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To address the difficult problem of multi-step ahead prediction of non-parametric autoregressions, we consider a forward bootstrap approach. Employing a local constant estimator, we can analyze a general type of non-parametric time series…

Methodology · Statistics 2023-11-02 Dimitris N. Politis , Kejin Wu

Bootstrap is a useful tool for making statistical inference, but it may provide erroneous results under complex survey sampling. Most studies about bootstrap-based inference are developed under simple random sampling and stratified random…

Statistics Theory · Mathematics 2019-01-08 Zhonglei Wang , Jae Kwang Kim , Liuhua Peng

We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…

Multiagent Systems · Computer Science 2018-05-11 Gianluigi Pillonetto , Luca Schenato , Damiano Varagnolo

A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…

Methodology · Statistics 2021-07-01 Giovanni Saraceno , Claudio Agostinelli , Luca Greco

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

Label noise in training data can significantly degrade a model's generalization performance for supervised learning tasks. Here we focus on the problem that noisy labels are primarily mislabeled samples, which tend to be concentrated near…

Machine Learning · Computer Science 2021-03-16 Hao-Chiang Shao , Hsin-Chieh Wang , Weng-Tai Su , Chia-Wen Lin

Diffusion-based generative models (DBGMs) perturb data to a target noise distribution and reverse this process to generate samples. The choice of noising process, or inference diffusion process, affects both likelihoods and sample quality.…

Machine Learning · Computer Science 2023-03-06 Raghav Singhal , Mark Goldstein , Rajesh Ranganath

Simultaneous inference for high-dimensional non-Gaussian time series is always considered to be a challenging problem. Such tasks require not only robust estimation of the coefficients in the random process, but also deriving limiting…

Methodology · Statistics 2021-11-03 Linbo Liu , Danna Zhang

This paper examines the use of a residual bootstrap for bias correction in machine learning regression methods. Accounting for bias is an important obstacle in recent efforts to develop statistical inference for machine learning methods. We…

Machine Learning · Statistics 2015-06-02 Giles Hooker , Lucas Mentch

Bootstrap is a widely used technique that allows estimating the properties of a given estimator, such as its bias and standard error. In this paper, we evaluate and compare five bootstrap-based methods for making confidence intervals: two…

Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase…

Statistics Theory · Mathematics 2018-10-12 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

In federated learning, differences in the data or objectives between the participating nodes motivate approaches to train a personalized machine learning model for each node. One such approach is weighted averaging between a locally trained…

Machine Learning · Computer Science 2021-10-26 Felix Grimberg , Mary-Anne Hartley , Sai P. Karimireddy , Martin Jaggi

A powerful concept behind much of the recent progress in machine learning is the extraction of common features across data from heterogeneous sources or tasks. Intuitively, using all of one's data to learn a common representation function…

Machine Learning · Statistics 2024-10-15 Thomas T. C. K. Zhang , Leonardo F. Toso , James Anderson , Nikolai Matni

We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight…

Deep Metric Learning (DML) is a group of techniques that aim to measure the similarity between objects through the neural network. Although the number of DML methods has rapidly increased in recent years, most previous studies cannot…

Machine Learning · Computer Science 2022-12-02 Chenkang Zhang , Lei Luo , Bin Gu

Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal…

Optimization and Control · Mathematics 2018-06-08 Ruanui Nicholson , Jari P. Kaipio

Many pre-trained models (PTMs) are available in modern applications. Because different PTMs are often trained on different datasets, their performances can vary substantially for different new tasks, and the ranking of the candidates may…

Methodology · Statistics 2026-05-14 Ziwen Gao , Baihua He , Yuhong Yang

We consider the problem of distributed estimation of an unknown deterministic scalar parameter (the target signal) in a wireless sensor network (WSN), where each sensor receives a single snapshot of the field. We assume that the observation…

Information Theory · Computer Science 2015-10-09 Qing Zhou , Di Li , Soummya Kar , Lauren Huie , H. Vincent Poor , Shuguang Cui

Imbalanced distribution learning is a common and significant challenge in predictive modeling, often reducing the performance of standard algorithms. Although various approaches address this issue, most are tailored to classification…

Machine Learning · Computer Science 2025-08-20 Samuel Stocksieker , Denys pommeret , Arthur Charpentier

By amalgamating data from disparate sources, the resulting integrated dataset becomes a valuable resource for statistical analysis. In probabilistic record linkage, the effectiveness of such integration relies on the availability of linkage…

Methodology · Statistics 2025-11-10 Siu-Ming Tam , Min Wang , Alicia Rambaldi , Dehua Tao
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