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Maximum regularized likelihood estimators (MRLEs) are arguably the most established class of estimators in high-dimensional statistics. In this paper, we derive guarantees for MRLEs in Kullback-Leibler divergence, a general measure of…

Machine Learning · Statistics 2018-10-18 Rui Zhuang , Johannes Lederer

Recently, the well known Liu estimator (Liu, 1993) is attracted researcher's attention in regression parameter estimation for an ill conditioned linear model. It is also argued that imposing sub-space hypothesis restriction on parameters…

Statistics Theory · Mathematics 2017-08-31 Yasin Asar , Bahadır Yüzbaşı , Mohammad Arashi , Jibo Wu

Estimation under model misspecification arises in many signal processing problems, where the assumed observation model deviates from the true data-generating mechanism due to errors or simplifications. The misspecified Cram\'er-Rao bound…

Statistics Theory · Mathematics 2026-05-21 Malaak Khatib , Nadav Harel , Joseph Tabrikian , Tirza Routtenberg

This paper establishes asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators of the parameters in the nested error regression model for clustered data when both of the number of independent…

Statistics Theory · Mathematics 2021-01-25 Ziyang Lyu , A. H. Welsh

Phase-Based Ranging (PBR) offers several advantages for estimating distances between wirelessly connected devices, including high accuracy over large distances and the removal of the need for antenna arrays at each transceiver. This study…

Signal Processing · Electrical Eng. & Systems 2025-11-26 Pantelis Stefanakis , Ming Shen

This paper studies the sparse normal mean models under the empirical Bayes framework. We focus on the mixture priors with an atom at zero and a density component centered at a data driven location determined by maximizing the marginal…

Methodology · Statistics 2017-02-20 Xianyang Zhang , Anirban Bhattacharya

We use smoothed analysis techniques to provide guarantees on the training loss of Multilayer Neural Networks (MNNs) at differentiable local minima. Specifically, we examine MNNs with piecewise linear activation functions, quadratic loss and…

Machine Learning · Statistics 2016-05-31 Daniel Soudry , Yair Carmon

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…

Statistics Theory · Mathematics 2021-09-21 Karthik Duraisamy

Shrinkage estimators have profound impacts in statistics and in scientific and engineering applications. In this article, we consider shrinkage estimation in the presence of linear predictors. We formulate two heteroscedastic hierarchical…

Methodology · Statistics 2024-06-21 Samuel Kou , Justin J. Yang

Recently, it was demonstrated in [CS2012,CS2013] that the robustness of the classical Non-Local Means (NLM) algorithm [BCM2005] can be improved by incorporating $\ell^p (0 < p \leq 2)$ regression into the NLM framework. This general…

Computer Vision and Pattern Recognition · Computer Science 2015-06-15 Kunal N. Chaudhury

Machine-learning (ML) interatomic potentials (IPs) trained on first-principles datasets are becoming increasingly popular since they promise to treat larger system sizes and longer time scales, compared to the {\em ab initio} techniques…

Materials Science · Physics 2023-09-04 Shuaihua Lu , Luca M. Ghiringhelli , Christian Carbogno , Jinlan Wang , Matthias Scheffler

Inspired by logistic regression, we introduce a regression model for data tuples consisting of a binary response and a set of covariates residing in a metric space without vector structures. Based on the proposed model we also develop a…

Methodology · Statistics 2024-02-15 Yinan Lin , Zhenhua Lin

Given a full rank matrix $X$ with more columns than rows, consider the task of estimating the pseudo inverse $X^+$ based on the pseudo inverse of a sampled subset of columns (of size at least the number of rows). We show that this is…

Machine Learning · Computer Science 2018-06-07 Michał Dereziński , Manfred K. Warmuth

The problem of monotone missing data has been broadly studied during the last two decades and has many applications in different fields such as bioinformatics or statistics. Commonly used imputation techniques require multiple iterations…

Machine Learning · Computer Science 2020-09-25 Thu Nguyen , Duy H. M. Nguyen , Huy Nguyen , Binh T. Nguyen , Bruce A. Wade

We study the problem of estimating an unknown function from noisy data using shallow ReLU neural networks. The estimators we study minimize the sum of squared data-fitting errors plus a regularization term proportional to the squared…

Machine Learning · Statistics 2023-01-24 Rahul Parhi , Robert D. Nowak

This paper studies predictor functions motivated by maximizing a measure of agreement with the predictand. Specifically, it examines distributional properties and predictive performance of the estimated maximum agreement linear predictor…

We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises…

Methodology · Statistics 2018-07-02 Abhishek Chakrabortty , Tianxi Cai

Modern deep neural networks achieved remarkable progress in medical image segmentation tasks. However, it has recently been observed that they tend to produce overconfident estimates, even in situations of high uncertainty, leading to…

Computer Vision and Pattern Recognition · Computer Science 2023-06-05 Agostina Larrazabal , Cesar Martinez , Jose Dolz , Enzo Ferrante

We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…

Information Theory · Computer Science 2015-05-27 Tomer Michaeli , Daniel Sigalov , Yonina C. Eldar

The task of quantifying the inherent uncertainty associated with neural network predictions is a key challenge in artificial intelligence. Bayesian neural networks (BNNs) and deep ensembles are among the most prominent approaches to tackle…

Machine Learning · Computer Science 2025-05-23 Valentin Villecroze , Yixin Wang , Gabriel Loaiza-Ganem
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