Related papers: A New Model Variance Estimator for an Area Level S…
In a given classification task, the accuracy of the learner is often hampered by finiteness of the training set, high-dimensionality of the feature space and severe overlap between classes. In the context of interpretable learners, with…
The soft-margin support vector machine (SVM) is a ubiquitous tool for prediction of binary-response data. However, the SVM is characterized entirely via a numerical optimization problem, rather than a probability model, and thus does not…
Bayesian neural networks (BNNs) provide a formalism to quantify and calibrate uncertainty in deep learning. Current inference approaches for BNNs often resort to few-sample estimation for scalability, which can harm predictive performance,…
This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…
In this paper we have considered the problem of estimating the population mean in systematic sampling using information on an auxiliary variable in presence of non response. Some modified ratio, product and difference type estimators in…
State estimators often provide self-assessed uncertainty metrics, such as covariance matrices, whose credibility is critical for downstream tasks. However, these self-assessments can be misleading due to underlying modeling violations like…
We study the optimal linear prediction of a random function that takes values in an infinite dimensional Hilbert space. We begin by characterizing the mean square prediction error (MSPE) associated with a linear predictor and discussing the…
Recalibrating probabilistic classifiers is vital for enhancing the reliability and accuracy of predictive models. Despite the development of numerous recalibration algorithms, there is still a lack of a comprehensive theory that integrates…
The application of standard sufficient dimension reduction methods for reducing the dimension space of predictors without losing regression information requires inverting the covariance matrix of the predictors. This has posed a number of…
Dyadic regression models, which output real-valued predictions for pairs of entities, are fundamental in many domains (e.g. obtaining user-product ratings in Recommender Systems) and promising and under exploration in others (e.g. tuning…
We introduce a new estimator SMUCE (simultaneous multiscale change-point estimator) for the change-point problem in exponential family regression. An unknown step function is estimated by minimizing the number of change-points over the…
The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…
We consider a small area estimation model under square-root transformation in the presence of functional measurement error. When measurement error is present, the Bayes predictor can no longer be used as it depends on the covariates even if…
Among the many ways to model signals, a recent approach that draws considerable attention is sparse representation modeling. In this model, the signal is assumed to be generated as a random linear combination of a few atoms from a…
A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…
We congratulate the authors for a stimulating and valuable manuscript, providing a careful review of the state-of the-art in cross-sectional and time-series benchmarking procedures for small area estimation. They develop a novel two-stage…
Linear Mixed Model (LMM) is a common statistical approach to model the relation between exposure and outcome while capturing individual variability through random effects. However, this model assumes the homogeneity of the error term's…
The lasso has been studied extensively as a tool for estimating the coefficient vector in the high-dimensional linear model; however, considerably less is known about estimating the error variance in this context. In this paper, we propose…
Due to the well-known computational showstopper of the exact Maximum Likelihood Estimation (MLE) for large geospatial observations, a variety of approximation methods have been proposed in the literature, which usually require tuning…
Many spatial processes exhibit nonstationary features. We estimate a variance function from a single process observation where the errors are nonstationary and correlated. We propose a difference-based approach for a one-dimensional…