Related papers: Semi-supervised Inference: General Theory and Esti…
Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…
This article addresses the problem of estimating the population mean in the presence of auxiliary information when study variable itself is qualitative in nature. Bias and mean squared error (MSE) expressions of the class of estimators are…
Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying…
Meta-analysis based on only a few studies remains a challenging problem, as an accurate estimate of the between-study variance is apparently needed, but hard to attain, within this setting. Here we offer a new approach, based on the…
We introduce a novel semi-supervised version of the least squares classifier. This implicitly constrained least squares (ICLS) classifier minimizes the squared loss on the labeled data among the set of parameters implied by all possible…
We investigate a semiparametric regression model where one gets noisy non linear non invertible functions of the observations. We focus on the application to bearings-only tracking. We first investigate the least squares estimator and prove…
The present paper discusses the problem of estimating the finite population mean of study variable in simple random sampling in the presence of non response and response error together. The estimators in this article use auxiliary…
We propose a novel framework for incorporating unlabeled data into semi-supervised classification problems, where scenarios involving the minimization of either i) adversarially robust or ii) non-robust loss functions have been considered.…
Sample average approximation (SAA) replaces an intractable expected objective by an empirical average and is a basic device of modern stochastic optimization. We develop a rate theory for optimal values and empirical…
We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…
In many real-world applications, researchers aim to deploy models trained in a source domain to a target domain, where obtaining labeled data is often expensive, time-consuming, or even infeasible. While most existing literature assumes…
Most of the semi-supervised classification methods developed so far use unlabeled data for regularization purposes under particular distributional assumptions such as the cluster assumption. In contrast, recently developed methods of…
This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…
We study the semiparametric efficient estimation of a class of linear functionals in settings where a complete multivariate dataset is supplemented by additional datasets recording subsets of the variables of interest. These datasets are…
This paper presents a new perspective on the identification at infinity for the intercept of the sample selection model as identification at the boundary via a transformation of the selection index. This perspective suggests generalizations…
We propose a general framework for the estimation of observables with generative neural samplers focusing on modern deep generative neural networks that provide an exact sampling probability. In this framework, we present asymptotically…
Density estimation is a classical problem in statistics and has received considerable attention when both the data has been fully observed and in the case of partially observed (censored) samples. In survival analysis or clinical trials, a…
We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…
Recent advancements in semi-supervised deep learning have introduced effective strategies for leveraging both labeled and unlabeled data to improve classification performance. This work proposes a semi-supervised framework that utilizes a…
Statistical inference, a central tool of science, revolves around the study and the usage of statistical estimators: functions that map finite samples to predictions about unknown distribution parameters. In the frequentist framework,…