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The estimation of the generalization error of classifiers often relies on a validation set. Such a set is hardly available in few-shot learning scenarios, a highly disregarded shortcoming in the field. In these scenarios, it is common to…

This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…

Methodology · Statistics 2026-02-05 Subhodeep Dey , Gopal K. Basak , Samarjit Das

We improve a known result on the strong consistency of M-estimates of the regression parameters in a linear model for independent and identically distributed random errors under some mild conditions.

Statistics Theory · Mathematics 2015-05-28 Xinghui Wang , Shuhe Hu

New local linear estimators are proposed for a wide class of nonparametric regression models. The estimators are uniformly consistent regardless of satisfying traditional conditions of depen\-dence of design elements. The estimators are the…

Statistics Theory · Mathematics 2022-07-05 Yuliana Linke , Igor Borisov , Pavel Ruzankin , Vladimir Kutsenko , Elena Yarovaya , Svetlana Shalnova

An important class of distance metrics proposed for training generative adversarial networks (GANs) is the integral probability metric (IPM), in which the neural net distance captures the practical GAN training via two neural networks. This…

Machine Learning · Computer Science 2018-11-06 Kaiyi Ji , Yingbin Liang

Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the…

Statistics Theory · Mathematics 2007-06-13 Soumendra N. Lahiri , Tapabrata Maiti , Myron Katzoff , Van Parsons

In this paper, we propose some estimators for the parameters of a statistical model based on Kullback-Leibler divergence of the survival function in continuous setting. We prove that the proposed estimators are subclass of "generalized…

Statistics Theory · Mathematics 2016-07-01 Yaser Mehrali , Majid Asadi

We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the…

Methodology · Statistics 2024-04-03 Jing Lei , Kehui Chen , Haeun Moon

In this work we investigate the relationship between Bregman distances and regularized Logistic Regression model. We present a detailed study of Bregman Distance minimization, a family of generalized entropy measures associated with convex…

Machine Learning · Computer Science 2010-04-23 Mithun Das Gupta , Thomas S. Huang

Weak consistency and asymptotic normality of the ordinary least-squares estimator in a linear regression with adaptive learning is derived when the crucial, so-called, `gain' parameter is estimated in a first step by nonlinear least squares…

Econometrics · Economics 2023-01-11 Alexander Mayer

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…

Methodology · Statistics 2025-07-01 Hansheng Jiang , Adityanand Guntuboyina

In many remote sensing applications one wants to estimate variables or parameters of interest from observations. When the target variable is available at a resolution that matches the remote sensing observations, standard algorithms such as…

In this article we study the asymptotic behaviour of the least square estimator in a linear regression model based on random observation instances. We provide mild assumptions on the moments and dependence structure on the randomly spaced…

Statistics Theory · Mathematics 2021-10-07 Karine Bertin , Soledad Torres , Lauri Viitasaari

Recent studies show that transformer-based architectures emulate gradient descent during a forward pass, contributing to in-context learning capabilities - an ability where the model adapts to new tasks based on a sequence of prompt…

Statistics Theory · Mathematics 2024-05-13 Karthik Duraisamy

Generalized Linear Models are routinely used in data analysis. The classical procedures for estimation are based on Maximum Likelihood and it is well known that the presence of outliers can have a large impact on this estimator. Robust…

Computation · Statistics 2017-10-02 Marina Valdora , Claudio Agostinelli , Victor J. Yohai

In this paper the problem of retrospective change-point detection and estimation in multivariate linear models is considered. The lower bounds for the error of change-point estimation are proved in different cases (one change-point:…

Statistics Theory · Mathematics 2011-10-27 Boris Brodsky , Boris Darkhovsky

This paper considers extensions of minimum-disparity estimators to the problem of estimating parameters in a regression model that is conditionally specified; that is where a parametric model describes the distribution of a response $y$…

Statistics Theory · Mathematics 2016-02-10 Giles Hooker

Maximum likelihood estimation of generalized linear mixed models(GLMMs) is difficult due to marginalization of the random effects. Computing derivatives of a fitted GLMM's likelihood (with respect to model parameters) is also difficult,…

Methodology · Statistics 2022-12-12 Ting Wang , Benjamin Graves , Yves Rosseel , Edgar C. Merkle

Sensitivity analysis is popular in dealing with missing data problems particularly for non-ignorable missingness. It analyses how sensitively the conclusions may depend on assumptions about missing data e.g. missing data mechanism (MDM). We…

Methodology · Statistics 2015-01-26 Peng Yin , Jian Qing Shi

In regression modelling approach, the main step is to fit the regression line as close as possible to the target variable. In this process most algorithms try to fit all of the data in a single line and hence fitting all parts of target…

Machine Learning · Statistics 2018-05-07 Kumarjit Pathak , Jitin Kapila , Aasheesh Barvey , Nikit Gawande
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