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We consider the minimum error entropy (MEE) criterion and an empirical risk minimization learning algorithm in a regression setting. A learning theory approach is presented for this MEE algorithm and explicit error bounds are provided in…
Neural posterior estimation (NPE) and neural likelihood estimation (NLE) are machine learning approaches that provide accurate posterior, and likelihood, approximations in complex modeling scenarios, and in situations where conducting…
Case-control sampling is a commonly used retrospective sampling design to alleviate imbalanced structure of binary data. When fitting the logistic regression model with case-control data, although the slope parameter of the model can be…
This paper develops a unified estimation framework, the Maximum Ideal Likelihood Estimation (MILE), for general parametric models with latent variables. Unlike traditional approaches relying on the marginal likelihood of the observed data,…
Given a single trajectory of a dynamical system, we analyze the performance of the nonparametric least squares estimator (LSE). More precisely, we give nonasymptotic expected $l^2$-distance bounds between the LSE and the true regression…
Reweighting adversarial data during training has been recently shown to improve adversarial robustness, where data closer to the current decision boundaries are regarded as more critical and given larger weights. However, existing methods…
Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimators often perform better than the maximum likelihood estimator…
The problem of monotone missing data has been broadly studied during the last two decades and has many applications in different fields such as bioinformatics or statistics. Commonly used imputation techniques require multiple iterations…
Consider semi-supervised learning for classification, where both labeled and unlabeled data are available for training. The goal is to exploit both datasets to achieve higher prediction accuracy than just using labeled data alone. We…
This work makes two advances in the study of the (approximate) nonparametric maximum likelihood estimator (NPMLE) for exponential family mixture models. First, we develop a data-compression strategy that reduces the cost of repeated…
In this letter, we consider the problem of field estimation using binary measurements. Previous work has formulated the problem as a parameter estimation problem, with the parameter estimation carried out in an online manner using…
We explore the possibility of evaluating flow harmonics by employing the maximum likelihood estimator (MLE). For a given finite multiplicity, the MLE simultaneously furnishes estimations for all the parameters of the underlying distribution…
In statistical modeling area, the Akaike information criterion AIC, is a widely known and extensively used tool for model choice. The {\phi}-divergence test statistic is a recently developed tool for statistical model selection. The…
We introduce a procedure for conditional density estimation under logarithmic loss, which we call SMP (Sample Minmax Predictor). This estimator minimizes a new general excess risk bound for statistical learning. On standard examples, this…
We outline how modern likelihood theory, which provides essentially exact inferences in a variety of parametric statistical problems, may routinely be applied in practice. Although the likelihood procedures are based on analytical…
Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…
Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…
Likelihood-free methods are useful for parameter estimation of complex models with intractable likelihood functions for which it is easy to simulate data. Such models are prevalent in many disciplines including genetics, biology, ecology…
An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high-dimensional settings where the number of variables $p$ diverges with the sample size $n$, as well…
In this paper, we develop a novel efficient and robust nonparametric regression estimator under a framework of feedforward neural network. There are several interesting characteristics for the proposed estimator. First, the loss function is…