Related papers: Empirical Best Linear Unbiased Predictors in Multi…
We develop a model-based empirical Bayes approach to variable selection problems in which the number of predictors is very large, possibly much larger than the number of responses (the so-called 'large p, small n' problem). We consider the…
We consider the least squares regression problem, penalized with a combination of the $\ell_{0}$ and squared $\ell_{2}$ penalty functions (a.k.a. $\ell_0 \ell_2$ regularization). Recent work shows that the resulting estimators are of key…
Consider a regression problem where there is no labeled data and the only observations are the predictions $f_i(x_j)$ of $m$ experts $f_{i}$ over many samples $x_j$. With no knowledge on the accuracy of the experts, is it still possible to…
In this article, we first derive an explicit expression for the marginal best linear invariant predictor (BLIP) of an unobserved future order statistic based on a set of early observed ordered statistics. We then derive the joint BLIPs of…
We propose a new unbiased estimator for estimating the utility of the optimal stopping problem. The MUSE, short for Multilevel Unbiased Stopping Estimator, constructs the unbiased Multilevel Monte Carlo (MLMC) estimator at every stage of…
A maximally stable extreme region (MSER) analysis based convolutional neural network (CNN) for unified defect detection framework is proposed in this paper. Our proposed framework utilizes the generality and stability of MSER to generate…
Some improved estimators are proposed for estimating the population mean in stratified sampling in the presence of auxiliary information. Mean square error (MSE) of the proposed estimators have been derived under large sample approximation.…
The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able…
Compared to Multilayer Neural Networks with real weights, Binary Multilayer Neural Networks (BMNNs) can be implemented more efficiently on dedicated hardware. BMNNs have been demonstrated to be effective on binary classification tasks with…
We propose an adversarial evaluation framework for sensitive feature inference based on minimum mean-squared error (MMSE) estimation with a finite sample size and linear predictive models. Our approach establishes theoretical lower bounds…
Standard variational lower bounds used to train latent variable models produce biased estimates of most quantities of interest. We introduce an unbiased estimator of the log marginal likelihood and its gradients for latent variable models…
This paper derives the nonparametric maximum likelihood estimator (NPMLE) of a distribution function from observations which are subject to both bias and censoring. The NPMLE is obtained by a simple EM algorithm which is an extension of the…
Modal linear regression (MLR) is a method for obtaining a conditional mode predictor as a linear model. We study kernel selection for MLR from two perspectives: "which kernel achieves smaller error?" and "which kernel is computationally…
In this paper we propose a flexible nested error regression small area model with high dimensional parameter that incorporates heterogeneity in regression coefficients and variance components. We develop a new robust small area specific…
Nonlocal, integral operators have become an efficient surrogate for bottom-up homogenization, due to their ability to represent long-range dependence and multiscale effects. However, the nonlocal homogenized model has unavoidable…
Demand for reliable statistics at a local area (small area) level has greatly increased in recent years. Traditional area-specific estimators based on probability samples are not adequate because of small sample size or even zero sample…
Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the…
Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…
How can we precisely estimate a large language model's (LLM) accuracy on questions belonging to a specific topic within a larger question-answering dataset? The standard direct estimator, which averages the model's accuracy on the questions…
We consider the problem of sequentially learning to estimate, in the mean squared error (MSE) sense, a Gaussian $K$-vector of unknown covariance by observing only $m < K$ of its entries in each round. We propose two MSE estimators, and…