Related papers: Median bias reduction in cumulative link models
Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. While the optimal order of these parameters…
Purpose: To develop neural network (NN)-based quantitative MRI parameter estimators with minimal bias and a variance close to the Cram\'er-Rao bound. Theory and Methods: We generalize the mean squared error loss to control the bias and…
By the modified directed likelihood, higher order accurate confidence limits for a scalar parameter are obtained from the likelihood. They are conveniently described in terms of a confidence distribution, that is a sample dependent…
This paper proposes a novel distributed reduced--rank scheme and an adaptive algorithm for distributed estimation in wireless sensor networks. The proposed distributed scheme is based on a transformation that performs dimensionality…
This paper considers properties of an optimization based sampler for targeting the posterior distribution when the likelihood is intractable and auxiliary statistics are used to summarize information in the data. Our reverse sampler…
Evaluating treatments received by one population for application to a different target population of scientific interest is a central problem in causal inference from observational studies. We study the minimax linear estimator of the…
Analyzing multi-layered graphical models provides insight into understanding the conditional relationships among nodes within layers after adjusting for and quantifying the effects of nodes from other layers. We obtain the penalized maximum…
We study the problem of distributed mean estimation and optimization under communication constraints. We propose a correlated quantization protocol whose leading term in the error guarantee depends on the mean deviation of data points…
By amalgamating data from disparate sources, the resulting integrated dataset becomes a valuable resource for statistical analysis. In probabilistic record linkage, the effectiveness of such integration relies on the availability of linkage…
Many common estimators in machine learning and causal inference are linear smoothers, where the prediction is a weighted average of the training outcomes. Some estimators, such as ordinary least squares and kernel ridge regression, allow…
In statistical exercises where there are several candidate models, the traditional approach is to select one model using some data driven criterion and use that model for estimation, testing and other purposes, ignoring the variability of…
Topic models provide a useful text-mining tool for learning, extracting, and discovering latent structures in large text corpora. Although a plethora of methods have been proposed for topic modeling, lacking in the literature is a formal…
Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…
Consider the problem of estimating a multivariate normal mean with a known variance matrix, which is not necessarily proportional to the identity matrix. The coordinates are shrunk directly in proportion to their variances in Efron and…
In this article, we introduce a new variable selection technique through trimming for finite mixture of regression models. Compared to the traditional variable selection techniques, the new method is robust and not sensitive to outliers.…
Random samples are extensively used to summarize massive data sets and facilitate scalable analytics. Coordinated sampling, where samples of different data sets "share" the randomization, is a powerful method which facilitates more accurate…
With reference to a stratified case-control procedure based on a binary variable of primary interest, we derive the expression of the distortion induced by the sampling design on the parameters of the logistic model of a secondary variable.…
An ever-increasing deluge of big data is becoming available to national statistical offices globally, but it is well documented that statistics produced by big data alone often suffer from selection bias and are not usually representative…
In Small Area Estimation data linkage can be used to combine values of the variableof interest from a national survey with values of auxiliary variables obtained from another source like a population register. Linkage errors can induce bias…
Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture…