Related papers: Mean-shift least squares model averaging
Studying unified model averaging estimation for situations with complicated data structures, we propose a novel model averaging method based on cross-validation (MACV). MACV unifies a large class of new and existing model averaging…
We constraint on computer the best linear unbiased generalized statistics of random field for the best linear unbiased generalized statistics of an unknown constant mean of random field and derive the numerical generalized least-squares…
The paper focuses on minimum mean square error (MMSE) Bayesian estimation for a Gaussian source impaired by additive Middleton's Class-A impulsive noise. In addition to the optimal Bayesian estimator, the paper considers also the…
In this paper, we propose a model averaging approach for addressing model uncertainty in the context of partial linear functional additive models. These models are designed to describe the relation between a response and mixed-types of…
We consider the problem of estimating an additive regression function in an inverse regres- sion model with a convolution type operator. A smooth backfitting procedure is developed and asymptotic normality of the resulting estimator is…
In the standard setting of one-way ANOVA with normal errors, a new algorithm, called the Step Down Maximum Mean Selection Algorithm (SDMMSA), is proposed to estimate the treatment means under an assumption that the treatment mean is…
We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic…
Threshold autoregressive moving-average (TARMA) models are popular in time series analysis due to their ability to parsimoniously describe several complex dynamical features. However, neither theory nor estimation methods are currently…
A least product relative error criterion is proposed for multiplicative regression models. It is invariant under scale transformation of the outcome and covariates. In addition, the objective function is smooth and convex, resulting in a…
The MC$^3$ (Madigan and York, 1995) and Gibbs (George and McCulloch, 1997) samplers are the most widely implemented algorithms for Bayesian Model Averaging (BMA) in linear regression models. These samplers draw a variable at random in each…
We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…
Nonlinear sparse sensing (NSS) techniques have been adopted for realizing compressive sensing in many applications such as Radar imaging. Unlike the NSS, in this paper, we propose an adaptive sparse sensing (ASS) approach using reweighted…
In this paper, we propose a novel time of arrival (TOA) estimator for multiple-input-multiple-output (MIMO) backscatter channels in closed form. The proposed estimator refines the estimation precision from the topological structure of the…
Many machine learning and optimization algorithms can be cast as instances of stochastic approximation (SA). The convergence rate of these algorithms is known to be slow, with the optimal mean squared error (MSE) of order $O(n^{-1})$. In…
In this note we introduce the M$S_n$ estimator (for Multivariate $S_n$) a new robust estimator of multivariate ranking. Like MVE and MCD it searches for an $h$-subset which minimizes a criterion. The difference is that the new criterion…
A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse…
We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…
The paper concerns small-area estimation in the Fay-Herriot type area-level model with random dispersions, which models the case that the sampling errors change from area to area. The resulting Bayes estimator shrinks both means and…
The Rasch model is widely used for item response analysis in applications ranging from recommender systems to psychology, education, and finance. While a number of estimators have been proposed for the Rasch model over the last decades, the…
We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We…