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This study proposes a mixed logit model with multivariate nonparametric finite mixture distributions. The support of the distribution is specified as a high-dimensional grid over the coefficient space, with equal or unequal intervals…

Econometrics · Economics 2018-02-08 Akshay Vij , Rico Krueger

High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…

Methodology · Statistics 2026-02-25 Xiaoning Kang , Lulu Kang

We introduce a unified and computationally efficient framework for regression on network data, addressing limitations of existing models that require specialized estimation procedures or impose restrictive decay assumptions. Our Network…

Methodology · Statistics 2026-01-16 Yingying Ma , Chenlei Leng

Future prediction is a fundamental principle of intelligence that helps plan actions and avoid possible dangers. As the future is uncertain to a large extent, modeling the uncertainty and multimodality of the future states is of great…

Computer Vision and Pattern Recognition · Computer Science 2020-06-09 Osama Makansi , Eddy Ilg , Özgün Cicek , Thomas Brox

Flow based models such as Real NVP are an extremely powerful approach to density estimation. However, existing flow based models are restricted to transforming continuous densities over a continuous input space into similarly continuous…

Machine Learning · Computer Science 2020-08-27 Laurent Dinh , Jascha Sohl-Dickstein , Hugo Larochelle , Razvan Pascanu

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

This paper proposes a Mixture Density Network specifically designed for forecasting time series that exhibit locally explosive behavior. By incorporating skewed t-distributions as mixture components, our approach offers enhanced flexibility…

Methodology · Statistics 2026-02-11 Elena Dumitrescu , Julien Peignon , Arthur Thomas

Datacenters are increasingly becoming heterogeneous, and are starting to include specialized hardware for networking, video processing, and especially deep learning. To leverage the heterogeneous compute capability of modern datacenters, we…

Machine Learning · Computer Science 2023-08-03 Yassine Ghannane , Mohamed S. Abdelfattah

This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…

Methodology · Statistics 2023-03-16 Cheng Peng , Stanislav Uryasev

We study a sequential mechanism design problem in which a principal seeks to elicit truthful reports from multiple rational agents while starting with no prior knowledge of agents' beliefs. We introduce Distributionally Robust Adaptive…

Computer Science and Game Theory · Computer Science 2026-04-22 Qiushi Han , David Simchi-Levi , Renfei Tan , Zishuo Zhao

Safely deploying robots in uncertain and dynamic environments requires a systematic accounting of various risks, both within and across layers in an autonomy stack from perception to motion planning and control. Many widely used motion…

Systems and Control · Electrical Eng. & Systems 2020-02-10 Venkatraman Renganathan , Iman Shames , Tyler H. Summers

In this study, we propose a robust mixture regression procedure based on the skew t distribution to model heavy-tailed and/or skewed errors in a mixture regression setting. Using the scale mixture representation of the skew t distribution,…

Statistics Theory · Mathematics 2017-06-12 Fatma Zehra Doğru , Olcay Arslan

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Computation · Statistics 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Statistics Theory · Mathematics 2008-05-27 Jiahua Chen , Xianming Tan

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…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

Divergence From Randomness (DFR) ranking models assume that informative terms are distributed in a corpus differently than non-informative terms. Different statistical models (e.g. Poisson, geometric) are used to model the distribution of…

Information Retrieval · Computer Science 2016-09-06 Casper Petersen , Jakob Grue Simonsen , Kalervo Jarvelin , Christina Lioma

In this paper, we propose the Graph-Fused Multivariate Regression (GFMR) via Total Variation regularization, a novel method for estimating the association between a one-dimensional or multidimensional array outcome and scalar predictors.…

Methodology · Statistics 2020-01-15 Ying Liu , Bowei Yan , Kathleen Merikangas , Haochang Shou

Combining discrete probability distributions and combinatorial optimization problems with neural network components has numerous applications but poses several challenges. We propose Implicit Maximum Likelihood Estimation (I-MLE), a…

Machine Learning · Computer Science 2021-10-28 Mathias Niepert , Pasquale Minervini , Luca Franceschi

Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…

Methodology · Statistics 2026-01-21 Peterson Mambondimumwe , Sphiwe B. Skhosana , Najmeh Nakhaei Rad