Related papers: Maximum pairwise-rank-likelihood-based inference f…
Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and…
In this paper we give a brief review of semiparametric theory, using as a running example the common problem of estimating an average causal effect. Semiparametric models allow at least part of the data-generating process to be unspecified…
Applications of structural equation models (SEMs) are often restricted to linear associations between variables. Maximum likelihood (ML) estimation in non-linear models may be complex and require numerical integration. Furthermore, ML…
Multivariate data that combine binary, categorical, count and continuous outcomes are common in the social and health sciences. We propose a semiparametric Bayesian latent variable model for multivariate data of arbitrary type that does not…
The main purpose of this article is to prove that, under certain assumptions in a linear prediction setting, optimal methods based upon model reduction and even an optimal predictor can be provided. The optimality is formulated in terms of…
Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…
We consider the solution of nonlinear inverse problems where the forward problem is a discretization of a partial differential equation. Such problems are notoriously difficult to solve in practice and require minimizing a combination of a…
We consider sequential or active ranking of a set of n items based on noisy pairwise comparisons. Items are ranked according to the probability that a given item beats a randomly chosen item, and ranking refers to partitioning the items…
\noindent Randomized nomination sampling (RNS) is a rank-based sampling technique which has been shown to be effective in several nonparametric studies involving environmental and ecological applications. In this paper, we investigate…
Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with…
We develop a pseudo-likelihood theory for rank one matrix estimation problems in the high dimensional limit. We prove a variational principle for the limiting pseudo-maximum likelihood which also characterizes the performance of the…
In this paper, we study a generalization of the two-groups model in the presence of covariates --- a problem that has recently received much attention in the statistical literature due to its applicability in multiple hypotheses testing…
Pairwise comparison models have been widely used for utility evaluation and rank aggregation across various fields. The increasing scale of modern problems underscores the need to understand statistical inference in these models when the…
We proposed a semi-parametric estimation procedure in order to estimate the parameters of a max-mixture model and also of a max-stable model (inverse max-stable model) as an alternative to composite likelihood. A good estimation by the…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
Many scoring applications require absolute predictions, while pairwise comparisons can provide a simpler learning objective. We present Pair2Score, a two-stage learning framework that transfers pairwise comparisons into absolute scoring…
Deciding which predictors to use plays an integral role in deriving statistical models in a wide range of applications. Motivated by the challenges of predicting events across a telecommunications network, we propose a semi-automated, joint…
Missing covariates are not uncommon in capture-recapture studies. When covariate information is missing at random in capture-recapture data, an empirical full likelihood method has been demonstrated to outperform…
Pairwise likelihood is a useful approximation to the full likelihood function for covariance estimation in high-dimensional context. It simplifies high-dimensional dependencies by combining marginal bivariate likelihood objects, thus making…
Skew normal mixture models provide a more flexible framework than the popular normal mixtures for modelling heterogeneous data with asymmetric behaviors. Due to the unboundedness of likelihood function and the divergency of shape…