Related papers: Generalized least squares can overcome the critica…

We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

This paper studies estimation of linear panel regression models with heterogeneous coefficients, when both the regressors and the residual contain a possibly common, latent, factor structure. Our theory is (nearly) efficient, because based…

This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…

Respondent-Driven Sampling (RDS) is a variant of link-tracing, a sampling technique for surveying hard-to-reach communities that takes advantage of community members' social networks to reach potential participants. As a network-based…

This note examines the behavior of generalization capabilities - as defined by out-of-sample mean squared error (MSE) - of Linear Gaussian (with a fixed design matrix) and Linear Least Squares regression. Particularly, we consider a…

The least trimmed squares (LTS) estimator is a renowned robust alternative to the classic least squares estimator and is popular in location, regression, machine learning, and AI literature. Many studies exist on LTS, including its…

Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…

Multilayer perceptron (MLP), one of the most fundamental neural networks, is extensively utilized for classification and regression tasks. In this paper, we establish a new generalization error bound, which reveals how the variance of…

Unsupervised learning with generative adversarial networks (GANs) has proven hugely successful. Regular GANs hypothesize the discriminator as a classifier with the sigmoid cross entropy loss function. However, we found that this loss…

The reduced-rank method exploits the distortion-variance tradeoff to yield superior solutions for classic problems in statistical signal processing such as parameter estimation and filtering. The central idea is to reduce the variance of…

Gaussian process-based latent variable models are flexible and theoretically grounded tools for nonlinear dimension reduction, but generalizing to non-Gaussian data likelihoods within this nonlinear framework is statistically challenging.…

This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…

The multivariate errors-in-variables regression model is applicable when both dependent and independent variables in a multivariate regression are subject to measurement errors. In such a scenario it is long established that the traditional…

Recursive least squares (RLS) algorithms were once widely used for training small-scale neural networks, due to their fast convergence. However, previous RLS algorithms are unsuitable for training deep neural networks (DNNs), since they…

Estimating the size of stigmatized, hidden, or hard-to-reach populations is a major problem in epidemiology, demography, and public health research. Capture-recapture and multiplier methods have become standard tools for inference of hidden…

The partial least squares (PLS) is a popular modeling technique commonly used in social sciences. The traditional PLS algorithm deals with variables measured on interval scales while data are often collected on ordinal scales: a…

We show Vector Autoregressive Moving Average models with scalar Moving Average components could be estimated by generalized least square (GLS) for each fixed moving average polynomial. The conditional variance of the GLS model is the…

Respondent-driven sampling (RDS) is currently widely used for the study of HIV/AIDS-related high risk populations. However, recent studies have shown that traditional RDS methods are likely to generate large variances and may be severely…

The least trimmed squares (LTS) estimator is popular in location, regression, machine learning, and AI literature. Despite the empirical version of least trimmed squares (LTS) being repeatedly studied in the literature, the population…

Respondent-Driven Sampling (RDS) is a form of link-tracing sampling, a sampling technique used for `hard-to-reach' populations that aims to leverage individuals' social relationships to reach potential participants. While the methodological…