Related papers: Semiparametric empirical likelihood inference with…

While deep neural networks (DNNs) are used for prediction, inference on DNN-estimated subject-specific means for categorical or exponential family outcomes remains underexplored. We address this by proposing a DNN estimator under…

We study structural equation modeling (SEM) for diffusion processes with jumps. Based on high-frequency data, we consider the parameter estimation and the goodness-of-fit test in the SEM. Using a threshold method, we propose the…

Maximum pseudolikelihood (MPL) estimators are useful alternatives to maximum likelihood (ML) estimators when likelihood functions are more difficult to manipulate than their marginal and conditional components. Furthermore, MPL estimators…

Recently, invariant risk minimization (IRM) was proposed as a promising solution to address out-of-distribution (OOD) generalization. However, it is unclear when IRM should be preferred over the widely-employed empirical risk minimization…

During the past few decades, missing-data problems have been studied extensively, with a focus on the ignorable missing case, where the missing probability depends only on observable quantities. By contrast, research into non-ignorable…

We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory,…

The Rasch model, a classical model in the item response theory, is widely used in psychometrics to model the relationship between individuals' latent traits and their binary responses to assessments or questionnaires. In this paper, we…

Capture-recapture experiments are widely used to estimate the abundance of a finite population. Based on capture-recapture data, the empirical likelihood (EL) method has been shown to outperform the conventional conditional likelihood (CL)…

Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…

A basic issue in both teaching of and practice of statistics is the interplay between modelling assumptions and inference performance. The general message conveyed is that stronger assumptions lead to better statistical performance of the…

Uncertainty quantification is crucial to assess prediction quality of a machine learning model. In the case of Extreme Learning Machines (ELM), most methods proposed in the literature make strong assumptions on the data, ignore the…

This paper establishes the almost sure convergence and asymptotic normality of levels and differenced quasi maximum-likelihood (QML) estimators of dynamic panel data models. The QML estimators are robust with respect to initial conditions,…

Statistical inference on histograms and frequency counts plays a central role in categorical data analysis. Moving beyond classical methods that directly analyze labeled frequencies, we introduce a framework that models the multiset of…

With the growth of interest in network data across fields, the Exponential Random Graph Model (ERGM) has emerged as the leading approach to the statistical analysis of network data. ERGM parameter estimation requires the approximation of an…

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…

Consider a semi-supervised setting with a labeled dataset of binary responses and predictors and an unlabeled dataset with only the predictors. Logistic regression is equivalent to an exponential tilt model in the labeled population. For…

This paper considers an empirical likelihood inference for parameters defined by general estimating equations, when data are missing at random. The efficiency of existing estimators depends critically on correctly specifying the conditional…

Distributionally Robust Reinforcement Learning (DR-RL) aims to derive a policy optimizing the worst-case performance within a predefined uncertainty set. Despite extensive research, previous DR-RL algorithms have predominantly favored…

In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…

This paper questions the effectiveness of a modern predictive uncertainty quantification approach, called \emph{evidential deep learning} (EDL), in which a single neural network model is trained to learn a meta distribution over the…