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This paper is concerned with estimation and inference for the location of a change point in the mean of independent high-dimensional data. Our change point location estimator maximizes a new U-statistic based objective function, and its…

Methodology · Statistics 2020-02-12 Runmin Wang , Xiaofeng Shao

When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are dependent, the existing test procedures fail to preserve…

Statistics Theory · Mathematics 2014-11-17 Deepak Nag Ayyala , Junyong Park , Anindya Roy

The fundamental task of classification given a limited number of training data samples is considered for physical systems with known parametric statistical models. The standalone learning-based and statistical model-based classifiers face…

Machine Learning · Computer Science 2022-02-01 Alireza Nooraiepour , Waheed U. Bajwa , Narayan B. Mandayam

We introduce a new method of performing high dimensional discriminant analysis, which we call multiDA. We achieve this by constructing a hybrid model that seamlessly integrates a multiclass diagonal discriminant analysis model and feature…

Machine Learning · Statistics 2018-07-05 Sarah Elizabeth Romanes , John Thomas Ormerod , Jean YH Yang

The positive-unlabeled (PU) classification is a common scenario in real-world applications such as healthcare, text classification, and bioinformatics, in which we only observe a few samples labeled as "positive" together with a large…

Machine Learning · Computer Science 2018-03-20 Ke Ren , Haichuan Yang , Yu Zhao , Mingshan Xue , Hongyu Miao , Shuai Huang , Ji Liu

The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…

Statistics Theory · Mathematics 2023-02-09 Stephan Clémençon , Myrto Limnios , Nicolas Vayatis

This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…

Methodology · Statistics 2017-07-17 Fabian Schroeder

The goal of this presentation is to build an efficient non-parametric Bayes classifier in the presence of large numbers of predictors. When analyzing such data, parametric models are often too inflexible while non-parametric procedures tend…

Methodology · Statistics 2013-01-07 Abhishek Bhattacharya

Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…

Statistics Theory · Mathematics 2011-08-19 Martin Wendler

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

Methodology · Statistics 2014-03-18 Giuliano Galimberti , Elena Scardovi , Gabriele Soffritti

High-dimensional data, where the dimension of the feature space is much larger than sample size, arise in a number of statistical applications. In this context, we construct the generalized multivariate sign transformation, defined as a…

Methodology · Statistics 2021-07-05 Subhabrata Majumdar , Snigdhansu Chatterjee

Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…

Statistics Theory · Mathematics 2024-03-26 Joydeep Chowdhury , Subhajit Dutta , Marc G. Genton

We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…

Methodology · Statistics 2021-08-10 Karl Oskar Ekvall

We consider a broad class of random bipartite networks, the distribution of which is invariant under permutation within each type of nodes. We are interested in $U$-statistics defined on the adjacency matrix of such a network, for which we…

Statistics Theory · Mathematics 2025-06-09 Tâm Le Minh , Sophie Donnet , François Massol , Stéphane Robin

Motivated by real-world machine learning applications, we consider a statistical classification task in a sequential setting where test samples arrive sequentially. In addition, the generating distributions are unknown and only a set of…

Machine Learning · Statistics 2021-02-11 Mahdi Haghifam , Vincent Y. F. Tan , Ashish Khisti

Pattern recognition based on a high-dimensional predictor is considered. A classifier is defined which is based on a Transformer encoder. The rate of convergence of the misclassification probability of the classifier towards the optimal…

Statistics Theory · Mathematics 2021-11-30 Iryna Gurevych , Michael Kohler , Gözde Gül Sahin

We prove a convergence theorem for U-statistics of degree two, where the data dimension $d$ is allowed to scale with sample size $n$. We find that the limiting distribution of a U-statistic undergoes a phase transition from the…

Statistics Theory · Mathematics 2023-07-04 Kevin H. Huang , Xing Liu , Andrew B. Duncan , Axel Gandy

We develop a classification algorithm for estimating posterior distributions from positive-unlabeled data, that is robust to noise in the positive labels and effective for high-dimensional data. In recent years, several algorithms have been…

Machine Learning · Statistics 2017-02-02 Shantanu Jain , Martha White , Predrag Radivojac

Discriminative linear models are a popular tool in machine learning. These can be generally divided into two types: The first is linear classifiers, such as support vector machines, which are well studied and provide state-of-the-art…

Machine Learning · Computer Science 2012-07-02 Koby Crammer , Amir Globerson

In this paper, we presented a novel semi-supervised one-class classification algorithm which assumes that class is linearly separable from other elements. We proved theoretically that class is linearly separable if and only if it is maximal…

Machine Learning · Statistics 2017-05-03 Evgeny Bauman , Konstantin Bauman