Related papers: Semiparametric two-component mixture models under …
Estimating parameters of mixture model has wide applications ranging from classification problems to estimating of complex distributions. Most of the current literature on estimating the parameters of the mixture densities are based on…
We propose a novel estimator for the number of components (denoted by $M$) in a K-variate non-parametric finite mixture model, where the analyst has repeated observations of $K\geq2$ variables that are independent given a finitely supported…
We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…
When constructing parametric models to predict the cost of future claims, several important details have to be taken into account: (i) models should be designed to accommodate deductibles, policy limits, and coinsurance factors, (ii)…
In this paper, we develop a unified approach to study partial identification of a finite-dimensional parameter defined by a general moment model with incomplete data. We establish a novel characterization of the identified set for the true…
Semi-supervised learning has emerged as an appealing strategy to train deep models with limited supervision. Most prior literature under this learning paradigm resorts to dual-based architectures, typically composed of a teacher-student…
Assembly-based tools provide a powerful modeling paradigm for non-expert shape designers. However, choosing a component from a large shape repository and aligning it to a partial assembly can become a daunting task. In this paper we…
This paper is concerned with a semiparametric partially linear regression model with unknown regression coefficients, an unknown nonparametric function for the non-linear component, and unobservable Gaussian distributed random errors. We…
Finite mixtures of regression models provide a flexible modeling framework for many phenomena. Using moment-based estimation of the regression parameters, we develop unbiased estimators with a minimum of assumptions on the mixture…
In modelling time series data coming from different sources, frequencies can easily vary since some variable can be measured at higher frequencies, others, at lower frequencies. Given data measured over spatial units and at varying…
We consider a time series model involving a fractional stochastic component, whose integration order can lie in the stationary/invertible or nonstationary regions and be unknown, and an additive deterministic component consisting of a…
We propose a prior distribution for the number of components of a finite mixture model. The novelty is that the prior distribution is obtained by considering the loss one would incur if the true value representing the number of components…
Data in modern economic and financial applications often arrive as a stream, requiring models and inference to be updated in real time -- yet most semiparametric methods remain batch-based and computationally impractical in large-scale…
Patra and Sen (2016) consider a two-component mixture model, where one component plays the role of background while the other plays the role of signal, and propose to estimate the background component by simply "maximizing" its weight.…
Recent research has established sufficient conditions for finite mixture models to be identifiable from grouped observations. These conditions allow the mixture components to be nonparametric and have substantial (or even total) overlap.…
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…
When solving forecasting problems including multiple time-series features, existing approaches often fall into two extreme categories, depending on whether to utilize inter-feature information: univariate and complete-multivariate models.…
Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…
Consider the setting of constrained optimization, with some parameters unknown at solving time and requiring prediction from relevant features. Predict+Optimize is a recent framework for end-to-end training supervised learning models for…
By providing new insights into the distribution of a protein's torsion angles, recent statistical models for this data have pointed the way to more efficient methods for protein structure prediction. Most current approaches have…