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The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

We argue for supplementing the process of training a prediction algorithm by setting up a scheme for detecting the moment when the distribution of the data changes and the algorithm needs to be retrained. Our proposed schemes are based on…

Machine Learning · Computer Science 2021-02-23 Vladimir Vovk , Ivan Petej , Ilia Nouretdinov , Ernst Ahlberg , Lars Carlsson , Alex Gammerman

We consider a circular deconvolution problem, in which the density $f$ of a circular random variable $X$ must be estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y$ of $X$. The additive measurement error is…

Statistics Theory · Mathematics 2013-12-11 Jan Johannes , Maik Schwarz

The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is…

Machine Learning · Statistics 2013-02-15 Azaden Khaleghi , Daniil Ryabko

This paper addresses the problem of set-to-set matching, which involves matching two different sets of items based on some criteria, especially in the case of high-dimensional items like images. Although neural networks have been applied to…

Machine Learning · Computer Science 2023-03-09 Masanari Kimura , Takuma Nakamura , Yuki Saito

In regression with random design, we study the problem of selecting a model that performs well for out-of-sample prediction. We do not assume that any of the candidate models under consideration are correct. Our analysis is based on…

Methodology · Statistics 2008-10-24 Hannes Leeb

We consider the problem of locating a jump discontinuity (change-point) in a smooth parametric regression model with a bounded covariate. It is assumed that one can sample the covariate at different values and measure the corresponding…

Statistics Theory · Mathematics 2009-08-14 Yan Lan , Moulinath Banerjee , George Michailidis

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

M-estimation, aka empirical risk minimization, is at the heart of statistics and machine learning: Classification, regression, location estimation, etc. Asymptotic theory is well understood when the loss satisfies some smoothness…

Statistics Theory · Mathematics 2025-12-16 Victor-Emmanuel Brunel

Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrices in the high dimensional setting. Optimal rates of…

Statistics Theory · Mathematics 2012-12-13 T. Tony Cai , Weidong Liu , Harrison H. Zhou

Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to…

Machine Learning · Computer Science 2020-09-04 Aurélien Serre , Didier Chételat , Andrea Lodi

This paper studies transfer learning for estimating the mean of random functions based on discretely sampled data, where, in addition to observations from the target distribution, auxiliary samples from similar but distinct source…

Statistics Theory · Mathematics 2024-03-29 T. Tony Cai , Dongwoo Kim , Hongming Pu

We propose a new method of estimation in topic models, that is not a variation on the existing simplex finding algorithms, and that estimates the number of topics K from the observed data. We derive new finite sample minimax lower bounds…

Machine Learning · Statistics 2019-09-06 Xin Bing , Florentina Bunea , Marten Wegkamp

Prototypal analysis is introduced to overcome two shortcomings of archetypal analysis: its sensitivity to outliers and its non-locality, which reduces its applicability as a learning tool. Same as archetypal analysis, prototypal analysis…

Machine Learning · Statistics 2017-08-24 Chenyue Wu , Esteban G. Tabak

This article investigates the asymptotic distribution of penalized estimators with non-differentiable penalties designed to recover low-dimensional pattern structures. Patterns play a central role in estimation, as they reveal the…

Statistics Theory · Mathematics 2025-11-18 Ivan Hejný , Jonas Wallin , Małgorzata Bogdan

The objective of the change-point detection is to discover the abrupt property changes lying behind the time-series data. In this paper, we firstly summarize the definition and in-depth implication of the changepoint detection. The next…

Machine Learning · Statistics 2019-08-21 Yixiao Li , Gloria Lin , Thomas Lau , Ruochen Zeng

Given 2D point correspondences between an image pair, inferring the camera motion is a fundamental issue in the computer vision community. The existing works generally set out from the epipolar constraint and estimate the essential matrix,…

Computer Vision and Pattern Recognition · Computer Science 2025-08-21 Guangyang Zeng , Qingcheng Zeng , Xinghan Li , Biqiang Mu , Jiming Chen , Ling Shi , Junfeng Wu

While sensitivity analysis improves the transparency and reliability of mathematical models, its uptake by modelers is still scarce. This is partially explained by its technical requirements, which may be hard to understand and implement by…

Applications · Statistics 2023-03-20 Arnald Puy , Pamphile T. Roy , Andrea Saltelli

In regression modelling approach, the main step is to fit the regression line as close as possible to the target variable. In this process most algorithms try to fit all of the data in a single line and hence fitting all parts of target…

Machine Learning · Statistics 2018-05-07 Kumarjit Pathak , Jitin Kapila , Aasheesh Barvey , Nikit Gawande

Template matching is a basic method in image analysis to extract useful information from images. In this paper, we suggest a new method for pattern matching. Our method transform the template image from two dimensional image into one…

Computer Vision and Pattern Recognition · Computer Science 2014-09-11 Y. M. Fouda
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