Related papers: Non-Bayesian Parametric Missing-Mass Estimation

This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…

Recalibrating probabilistic classifiers is vital for enhancing the reliability and accuracy of predictive models. Despite the development of numerous recalibration algorithms, there is still a lack of a comprehensive theory that integrates…

We study the problem of estimating a distribution over a finite alphabet from an i.i.d. sample, with accuracy measured in relative entropy (Kullback-Leibler divergence). While optimal bounds on the expected risk are known, high-probability…

Multilevel network meta-regression (ML-NMR) enables population-adjusted indirect treatment comparisons by combining individual patient data (IPD) with aggregate data. When individual-level covariates are unavailable, ML-NMR marginalizes…

Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…

This letter investigates channel estimation for ultra-massive multiple-input multiple-output (MIMO) communications. We propose a joint low-rank and sparse Bayesian estimation (LRSBE) algorithm for spatial non-stationary ultra-massive…

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…

The Laplace approximation (LA) has been proposed as a method for approximating the marginal likelihood of statistical models with latent variables. However, the approximate maximum likelihood estimators (MLEs) based on the LA are often…

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

The recently proposed Collaborative Metric Learning (CML) paradigm has aroused wide interest in the area of recommendation systems (RS) owing to its simplicity and effectiveness. Typically, the existing literature of CML depends largely on…

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

The estimation of coverage probabilities, and in particular of the missing mass, is a classical statistical problem with applications in numerous scientific fields. In this paper, we study this problem in relation to randomized data…

Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…

Restricted Boltzmann machines (RBMs) are energy-based models analogous to the Ising model and are widely applied in statistical machine learning. The standard inverse Ising problem with a complete dataset requires computing both data and…

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Constructing unbiased estimators from Markov chain Monte Carlo (MCMC) outputs is a difficult problem that has recently received a lot of attention in the statistics and machine learning communities. However, the current unbiased MCMC…

We analyze the best achievable performance of Bayesian learning under generative models by defining and upper-bounding the minimum excess risk (MER): the gap between the minimum expected loss attainable by learning from data and the minimum…

Marginal structural models (MSMs) are commonly used to estimate causal intervention effects in longitudinal non-randomised studies. A common issue when analysing data from observational studies is the presence of incomplete confounder data,…

In this paper, we analyze the impact of compressed sensing with complex random matrices on Fisher information and the Cram\'{e}r-Rao Bound (CRB) for estimating unknown parameters in the mean value function of a complex multivariate normal…