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This paper studies optimal decision rules, including estimators and tests, for weakly identified GMM models. We derive the limit experiment for weakly identified GMM, and propose a theoretically-motivated class of priors which give rise to…

Econometrics · Economics 2021-07-09 Isaiah Andrews , Anna Mikusheva

This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…

Machine Learning · Computer Science 2023-05-25 Ke Wan , Alain Kornhauser

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

Fitness functions based on test cases are very common in Genetic Programming (GP). This process can be assimilated to a learning task, with the inference of models from a limited number of samples. This paper is an investigation on two…

Machine Learning · Computer Science 2016-08-16 Christian Gagné , Marc Schoenauer , Marc Parizeau , Marco Tomassini

We investigate Learning from Label Proportions (LLP), a partial information setting where examples in a training set are grouped into bags, and only aggregate label values in each bag are available. Despite the partial observability, the…

Machine Learning · Computer Science 2025-06-02 Robert Busa-Fekete , Travis Dick , Claudio Gentile , Haim Kaplan , Tomer Koren , Uri Stemmer

Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…

Optimization and Control · Mathematics 2025-07-22 Nishant Gadde

Downsampling or under-sampling is a technique that is utilized in the context of large and highly imbalanced classification models. We study optimal downsampling for imbalanced classification using generalized linear models (GLMs). We…

Machine Learning · Statistics 2025-05-20 Yan Chen , Jose Blanchet , Krzysztof Dembczynski , Laura Fee Nern , Aaron Flores

Bivariate ordered logistic models (BOLMs) are appealing to jointly model the marginal distribution of two ordered responses and their association, given a set of covariates. When the number of categories of the responses increases, the…

Statistics Theory · Mathematics 2014-07-08 Marco Enea , Gianfranco Lovison

Distributional assumptions have been shown to be necessary for the robust learnability of concept classes when considering the exact-in-the-ball robust risk and access to random examples by Gourdeau et al. (2019). In this paper, we study…

Machine Learning · Computer Science 2023-07-21 Pascale Gourdeau , Varun Kanade , Marta Kwiatkowska , James Worrell

Semi-supervised learning by self-training heavily relies on pseudo-label selection (PLS). The selection often depends on the initial model fit on labeled data. Early overfitting might thus be propagated to the final model by selecting…

Machine Learning · Statistics 2023-06-27 Julian Rodemann , Jann Goschenhofer , Emilio Dorigatti , Thomas Nagler , Thomas Augustin

This article proposes omnibus portmanteau tests for contrasting adequacy of time series models. The test statistics are based on combining the autocorrelation function of the conditional residuals, the autocorrelation function of the…

Methodology · Statistics 2024-02-02 Esam Mahdi

Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semiparametric model for which it is possible to calculate…

Statistics Theory · Mathematics 2010-11-24 Paul Rochet

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

The higher-order correlation clustering problem is an expressive model, and recently, local search heuristics have been proposed for several applications. Certifying optimality, however, is NP-hard and practically hampered already by the…

Discrete Mathematics · Computer Science 2023-04-03 David Stein , Silvia Di Gregorio , Bjoern Andres

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

Computation · Statistics 2020-04-09 Lewis J. Rendell , Adam M. Johansen , Anthony Lee , Nick Whiteley

The generalized partially linear additive model (GPLAM) is a flexible and interpretable approach to building predictive models. It combines features in an additive manner, allowing each to have either a linear or nonlinear effect on the…

Methodology · Statistics 2018-03-29 Yin Lou , Jacob Bien , Rich Caruana , Johannes Gehrke

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

Methodology · Statistics 2019-05-02 Antony Overstall , David Woods , Ben Parker

Linear mixed models are able to handle an extraordinary range of complications in regression-type analyses. Their most common use is to account for within-subject correlation in longitudinal data analysis. They are also the standard vehicle…

Statistics Theory · Mathematics 2007-06-13 Y. Zhao , J. Staudenmayer , B. A. Coull , M. P. Wand

The generalized linear models (GLMs) are widely used in statistical analysis and the related design issues are undoubtedly challenging. The state-of-the-art works mostly apply to design criteria on the estimates of regression coefficients.…

Methodology · Statistics 2020-04-21 Yiou Li , Xinwei Deng

This paper considers the optimal adaptive allocation of measurement effort for identifying the best among a finite set of options or designs. An experimenter sequentially chooses designs to measure and observes noisy signals of their…

Machine Learning · Computer Science 2018-06-11 Daniel Russo