Related papers: Perspective Maximum Likelihood-Type Estimation via…
We propose a scalable method to find a subspace $\widehat{\mathcal{H}}$ of low-rank tensors that simultaneously approximates a set of integral operators. The method can be seen as a generalization of the Tucker-2 decomposition model, which…
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of…
We explore a method of statistical estimation called Maximum Entropy on the Mean (MEM) which is based on an information-driven criterion that quantifies the compliance of a given point with a reference prior probability measure. At the core…
Let X_1, ..., X_n be independent and identically distributed random vectors with a log-concave (Lebesgue) density f. We first prove that, with probability one, there exists a unique maximum likelihood estimator of f. The use of this…
We present new algorithms for $M$-estimators of multivariate scatter and location and for symmetrized $M$-estimators of multivariate scatter. The new algorithms are considerably faster than currently used fixed-point and related algorithms.…
We introduce a new class of mean regression estimators -- penalized maximum tangent likelihood estimation -- for high-dimensional regression estimation and variable selection. We first explain the motivations for the key ingredient, maximum…
Maximum approximate Bernstein likelihood estimates of the baseline density function and the regression coefficients in the proportional hazard regression models based on interval-censored event time data are proposed. This results in not…
A perspective function is a construction which combines a base function defined on a given space with a nonlinear scaling function defined on another space and which yields a lower semicontinuous convex function on the product space. Since…
Datasets in the fields of climate and environment are often very large and irregularly spaced. To model such datasets, the widely used Gaussian process models in spatial statis- tics face tremendous challenges due to the prohibitive…
Maximum likelihood estimators are proposed for the parameters and the densities in a semiparametric density ratio model in which the nonparametric baseline density is approximated by the Bernstein polynomial model. The EM algorithm is used…
In this paper, a novel low-complexity detection algorithm for spatial modulation (SM), referred to as the minimum-distance of maximum-length (m-M) algorithm, is proposed and analyzed. The proposed m-M algorithm is a smart searching method…
We provide a new computationally-efficient class of estimators for risk minimization. We show that these estimators are robust for general statistical models: in the classical Huber epsilon-contamination model and in heavy-tailed settings.…
The horseshoe prior is known to possess many desirable properties for Bayesian estimation of sparse parameter vectors, yet its density function lacks an analytic form. As such, it is challenging to find a closed-form solution for the…
Many machine learning tasks can be formulated in terms of predicting structured outputs. In frameworks such as the structured support vector machine (SVM-Struct) and the structured perceptron, discriminative functions are learned by…
We consider a class of hypothesis testing problems where the null hypothesis postulates $M$ distributions for the observed data, and there is only one possible distribution under the alternative. We show that one can use a stochastic mirror…
This work studies the statistical properties of the maximum penalized likelihood approach in a semi-parametric framework. We recall the penalized likelihood approach for estimating a function and review some asymptotic results. We…
The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…
The Kaplan--Meier (KM) estimator, which provides a nonparametric estimate of a survival function for time-to-event data, has wide application in clinical studies, engineering, economics and other fields. The theoretical properties of the KM…
It becomes an interesting problem to identify subgroup structures in data analysis as populations are probably heterogeneous in practice. In this paper, we consider M-estimators together with both concave and pairwise fusion penalties,…
We propose a novel sampling-based federated learning framework for statistical inference on M-estimators with non-smooth objective functions, which frequently arise in modern statistical applications such as quantile regression and AUC…