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This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and…

Machine Learning · Statistics 2015-07-01 Quanquan Gu , Yuan Cao , Yang Ning , Han Liu

False discovery rates (FDR) are an essential component of statistical inference, representing the propensity for an observed result to be mistaken. FDR estimates should accompany observed results to help the user contextualize the relevance…

Methodology · Statistics 2020-10-12 Megan Hollister Murray , Jeffrey D. Blume

Controlling the false discovery rate (FDR) is a popular approach to multiple testing, variable selection, and related problems of simultaneous inference. In many contemporary applications, models are not specified by discrete variables,…

Statistics Theory · Mathematics 2024-04-16 Mateo Díaz , Venkat Chandrasekaran

We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…

Methodology · Statistics 2022-04-06 Seong-ho Lee , Yanyuan Ma , Elvezio Ronchetti

We elaborate on a deconvolution method, used to estimate the empirical distribution of unknown parameters, as suggested recently by Efron (2013). It is applied to estimating the empirical distribution of the 'sampling probabilities' of m…

Statistics Theory · Mathematics 2013-11-20 Eitan Greenshtein , Theodor Itskov

The purpose of this paper is to introduce two semiparametric methods for the estimation of copula parameter. These methods are based on minimum Alpha-Divergence between a non-parametric estimation of copula density using local likelihood…

Methodology · Statistics 2022-05-10 Morteza Mohammadi , Mohammad Amini , Mahdi Emadi

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

The False Discovery Rate (FDR) is a new statistical procedure to control the number of mistakes made when performing multiple hypothesis tests, i.e. when comparing many data against a given model hypothesis. The key advantage of FDR is that…

For estimating the proportion of false null hypotheses in multiple testing, a family of estimators by Storey (2002) is widely used in the applied and statistical literature, with many methods suggested for selecting the parameter $\lambda$.…

Methodology · Statistics 2024-05-07 Anica Kostic , Piotr Fryzlewicz

Network topology inference is a fundamental problem in many applications of network science, such as locating the source of fake news, brain connectivity networks detection, etc. Many real-world situations suffer from a critical problem…

Applications · Statistics 2022-06-22 Yupeng Chen , Zhiguo Wang , Xiaojing Shen

We consider a new method for estimating the parameters of univariate Gaussian mixture models. The method relies on a nonparametric density estimator $\hat{f}_n$ (typically a kernel estimator). For every set of Gaussian mixture components,…

Statistics Theory · Mathematics 2025-10-17 Jüri Lember , Raul Kangro , Kristi Kuljus

Large-scale multiple testing with highly correlated test statistics arises frequently in many scientific research. Incorporating correlation information in estimating false discovery proportion has attracted increasing attention in recent…

Methodology · Statistics 2019-03-28 Jianqing Fan , Xu Han

This paper develops a nonparametric density estimator with parametric overtones. Suppose $f(x,\theta)$ is some family of densities, indexed by a vector of parameters $\theta$. We define a local kernel smoothed likelihood function which for…

Methodology · Statistics 2026-04-22 Nils Lid Hjort , M. C. Jones

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…

Methodology · Statistics 2024-12-03 Tomáš Mrkvička , Mari Myllymäki

In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…

Statistics Theory · Mathematics 2007-06-13 Ibrahim Ahmad , Sittisak Leelahanon , Qi Li

We propose completely nonparametric methodology to investigate location-scale modelling of two-component mixture cure models, where the responses of interest are only indirectly observable due to the presence of censoring and the presence…

Methodology · Statistics 2018-03-12 Justin Chown , Cedric Heuchenne , Ingrid Van Keilegom

The mitigation of false positives is an important issue when conducting multiple hypothesis testing. The most popular paradigm for false positives mitigation in high-dimensional applications is via the control of the false discovery rate…

Methodology · Statistics 2018-07-17 Hien D. Nguyen , Yohan Yee , Geoffrey J. McLachlan , Jason P. Lerch

Alternating projection (AP) of various forms, including the Parallel AP (PAP), Real-constrained AP (RAP) and the Serial AP (SAP), are proposed to solve phase retrieval with at most two coded diffraction patterns. The proofs of geometric…

Data Analysis, Statistics and Probability · Physics 2016-04-29 Pengwen Chen , Albert Fannjiang , Gi-Ren Liu

Subspace identification methods (SIMs) have proven to be very useful and numerically robust for building state-space models. While most SIMs are consistent, few if any can achieve the efficiency of the maximum likelihood estimate (MLE).…

Methodology · Statistics 2025-10-06 Jiabao He , S. Joe Qin , Håkan Hjalmarsson

The identification of the dependent components in multiple data sets is a fundamental problem in many practical applications. The challenge in these applications is that often the data sets are high-dimensional with few observations or…

Methodology · Statistics 2023-06-02 Martin Gölz , Tanuj Hasija , Michael Muma , Abdelhak M. Zoubir
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