Related papers: A logistic regression analysis approach for sample…
Simulation-Based Inference (SBI) is a common name for an emerging family of approaches that infer the model parameters when the likelihood is intractable. Existing SBI methods either approximate the likelihood, such as Approximate Bayesian…
In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…
We present an efficient algorithm for maximum likelihood estimation (MLE) of exponential family models, with a general parametrization of the energy function that includes neural networks. We exploit the primal-dual view of the MLE with a…
We propose and investigate a new estimation method for the parameters of models consisting of smooth density functions on the positive half axis. The procedure is based on a recently introduced characterization result for the respective…
We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…
Modern applications of Bayesian inference involve models that are sufficiently complex that the corresponding posterior distributions are intractable and must be approximated. The most common approximation is based on Markov chain Monte…
We propose a new family of regression models for analyzing categorical responses, called multinomial link models. It consists of four classes, namely, mixed-link models that generalize existing multinomial logistic models and their…
Mixture-of-Experts (MoE) models rely on balanced expert utilization to fully realize their scalability. However, existing load-balancing methods are largely heuristic and operate on noisy mini-batch assignment statistics, introducing bias…
Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection…
This paper presents a novel approach to binary classification using dynamic logistic ensemble models. The proposed method addresses the challenges posed by datasets containing inherent internal clusters that lack explicit feature-based…
For massive data, the family of subsampling algorithms is popular to downsize the data volume and reduce computational burden. Existing studies focus on approximating the ordinary least squares estimate in linear regression, where…
Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…
This work introduces an efficient novel approach for epistemic uncertainty estimation for ensemble models for regression tasks using pairwise-distance estimators (PaiDEs). Utilizing the pairwise-distance between model components, these…
We consider a broad class of semiparametric regression models in which the conditional distribution of the response takes the form $f\{Y|\bf{x}^{\rm T}\boldsymbol{\beta}+m(z), \phi\}$, which is known up to a parametric component…
Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements…
A new approach for feature extraction from time series is proposed in this paper. This approach consists of a specific regression model incorporating a discrete hidden logistic process. The model parameters are estimated by the maximum…
Histogram-based empirical Bayes methods developed for analyzing data for large numbers of genes, SNPs, or other biological features tend to have large biases when applied to data with a smaller number of features such as genes with…
A two-stage adaptive optimal design is an attractive option for increasing the efficiency of clinical trials. In these designs, based on interim data, the locally optimal dose is chosen for further exploration, which induces dependencies…
The exponential-family random graph models (ERGMs) have emerged as an important framework for modeling social networks for a wide variety of relational types. ERGMs for valued networks are less well-developed than their unvalued…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…