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This paper addresses distributed parameter estimation in randomized one-hidden-layer neural networks. A group of agents sequentially receive measurements of an unknown parameter that is only partially observable to them. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2020-03-23 Yinsong Wang , Shahin Shahrampour

When constructing parametric models to predict the cost of future claims, several important details have to be taken into account: (i) models should be designed to accommodate deductibles, policy limits, and coinsurance factors, (ii)…

Methodology · Statistics 2024-02-22 Chudamani Poudyal , Qian Zhao , Vytaras Brazauskas

Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…

Machine Learning · Computer Science 2022-04-04 Maximilian Seitzer , Arash Tavakoli , Dimitrije Antic , Georg Martius

The parameter estimation of unnormalized models is a challenging problem. The maximum likelihood estimation (MLE) is computationally infeasible for these models since normalizing constants are not explicitly calculated. Although some…

Machine Learning · Statistics 2020-06-09 Masatoshi Uehara , Takafumi Kanamori , Takashi Takenouchi , Takeru Matsuda

Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…

Statistics Theory · Mathematics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti

In the usual statistical inference problem, we estimate an unknown parameter of a statistical model using the information in the random sample. A priori information about the parameter is also known in several real-life situations. One such…

Statistics Theory · Mathematics 2024-11-11 Lakshmi Kanta Patra , Constantinos Petropoulos , Shrajal Bajpai , Naresh Garg

A six parameter distribution so-called the McDonald modified Weibull distribution is defined and studied. The new distribution contains, as special submodels, several important distributions discussed in the literature, such as the beta…

Methodology · Statistics 2013-09-13 Faton Merovci , Ibrahim Elbatal

The progressive Type-II hybrid censoring scheme introduced by Kundu and Joarder (\textit{Computational Statistics and Data Analysis}, 2509-2528, 2006), has received some attention in the last few years. One major drawback of this censoring…

Applications · Statistics 2017-03-06 Arnab Koley , Debasis Kundu

The Multiple Comparison Procedures with Modeling Techniques (MCP-Mod) framework has been recently approved by the U.S. Food and Administration and European Medicines Agency as fit-per-purpose for phase II studies. Nonetheless, this approach…

Methodology · Statistics 2023-06-16 Márcio A. Diniz , Diego I. Gallardo , Tiago M. Magalhães

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park

In this paper a new decision theoretic sampling plan (DSP) is proposed for Type-I censored exponential distribution. The proposed DSP is based on a new estimator of the expected lifetime of an exponential distribution which always exists,…

Statistics Theory · Mathematics 2018-06-18 Deepak Prajapati , Sharmistha Mitra , Debasis Kundu

In this paper, a competing risks model is analyzed based on improved adaptive type-II progressive censored sample (IAT-II PCS). Two independent competing causes of failures are considered. It is assumed that lifetimes of the competing…

Methodology · Statistics 2023-02-20 Subhankar Dutta , Suchandan Kayal

We consider the problem of distributed estimation of an unknown deterministic scalar parameter (the target signal) in a wireless sensor network (WSN), where each sensor receives a single snapshot of the field. We assume that the observation…

Information Theory · Computer Science 2015-10-09 Qing Zhou , Di Li , Soummya Kar , Lauren Huie , H. Vincent Poor , Shuguang Cui

The Hidden Markov Model (HMM) is one of the mainstays of statistical modeling of discrete time series, with applications including speech recognition, computational biology, computer vision and econometrics. Estimating an HMM from its…

Machine Learning · Statistics 2015-12-29 Fanny Yang , Sivaraman Balakrishnan , Martin J. Wainwright

We consider the problem of inferring an unknown number of clusters in replicated multinomial data. Under a model based clustering point of view, this task can be treated by estimating finite mixtures of multinomial distributions with or…

Methodology · Statistics 2023-07-07 Panagiotis Papastamoulis

We study the problem of estimating the probability density function of a circular random variable subject to censoring. To this end, we propose a fully computable quotient estimator that combines a projection estimator on linear sieves with…

Statistics Theory · Mathematics 2025-08-11 Nicolas Conanec

Likelihood-free inference methods based on neural conditional density estimation were shown to drastically reduce the simulation burden in comparison to classical methods such as ABC. When applied in the context of any latent variable…

Machine Learning · Statistics 2024-05-06 Sanmitra Ghosh , Paul J. Birrell , Daniela De Angelis

We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists in coupling the recently…

Methodology · Statistics 2009-02-11 Djalil Chafai , Didier Concordet

The examination of uncertainty in the predictions of machine learning (ML) models is receiving increasing attention. One uncertainty modeling technique used for this purpose is Monte-Carlo (MC)-Dropout, where repeated predictions are…

Computer Vision and Pattern Recognition · Computer Science 2023-05-25 Florian Heidecker , Ahmad El-Khateeb , Bernhard Sick

We consider the problem of inference in a linear regression model in which the relative ordering of the input features and output labels is not known. Such datasets naturally arise from experiments in which the samples are shuffled or…

Machine Learning · Statistics 2018-04-04 Abubakar Abid , James Zou