Related papers: Expected Validation Performance and Estimation of …

Inferring information from a set of acquired data is the main objective of any signal processing (SP) method. In particular, the common problem of estimating the value of a vector of parameters from a set of noisy measurements is at the…

In optimization problems, the quality of a candidate solution can be characterized by the optimality gap. For most stochastic optimization problems, this gap must be statistically estimated. We show that for risk-averse problems, standard…

In this paper we propose an efficient stochastic optimization algorithm to search for Bayesian experimental designs such that the expected information gain is maximized. The gradient of the expected information gain with respect to…

Auxiliary variable is extensively used in survey sampling to improve the precision of estimates. Whenever there is availability of auxiliary information, we want to utilize it in the method of estimation to obtain the most efficient…

High-quality datasets are critical for training and evaluating reliable NLP models. In tasks like natural language inference (NLI), human label variation (HLV) arises when multiple labels are valid for the same instance, making it difficult…

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…

We address the issue of estimating the regression vector $\beta$ in the generic $s$-sparse linear model $y = X\beta+z$, with $\beta\in\R^{p}$, $y\in\R^{n}$, $z\sim\mathcal N(0,\sg^2 I)$ and $p> n$ when the variance $\sg^{2}$ is unknown. We…

In empirical research, when we have multiple estimators for the same parameter of interest, a central question arises: how do we combine unbiased but less precise estimators with biased but more precise ones to improve the inference? Under…

We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…

In this work, we study the problem of distributed mean estimation with $1$-bit communication constraints when the variance is unknown. We focus on the specific case where each user has access to one i.i.d. sample drawn from a distribution…

Consider a nonlinear regression model : y_{i}=g(x_{i},{\theta})+e_{i}, i=1,...,n, where the x_{i} are random predictors x_{i} and {\theta} is the unknown parameter vector ranging in a set {\Theta}\subsetR^{p}. All known results on the…

Brittle optimization has been observed to adversely impact model likelihoods for regression and VAEs when simultaneously fitting neural network mappings from a (random) variable onto the mean and variance of a dependent Gaussian variable.…

When performing supervised learning with the model selected using validation error from sample splitting and cross validation, the minimum value of the validation error can be biased downward. We propose two simple methods that use the…

Several well known estimators of finite population mean and its functions are investigated under some standard sampling designs. Such functions of mean include the variance, the correlation coefficient and the regression coefficient in the…

Several recently developed methods have the potential to harness machine learning in the pursuit of target quantities inspired by causal inference, including inverse weighting, doubly robust estimating equations and substitution estimators…

We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…

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 tackle covariance estimation in low-sample scenarios, employing a structured covariance matrix with shrinkage methods. These involve convexly combining a low-bias/high-variance empirical estimate with a biased regularization estimator,…

We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…

Experimentation platforms in industry must often deal with customer trust issues. Platforms must prove the validity of their claims as well as catch issues that arise. As a central quantity estimated by experimentation platforms, the…