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The semi-parametric Cox proportional hazards regression model has been widely used for many years in several applied sciences. However, a fully parametric proportional hazards model, if appropriately assumed, can often lead to more…
This paper develops a methodology for robust Bayesian inference through the use of disparities. Metrics such as Hellinger distance and negative exponential disparity have a long history in robust estimation in frequentist inference. We…
Health data are often not symmetric to be adequately modeled through the usual normal distributions; most of them exhibit skewed patterns. They can indeed be modeled better through the larger family of skew-normal distributions covering…
When maximum likelihood estimation is infeasible, one often turns to score matching, contrastive divergence, or minimum probability flow to obtain tractable parameter estimates. We provide a unifying perspective of these techniques as…
Model selection is a cornerstone of statistical inference, where information criteria are widely employed to balance model fit and complexity. However, classical likelihood-based criteria are often highly sensitive to contamination,…
Deep metric learning techniques have been used for visual representation in various supervised and unsupervised learning tasks through learning embeddings of samples with deep networks. However, classic approaches, which employ a fixed…
This paper proposes minimum distance inference for a structural parameter of interest, which is robust to the lack of identification of other structural nuisance parameters. Some choices of the weighting matrix lead to asymptotic…
Density ratio estimation (DRE) is at the core of various machine learning tasks such as anomaly detection and domain adaptation. In existing studies on DRE, methods based on Bregman divergence (BD) minimization have been extensively…
Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical techniques based on maximum likelihood and related methods. Recently Ghosh et al. (2013) proposed a general class…
Privacy preservation in machine learning, particularly through Differentially Private Stochastic Gradient Descent (DP-SGD), is critical for sensitive data analysis. However, existing statistical inference methods for SGD predominantly focus…
In this study, we propose a high-performance disparity (depth) estimation method using dual-pixel (DP) images with few parameters. Conventional end-to-end deep-learning methods have many parameters but do not fully exploit disparity…
Despite the recent visually-pleasing results achieved, the massive computational cost has been a long-standing flaw for diffusion probabilistic models (DPMs), which, in turn, greatly limits their applications on resource-limited platforms.…
This paper develops a robust dynamic mode decomposition (RDMD) method endowed with statistical and numerical robustness. Statistical robustness ensures estimation efficiency at the Gaussian and non-Gaussian probability distributions,…
The probability density function (PDF) plays a central role in statistical and machine learning modeling. Real-world data often deviates from Gaussian assumptions, exhibiting skewness and exponential decay. To evaluate how well different…
Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical maximum likelihood based techniques. Recently Ghosh et al. (2013) proposed a general class of divergence measures…
In frequentist inference, minimizing the Hellinger distance between a kernel density estimate and a parametric family produces estimators that are both robust to outliers and statistically efficienty when the parametric model is correct.…
Statistical modeling of rainfall data is an active research area in agro-meteorology. The most common models fitted to such datasets are exponential, gamma, log-normal, and Weibull distributions. As an alternative to some of these models,…
Density-based directed distances -- particularly known as divergences -- between probability distributions are widely used in statistics as well as in the adjacent research fields of information theory, artificial intelligence and machine…
The convergence speed of stochastic gradient descent (SGD) can be improved by actively selecting mini-batches. We explore sampling schemes where similar data points are less likely to be selected in the same mini-batch. In particular, we…
Method of parameterizing and smoothing the unknown underling distributions using Bernstein polynomials is proposed, verified and investigated. Any distribution with bounded and smooth enough density can be approximated by the proposed…