Related papers: SLOE: A Faster Method for Statistical Inference in…
The l1-regularized logistic regression (or sparse logistic regression) is a widely used method for simultaneous classification and feature selection. Although many recent efforts have been devoted to its efficient implementation, its…
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
Motivation: The high dimensionality of genomic data calls for the development of specific classification methodologies, especially to prevent over-optimistic predictions. This challenge can be tackled by compression and variable selection,…
Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…
High-dimensional data sets have become ubiquitous in the past few decades, often with many more covariates than observations. In the frequentist setting, penalized likelihood methods are the most popular approach for variable selection and…
Logistic regression is commonly used for modeling dichotomous outcomes. In the classical setting, where the number of observations is much larger than the number of parameters, properties of the maximum likelihood estimator in logistic…
Maximum likelihood estimation (MLE) is a well-known estimation method used in many robotic and computer vision applications. Under Gaussian assumption, the MLE converts to a nonlinear least squares (NLS) problem. Efficient solutions to NLS…
This article investigates uncertainty quantification of the generalized linear lasso~(GLL), a popular variable selection method in high-dimensional regression settings. In many fields of study, researchers use data-driven methods to select…
We propose SLOT (Sample-specific Language Model Optimization at Test-time), a novel and parameter-efficient test-time inference approach that enhances a language model's ability to more accurately respond to individual prompts. Existing…
Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…
Engineering problems that are modeled using sophisticated mathematical methods or are characterized by expensive-to-conduct tests or experiments, are encumbered with limited budget or finite computational resources. Moreover, practical…
Nonlinear regression problem is one of the most popular and important statistical tasks. The first methods like least squares estimation go back to Gauss and Legendre. Recent models and developments in statistics and machine learning like…
Sparse linear regression (SLR) is a well-studied problem in statistics where one is given a design matrix $X\in\mathbb{R}^{m\times n}$ and a response vector $y=X\theta^*+w$ for a $k$-sparse vector $\theta^*$ (that is, $\|\theta^*\|_0\leq…
This paper investigates the asymptotic distribution of the maximum-likelihood estimate (MLE) in multinomial logistic models in the high-dimensional regime where dimension and sample size are of the same order. While classical large-sample…
Multi-task learning (MTL) is a subfield of machine learning with important applications, but the multi-objective nature of optimization in MTL leads to difficulties in balancing training between tasks. The best MTL optimization methods…
Heatmap-based methods dominate in the field of human pose estimation by modelling the output distribution through likelihood heatmaps. In contrast, regression-based methods are more efficient but suffer from inferior performance. In this…
Reinforcement learning (RL) has become an effective way to improve prompt alignment and perceptual quality in diffusion and flow-matching generators. A critical step for applying online RL to flow matching is turning the deterministic…
Synthetic likelihood (SL) is a strategy for parameter inference when the likelihood function is analytically or computationally intractable. In SL, the likelihood function of the data is replaced by a multivariate Gaussian density over…
The sparsity-restricted maximum likelihood estimator (SMLE) has received considerable attention for feature screening in ultrahigh-dimensional regression. SMLE is a computationally convenient method that naturally incorporates the joint…
This paper presents a score-based weighted likelihood estimator (SWLE) for robust estimations of generalized linear model (GLM) for insurance loss data. The SWLE exhibits a limited sensitivity to the outliers, theoretically justifying its…