Related papers: C-SURE: Shrinkage Estimator and Prototype Classifi…
Multiple instance learning (MIL) is the standard approach for whole-slide image (WSI) classification and survival prediction, where attention-based models ag gregate patch features into slide-level predictions. These models treat attention…
This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…
This paper presents a score-based weighted likelihood estimator (SWLE) for robust estimations of generalized linear model (GLM) for insurance loss data. The SWLE exhibits a limited sensitivity to the outliers, theoretically justifying its…
Most deep network methods for compressive sensing reconstruction suffer from the black-box characteristic of DNN. In this paper, a deep neural network with interpretable motion estimation named CSMCNet is proposed. The network is able to…
In this paper we derive the optimal linear shrinkage estimator for the high-dimensional mean vector using random matrix theory. The results are obtained under the assumption that both the dimension $p$ and the sample size $n$ tend to…
The minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In…
Randomized controlled trials (RCTs) are often underpowered to detect treatment heterogeneity in subgroups defined by cross-classifications of multiple covariates, due to sparse sample sizes in some strata. External RCT data can help, but…
The kernel-based regularization method has two core issues: kernel design and hyperparameter estimation. In this paper, we focus on the second issue and study the properties of several hyperparameter estimators including the empirical Bayes…
Deep learning typically requires large data sets and much compute power for each new problem that is learned. Meta-learning can be used to learn a good prior that facilitates quick learning, thereby relaxing these requirements so that new…
Risk prediction models are widely used to guide real-world decision-making in areas such as healthcare and economics, and they also play a key role in estimating nuisance parameters in semiparametric inference. The super learner is a…
The estimation of signal dimension under heavy-tailed latent factor models is studied. As a primary contribution, robust extensions of an earlier estimator based on Gaussian Stein's unbiased risk estimation are proposed. These novel…
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…
Complex-valued data is ubiquitous in signal and image processing applications, and complex-valued representations in deep learning have appealing theoretical properties. While these aspects have long been recognized, complex-valued deep…
The James-Stein estimator has attracted much interest as a shrinkage estimator that yields better estimates than the maximum likelihood estimator. The James-Stein estimator is also very useful as an argument in favor of empirical Bayesian…
Precise confidence estimation in deep learning is vital for high-stakes fields like medical imaging, where overconfident misclassifications can have serious consequences. This work evaluates the effectiveness of Temperature Scaling (TS), a…
Quantum State Tomography (QST) is essential for characterizing and validating quantum systems, but its practical use is severely limited by the exponential growth of the Hilbert space and the number of measurements required for…
We consider shrinkage estimation of higher order Hilbert space valued Bochner integrals in a non-parametric setting. We propose estimators that shrink the $U$-statistic estimator of the Bochner integral towards a pre-specified target…
This work analyzes the subspace-constrained Tyler's estimator (STE), a method designed to recover a low-dimensional subspace from a dataset that may be heavily corrupted by outliers. The STE has previously been shown to be competitive for…
Machine learning methods provide a general framework for automatically finding and representing the essential characteristics of simulation data. This task is particularly crucial in enhanced sampling simulations. There we seek a few…
In this paper, we investigate a Bayesian sparse reconstruction algorithm called compressive sensing via Bayesian support detection (CS-BSD). This algorithm is quite robust against measurement noise and achieves the performance of a minimum…