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Related papers: Piecewise Empirical Likelihood

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This paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood statistic that converges to a chi-square distribution under…

Methodology · Statistics 2024-08-12 Harold D Chiang , Yukitoshi Matsushita , Taisuke Otsu

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

The empirical likelihood inference is extended to a class of semiparametric models for stationary, weakly dependent series. A partially linear single-index regression is used for the conditional mean of the series given its past, and the…

Methodology · Statistics 2021-05-18 Marie Du Roy de Chaumaray , Matthieu Marbac , Valentin Patilea

We study a marginal empirical likelihood approach in scenarios when the number of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the parameters of interest are systematically…

Statistics Theory · Mathematics 2013-11-07 Jinyuan Chang , Cheng Yong Tang , Yichao Wu

The likelihood function represents statistical evidence in the context of data and a probability model. Considerable theory has demonstrated that evidence strength for different parameter values can be interpreted from the ratio of…

Applications · Statistics 2016-11-17 Zeynep Baskurt , Lisa Strug

Qualitative possibilistic networks, also known as min-based possibilistic networks, are important tools for handling uncertain information in the possibility theory frame- work. Despite their importance, only the junction tree adaptation…

Artificial Intelligence · Computer Science 2012-03-19 Raouia Ayachi , Nahla Ben Amor , Salem Benferhat , Rolf Haenni

The class of composite likelihood functions provides a flexible and powerful toolkit to carry out approximate inference for complex statistical models when the full likelihood is either impossible to specify or unfeasible to compute.…

Methodology · Statistics 2013-06-25 Nicola Lunardon , Elvezio Ronchetti

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

Composite likelihood has shown promise in settings where the number of parameters $p$ is large due to its ability to break down complex models into simpler components, thus enabling inference even when the full likelihood is not tractable.…

Methodology · Statistics 2021-07-21 Claudia Di Caterina , Davide Ferrari

We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear…

Statistics Theory · Mathematics 2021-03-22 Eftychia Solea , Holger Dette

Generalized linear models and the quasi-likelihood method extend the ordinary regression models to accommodate more general conditional distributions of the response. Nonparametric methods need no explicit parametric specification, and the…

Statistics Theory · Mathematics 2009-11-23 Jianqing Fan , Yichao Wu , Yang Feng

We consider trawl processes, which are stationary and infinitely divisible stochastic processes and can describe a wide range of statistical properties, such as heavy tails and long memory. In this paper, we develop the first…

Methodology · Statistics 2023-08-31 Dan Leonte , Almut E. D. Veraart

This paper introduces a version of empirical likelihood based on the periodogram and spectral estimating equations. This formulation handles dependent data through a data transformation (i.e., a Fourier transform) and is developed in terms…

Statistics Theory · Mathematics 2011-11-10 Daniel J. Nordman , Soumendra N. Lahiri

Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…

Computation · Statistics 2022-09-07 David J. Warne , Thomas P. Prescott , Ruth E. Baker , Matthew J. Simpson

We are living in the big data era, as current technologies and networks allow for the easy and routine collection of data sets in different disciplines. Bayesian Statistics offers a flexible modeling approach which is attractive for…

Methodology · Statistics 2018-05-09 George Karabatsos , Fabrizio Leisen

Several techniques were proposed to model the Piecewise linear (PWL) functions, including convex combination, incremental and multiple choice methods. Although the incremental method was proved to be very efficient, the attention of the…

Optimization and Control · Mathematics 2018-02-13 Mutaz Tuffaha , Jan Tommy Gravdahl

The traditional maximum likelihood estimator (MLE) is often of limited use in complex high-dimensional data due to the intractability of the underlying likelihood function. Maximum composite likelihood estimation (McLE) avoids full…

Methodology · Statistics 2015-02-18 Davide Ferrari , Guoqi Qian

In multi-center clinical trials, due to various reasons, the individual-level data are strictly restricted to be assessed publicly. Instead, the summarized information is widely available from published results. With the advance of…

Methodology · Statistics 2021-01-05 Jing Qin , Yukun Liu , Pengfei Li

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Machine Learning · Statistics 2021-10-12 K. P. Chowdhury

There has been an ever-increasing interest in multidisciplinary research on representing and reasoning with imperfect data. Possibilistic networks present one of the powerful frameworks of interest for representing uncertain and imprecise…

Artificial Intelligence · Computer Science 2016-07-14 Maroua Haddad , Philippe Leray , Nahla Ben Amor