Related papers: High Order Adjusted Block-wise Empirical Likelihoo…
The pseudo-marginal algorithm is a popular variant of the Metropolis--Hastings scheme which allows us to sample asymptotically from a target probability density $\pi$, when we are only able to estimate an unnormalized version of $\pi$…
Flexible random scale-mixture models provide a framework for capturing a broad range of extremal dependence structures. However, likelihood-based inference under the peaks-over-threshold setting is often computationally infeasible, due to…
Interval-censored data are common in fields such as epidemiology and demography. When the failure event of interest is relatively rare and the collection of covariates is costly, researchers often adopt the case-cohort design to reduce…
Non-parametric methods avoid the problem of having to specify a particular data generating mechanism, but can be computationally intensive, reducing their accessibility for large data problems. Empirical likelihood, a non-parametric…
We develop a method to generate prediction sets with a guaranteed coverage rate that is robust to corruptions in the training data, such as missing or noisy variables. Our approach builds on conformal prediction, a powerful framework to…
We study and develop multilevel methods for the numerical approximation of a log-concave probability $\pi$ on $\mathbb{R}^d$, based on (over-damped) Langevin diffusion. In the continuity of \cite{art:egeapanloup2021multilevel} concentrated…
We present two developments which enhance the predictive power of empirical shell-model Hamiltonians for cases in which calibration data are sparse. A recent improvement in the ab initio derivation of effective Hamiltonians leads to a much…
Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…
The Whittle likelihood is a widely used and computationally efficient pseudo-likelihood. However, it is known to produce biased parameter estimates for large classes of models. We propose a method for de-biasing Whittle estimates for…
This article discusses the problem of determining whether a given point, or set of points, lies within the convex hull of another set of points in $d$ dimensions. This problem arises naturally in a statistical context when using a…
We study the problem of reconstructing a block-sparse signal from compressively sampled measurements. In certain applications, in addition to the inherent block-sparse structure of the signal, some prior information about the block support,…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
In this paper, we consider the problem of column subset selection. We present a novel analysis of the spectral norm reconstruction for a simple randomized algorithm and establish a new bound that depends explicitly on the sampling…
Profile likelihood confidence intervals are a robust alternative to Wald's method if the asymptotic properties of the maximum likelihood estimator are not met. However, the constrained optimization problem defining profile likelihood…
The Lorenz curve portrays the inequality of income distribution. In this article, we develop three modified empirical likelihood (EL) approaches including adjusted empirical likelihood, transformed empirical likelihood, and transformed…
Subsampling and block-based bootstrap methods have been used in a wide range of inference problems for time series. To accommodate the dependence, these resampling methods involve a bandwidth parameter, such as subsampling window width and…
The accurate labeling of datasets is often both costly and time-consuming. Given an unlabeled dataset, programmatic weak supervision obtains probabilistic predictions for the labels by leveraging multiple weak labeling functions (LFs) that…
This paper proposes a novel method to estimate large panel data error-correction models with stationary/non-stationary covariates and spatially dependent errors, which allows for known/unknown group-specific patterns of slope heterogeneity.…
Model selection is a cornerstone of statistical inference, where information criteria are widely employed to balance model fit and complexity. However, classical likelihood-based criteria are often highly sensitive to contamination,…
The role played by the composite analogue of the log likelihood ratio in hypothesis testing and in setting confidence regions is not as prominent as it is in the canonical likelihood setting, since its asymptotic distribution depends on the…