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Latent variable models have been widely applied in different fields of research in which the constructs of interest are not directly observable, so that one or more latent variables are required to reduce the complexity of the data. In…

Statistics Theory · Mathematics 2014-07-07 Silvia Bianconcini

A novel estimation approach for a general class of semi-parametric multivariate time series models is introduced where the conditional mean is modeled through parametric functions. The focus of the estimation is the conditional mean…

Methodology · Statistics 2025-07-21 Mirko Armillotta

A distributed average consensus algorithm in which every sensor transmits with bounded peak power is proposed. In the presence of communication noise, it is shown that the nodes reach consensus asymptotically to a finite random variable…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-15 Sivaraman Dasarathan , Cihan Tepedelenlioglu , Mahesh Banavar , Andreas Spanias

The proliferation of science and technology has led to the prevalence of voluminous data sets that are distributed across multiple machines. It is an established fact that conventional statistical methodologies may be unfeasible in the…

Statistics Theory · Mathematics 2023-10-24 Lu Yan , Jiang Hu

In making inference on the relation between failure and exposure histories in the Cox semiparametric model, the maximum partial likelihood estimator (MPLE) of the finite dimensional odds parameter, and the Breslow estimator of the baseline…

Statistics Theory · Mathematics 2009-06-12 Larry Goldstein , Haimeng Zhang

This paper proposes distributed estimation procedures for three scalar-on-function regression models: the functional linear model (FLM), the functional non-parametric model (FNPM), and the functional partial linear model (FPLM). The…

Computation · Statistics 2026-01-08 Peilun He , Han Lin Shang , Nan Zou

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…

Methodology · Statistics 2025-07-01 Hansheng Jiang , Adityanand Guntuboyina

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

Statistics Theory · Mathematics 2018-07-04 Theodoros Manikas , Anastasia Papavasiliou

This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…

Statistics Theory · Mathematics 2018-08-29 Stanislav Minsker , Nate Strawn

Although the $p_1$ model was proposed 40 years ago, little progress has been made to address asymptotic theories in this model, that is, neither consistency of the maximum likelihood estimator (MLE) nor other parameter estimation with…

Methodology · Statistics 2026-01-13 Qunqiang Feng , Yaru Tian , Ting Yan

Datasets from the fields of bioinformatics, chemometrics, and face recognition are typically characterized by small samples of high-dimensional data. Among the many variants of linear discriminant analysis that have been proposed in order…

Machine Learning · Statistics 2020-04-20 Lama B. Niyazi , Abla Kammoun , Hayssam Dahrouj , Mohamed-Slim Alouini , Tareq Y. Al-Naffouri

For the univariate current status and, more generally, the interval censoring model, distribution theory has been developed for the maximum likelihood estimator (MLE) and smoothed maximum likelihood estimator (SMLE) of the unknown…

Statistics Theory · Mathematics 2013-06-18 Piet Groeneboom

We propose an efficient distributed online learning protocol for low-latency real-time services. It extends a previously presented protocol to kernelized online learners that represent their models by a support vector expansion. While such…

Machine Learning · Computer Science 2019-12-02 Michael Kamp , Sebastian Bothe , Mario Boley , Michael Mock

We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is subject to current status censoring and the continuous mark…

Statistics Theory · Mathematics 2011-09-07 Piet Groeneboom , Geurt Jongbloed , Birgit Witte

This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…

Machine Learning · Statistics 2021-11-05 Hanie Barghi , Amir Najafi , Seyed Abolfazl Motahari

In this paper, we develop asymptotic theories for a class of latent variable models for large-scale multi-relational networks. In particular, we establish consistency results and asymptotic error bounds for the (penalized) maximum…

Statistics Theory · Mathematics 2020-09-01 Zhi Wang , Xueying Tang , Jingchen Liu

We study nonparametric estimation for current status data with competing risks. Our main interest is in the nonparametric maximum likelihood estimator (MLE), and for comparison we also consider a simpler ``naive estimator.'' Groeneboom,…

Statistics Theory · Mathematics 2008-06-20 Piet Groeneboom , Marloes H. Maathuis , Jon A. Wellner

In a typical two-phase design, a random sample is drawn from the target population in phase 1, during which only a subset of variables is collected. In phase 2, a subsample of the phase-1 cohort is selected, and additional variables are…

Methodology · Statistics 2026-03-02 Sky Qiu , Susan Gruber , Pamela A. Shaw , Brian D. Williamson , Mark J. van der Laan

The problem of f-divergence estimation is important in the fields of machine learning, information theory, and statistics. While several nonparametric divergence estimators exist, relatively few have known convergence properties. In…

Information Theory · Computer Science 2015-03-16 Kevin R. Moon , Alfred O. Hero

Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…

Methodology · Statistics 2023-04-21 Ioannis Kalogridis , Gerda Claeskens , Stefan Van Aelst