weighted likelihood estimator (MWLE) for robust estimations of heavy-tail finite mixture models (FMM). This is motivated by the complex distributional phenomena of insurance claim severity data, where…
This paper proposes a new class of M-estimators that double weight for the twin problems of nonrandom treatment assignment and missing outcomes, both of which are common issues in the treatment effects literature. The proposed class is…
Advances in artificial intelligence (AI) and deep learning have led to neural networks being used to generate lightning-speed answers to complex science questions, paintings in the style of Monet, or stories like those of Twain. Leveraging…
The tensor Ising model is a discrete exponential family used for modeling binary data on networks with not just pairwise, but higher-order dependencies. A particularly important class of tensor Ising models are the tensor Curie-Weiss…
In order to learn the complex features of large spatio-temporal data, models with large parameter sets are often required. However, estimating a large number of parameters is often infeasible due to the computational and memory costs of…
The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…
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…
The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…
Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum…
Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive evaluation of…
We study nonparametric estimation for current status data with competing risks. Our main interest is in the nonparametric maximum likelihood estimator (MLE), and for comparison we also consider a simpler ``naive estimator.'' Groeneboom,…
Estimating average treatment effects from observational data is challenging under practical violations of the positivity assumption. Targeted Maximum Likelihood Estimators (TMLEs) are widely used because of their double robustness and…
Missing data is a common problem in clinical data collection, which causes difficulty in the statistical analysis of such data. To overcome problems caused by incomplete data, we propose a new imputation method called projective resampling…
The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…
Let $f(y|\theta), \; \theta \in \Omega$ be a parametric family, $\eta(\theta)$ a given function, and $G$ an unknown mixing distribution. It is desired to estimate $E_G (\eta(\theta))\equiv \eta_G$ based on independent observations…
This paper contributes to the literature on treatment effects estimation with machine learning inspired methods by studying the performance of different estimators based on the Lasso. Building on recent work in the field of high-dimensional…
Identifying a biomarker or treatment-dose threshold that marks a specified level of risk is an important problem, especially in clinical trials. This risk, viewed as a function of thresholds and possibly adjusted for covariates, we call the…