Related papers: Bahadur representations for the bootstrap median a…
The bootstrap, based on resampling, has, for several decades, been a widely used method for computing confidence intervals for applications where no exact method is available and when sample sizes are not large enough to be able to rely on…
Model averaging has gained significant attention in recent years due to its ability of fusing information from different models. The critical challenge in frequentist model averaging is the choice of weight vector. The bootstrap method,…
Classical multivariate shape analysis relies on covariance-standardized moments, such as Mardia skewness and kurtosis, which are sensitive to outliers and require finite moments. This paper introduces vector median absolute deviation…
Weakly-supervised anomaly detection can outperform existing unsupervised methods with the assistance of a very small number of labeled anomalies, which attracts increasing attention from researchers. However, existing weakly-supervised…
The presence of outliers in financial asset returns is a frequently occuring phenomenon and may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns…
Drawing statistical inferences from large datasets in a model-robust way is an important problem in statistics and data science. In this paper, we propose methods that are robust to large and unequal noise in different observational units…
We consider the setting of an aggregate data meta-analysis of a continuous outcome of interest. When the distribution of the outcome is skewed, it is often the case that some primary studies report the sample mean and standard deviation of…
In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…
Discrete diffusion models have recently shown great promise for modeling complex discrete data, with masked diffusion models (MDMs) offering a compelling trade-off between quality and generation speed. MDMs denoise by progressively…
In numerous regular statistical models, median bias reduction (Kenne Pagui et al., 2017) has proven to be a noteworthy improvement over maximum likelihood, alternative to mean bias reduction. The estimator is obtained as solution to a…
The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…
In this paper, the Bahadur representation of sample quantiles based on associated sequences is established under polynomially decaying of covariances. The rate of approximation depends on the covariances decay degree and becomes close to…
A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…
We study asymptotic properties of $M$-estimates of regression parameters in linear models in which errors are dependent. Weak and strong Bahadur representations of the $M$-estimates are derived and a central limit theorem is established.…
We introduce a novel framework for the estimation of the posterior distribution over the weights of a neural network, based on a new probabilistic interpretation of adaptive optimisation algorithms such as AdaGrad and Adam. We demonstrate…
Models of discrete-valued outcomes are easily misspecified if the data exhibit zero-inflation, overdispersion or contamination. Without additional knowledge about the existence and nature of this misspecification, model inference and…
This paper presents an innovative approach, called credal wrapper, to formulating a credal set representation of model averaging for Bayesian neural networks (BNNs) and deep ensembles (DEs), capable of improving uncertainty estimation in…
A new robust pairwise statistic, the pairwise median scaled difference (MSD), is proposed for the detection of anomalous location/uncertainty pairs in heteroscedastic interlaboratory study data with associated uncertainties. The…
We present a nonparametric method for estimating the value and several derivatives of an unknown, sufficiently smooth real-valued function of real-valued arguments from a finite sample of points, where both the function arguments and the…
Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…