Related papers: Estimation of copulas via Maximum Mean Discrepancy
In this manuscript, we consider a finite nonparametric mixture model with non-independent marginal density functions. Dependence between the marginal densities is modeled using a copula device. Until recently, no deterministic algorithms…
We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…
Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…
The following detection problem is studied, in which there are $M$ sequences of samples out of which one outlier sequence needs to be detected. Each typical sequence contains $n$ independent and identically distributed (i.i.d.) continuous…
The modeling of dependence between maxima is an important subject in several applications in risk analysis. To this aim, the extreme value copula function, characterised via the madogram, can be used as a margin-free description of the…
Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…
The composite likelihood (CL) is amongst the computational methods used for estimation of the generalized linear mixed model (GLMM) in the context of bivariate meta-analysis of diagnostic test accuracy studies. Its advantage is that the…
Recent research has established sufficient conditions for finite mixture models to be identifiable from grouped observations. These conditions allow the mixture components to be nonparametric and have substantial (or even total) overlap.…
Robust estimators of large covariance matrices are considered, comprising regularized (linear shrinkage) modifications of Maronna's classical M-estimators. These estimators provide robustness to outliers, while simultaneously being…
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,…
In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…
Reliable uncertainty estimation is crucial for machine learning models, especially in safety-critical domains. While exact Bayesian inference offers a principled approach, it is often computationally infeasible for deep neural networks.…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
We present results on the estimation and evaluation of success probabilities for ordinal optimisation over uncountable sets (such as subsets of $\mathbb{R}^{d}$). Our formulation invokes an assumption of a Gaussian copula model, and we show…
The Minimum Covariance Determinant (MCD) method is a widely adopted tool for robust estimation and outlier detection. In this paper, we introduce MCD model selection based on the notion of stability. Our best subset method leverages prior…
Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…
The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong…
Generating code from a natural language programming task is one of the most successful applications of Large Language Models (LLMs). Yet, the generated program may be buggy. Without an oracle, such as an existing, correct implementation or…
Uncertain information on input parameters of reliability models is usually modeled by considering these parameters as random, and described by marginal distributions and a dependence structure of these variables. In numerous real-world…
We propose two novel nonparametric two-sample kernel tests based on the Maximum Mean Discrepancy (MMD). First, for a fixed kernel, we construct an MMD test using either permutations or a wild bootstrap, two popular numerical procedures to…