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The density ratio model (DRM) provides a flexible and useful platform for combining information from multiple sources. In this paper, we consider statistical inference under two-sample DRMs with additional parameters defined through and/or…

Statistics Theory · Mathematics 2021-03-01 Meng Yuan , Pengfei Li , Changbao Wu

In cluster-specific studies, ordinary logistic regression and conditional logistic regression for binary outcomes provide maximum likelihood estimator (MLE) and conditional maximum likelihood estimator (CMLE), respectively. In this paper,…

Statistics Theory · Mathematics 2020-05-14 Zhulin He , Yuyuan Ouyang

In this paper, we mainly focus on the penalized maximum likelihood estimation (MLE) of the high-dimensional approximate factor model. Since the current estimation procedure can not guarantee the positive definiteness of the error covariance…

Computation · Statistics 2019-01-18 Shaoxin Wang , Hu Yang , Chaoli Yao

As the size of datasets used in statistical learning continues to grow, distributed training of models has attracted increasing attention. These methods partition the data and exploit parallelism to reduce memory and runtime, but suffer…

Machine Learning · Computer Science 2024-07-10 Fred Lu , Ryan R. Curtin , Edward Raff , Francis Ferraro , James Holt

As datasets grow larger, they are often distributed across multiple machines that compute in parallel and communicate with a central machine through short messages. In this paper, we focus on sparse regression and propose a new procedure…

Methodology · Statistics 2023-03-14 Sifan Liu , Snigdha Panigrahi

We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…

Information Theory · Computer Science 2018-05-23 Alireza Sani , Azadeh Vosoughi

There have been many applications of deep neural networks to detector calibrations and a growing number of studies that propose deep generative models as automated fast detector simulators. We show that these two tasks can be unified by…

High Energy Physics - Phenomenology · Physics 2025-04-14 Haoxing Du , Claudius Krause , Vinicius Mikuni , Benjamin Nachman , Ian Pang , David Shih

This study presents new closed-form estimators for the Dirichlet and the Multivariate Gamma distribution families, whose maximum likelihood estimator cannot be explicitly derived. The methodology builds upon the score-adjusted estimators…

Statistics Theory · Mathematics 2023-11-28 Ioannis Oikonomidis , Samis Trevezas

We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

Statistics Theory · Mathematics 2007-06-13 Yacine Ait-Sahalia , Per A. Mykland

A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…

Methodology · Statistics 2021-06-29 Haim Bar , James Booth , Martin T. Wells

The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…

Methodology · Statistics 2021-03-09 Zhe Fei , Yi Li

Recently, the distributed state estimation problem for continuous-time linear systems over jointly connected switching networks was solved. It was shown that the estimation errors will asymptotically converge to the origin by using the…

Optimization and Control · Mathematics 2022-10-07 Tao Liu , Jie Huang

Distributed parameter identification for large-scale multi-agent networks encounters challenges due to nonlinear dynamics and partial observations. Simultaneously, ensuring the stability is crucial for the robust identification of dynamic…

Dynamical Systems · Mathematics 2024-01-09 Chunhui Li , Chengpu Yu

In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the…

Methodology · Statistics 2025-09-03 Inbeom Lee , Yang Ning

The aim of this paper is to study the asymptotic properties of the maximum likelihood estimator (MLE) of the drift coefficient for fractional stochastic heat equation driven by an additive space-time noise. We consider the traditional for…

Probability · Mathematics 2019-04-25 Igor Cialenco , Francisco Delgado-Vences , Hyun-Jung Kim

Distribution system state estimation (DSSE) plays a crucial role in the real-time monitoring, control, and operation of distribution networks. Besides intensive computational requirements, conventional DSSE methods need high-quality…

Systems and Control · Electrical Eng. & Systems 2024-08-05 Renyou Xie , Xin Yin , Chaojie Li , Guo Chen , Nian Liu , Bo Zhao , Zhaoyang Dong

We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise. A maximum-likelihood estimator with $L_2$-norm constraint on a higher-order derivative is obtained, yielding spline-based solution. We introduce a…

Methodology · Statistics 2025-07-31 Konstantin E. Avrachenkov , Leonid B. Freidovich

We consider a certain class of large random matrices, composed of independent column vectors with zero mean and different covariance matrices, and derive asymptotically tight deterministic approximations of their moments. This random matrix…

Information Theory · Computer Science 2016-11-15 Jakob Hoydis , Merouane Debbah , Mari Kobayashi

In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…

Statistics Theory · Mathematics 2026-01-12 Yihan Zhang , Marco Mondelli , Ramji Venkataramanan

Sparse Mixture of Experts (MoE) large language models (LLMs) are gradually becoming the mainstream approach for ultra-large-scale models. Existing optimization efforts for MoE models have focused primarily on coarse-grained MoE…

Computation and Language · Computer Science 2025-05-07 Haoqi Yang , Luohe Shi , Qiwei Li , Zuchao Li , Ping Wang , Bo Du , Mengjia Shen , Hai Zhao
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