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This paper investigates the robustness and optimality of the multi-kernel correntropy (MKC) on linear regression. We first derive an upper error bound for a scalar regression problem in the presence of arbitrarily large outliers and reveal…

Systems and Control · Electrical Eng. & Systems 2023-10-12 Shilei Li , Yunjiang Lou , Dawei Shi , Lijing Li , Ling Shi

Monitoring machine learning models once they are deployed is challenging. It is even more challenging to decide when to retrain models in real-case scenarios when labeled data is beyond reach, and monitoring performance metrics becomes…

Machine Learning · Computer Science 2022-11-23 Carlos Mougan , Dan Saattrup Nielsen

In this paper we present a technique for using the bootstrap to estimate the operating characteristics and their variability for certain types of ensemble methods. Bootstrapping a model can require a huge amount of work if the training data…

Machine Learning · Statistics 2017-10-26 Anthony Gamst , Jay-Calvin Reyes , Alden Walker

Binary embedding is the problem of mapping points from a high-dimensional space to a Hamming cube in lower dimension while preserving pairwise distances. An efficient way to accomplish this is to make use of fast embedding techniques…

Data Structures and Algorithms · Computer Science 2016-03-15 Samet Oymak

Accurate statistical inference in logistic regression models remains a critical challenge when the ratio between the number of parameters and sample size is not negligible. This is because approximations based on either classical asymptotic…

Methodology · Statistics 2022-08-19 Qian Zhao , Emmanuel J. Candes

Clustered data arise naturally in many scientific and applied research settings where units are grouped within clusters. They are commonly analyzed using linear mixed models to account for within-cluster correlations. This article focuses…

Methodology · Statistics 2025-10-10 Zhi Yang Tho , Raymond Chambers , A. H. Welsh

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

Subsampling is commonly used to overcome computational and economical bottlenecks in the analysis of finite populations and massive datasets. Existing methods are often limited in scope and use optimality criteria (e.g., A-optimality) with…

Statistics Theory · Mathematics 2023-04-07 Henrik Imberg , Marina Axelson-Fisk , Johan Jonasson

Modern problems in statistics tend to include estimators of high computational complexity and with complicated distributions. Statistical inference on such estimators usually relies on asymptotic normality assumptions, however, such…

Methodology · Statistics 2016-12-08 Eyal Fisher , Regev Schweiger , Saharon Rosset

In this paper, we employ variational arguments to establish a connection between ensemble methods for Neural Networks and Bayesian inference. We consider an ensemble-based scheme where each model/particle corresponds to a perturbation of…

Machine Learning · Computer Science 2020-06-09 Dimitrios Milios , Pietro Michiardi , Maurizio Filippone

Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…

Methodology · Statistics 2021-07-06 Jun Yu , HaiYing Wang , Mingyao Ai , Huiming Zhang

Estimating multi-component T2 relaxation distributions from Multi-Echo Spin Echo (MESE) MRI is a severely ill-posed inverse problem, traditionally solved using regularized non-negative least squares (NNLS). In abdominal imaging,…

Machine Learning · Computer Science 2026-03-17 Hadas Ben Atya , Nicole Abramenkov , Noa Mashiah , Luise Brock , Daphna Link Sourani , Ram Weiss , Moti Freiman

Assessing sensitivity to unmeasured confounding is an important step in observational studies, which typically estimate effects under the assumption that all confounders are measured. In this paper, we develop a sensitivity analysis…

Methodology · Statistics 2023-09-04 Dan Soriano , Eli Ben-Michael , Peter J. Bickel , Avi Feller , Samuel D. Pimentel

Reducing acquisition time is of fundamental importance in various imaging modalities. The concept of variable density sampling provides a nice framework to achieve this. It was justified recently from a theoretical point of view in the…

Information Theory · Computer Science 2014-01-29 Claire Boyer , Pierre Weiss , Jérémie Bigot

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

This paper focuses on the bootstrap for network dependent processes under the conditional $\psi$-weak dependence. Such processes are distinct from other forms of random fields studied in the statistics and econometrics literature so that…

Econometrics · Economics 2021-02-01 Denis Kojevnikov

While widely used as a general method for uncertainty quantification, the bootstrap method encounters difficulties that raise concerns about its validity in practical applications. This paper introduces a new resampling-based method, termed…

Methodology · Statistics 2024-08-30 Yiran Jiang , Chuanhai Liu , Heping Zhang

This paper deals with nonparametric estimation of conditional den-sities in mixture models in the case when additional covariates are available. The proposed approach consists of performing a prelim-inary clustering algorithm on the…

Statistics Theory · Mathematics 2015-02-09 Stéphane Auray , Nicolas Klutchnikoff , Laurent Rouvière

In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…

Methodology · Statistics 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

Consider the communication-constrained problem of nonparametric function estimation, in which each distributed terminal holds multiple i.i.d. samples. Under certain regularity assumptions, we characterize the minimax optimal rates for all…

Machine Learning · Computer Science 2025-01-15 Deheng Yuan , Tao Guo , Zhongyi Huang