Related papers: Modeling Sparse Data Using MLE with Applications t…
Count data are common in medical research. When these data have more zeros than expected by the most used count distributions, it is common to employ a zero-inflated regression model. However, the interpretability of these models is much…
The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…
This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of the ML estimator and local asymptotic normality for the models under general conditions which allow…
Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. The problem is to maximize the likelihood function with respect to given data on a statistical model. An algebraic approach to this problem is to…
Knowing the link between observed predictive variables and outcomes is crucial for making inference in any regression model. When this link is missing, partially or completely, classical estimation methods fail in recovering the true…
Sparse models, including sparse Mixture-of-Experts (MoE) models, have emerged as an effective approach for scaling Transformer models. However, they often suffer from computational inefficiency since a significant number of parameters are…
Fitting high-dimensional data involves a delicate tradeoff between faithful representation and the use of sparse models. Too often, sparsity assumptions on the fitted model are too restrictive to provide a faithful representation of the…
We consider the problem of estimating functionals of discrete distributions, and focus on tight nonasymptotic analysis of the worst case squared error risk of widely used estimators. We apply concentration inequalities to analyze the random…
Identifying important features linked to a response variable is a fundamental task in various scientific domains. This article explores statistical inference for simulated Markov random fields in high-dimensional settings. We introduce a…
We consider hidden Markov models indexed by a binary tree where the hidden state space is a general metric space. We study the maximum likelihood estimator (MLE) of the model parameters based only on the observed variables. In both…
This work approximates high-dimensional density functions with an ANOVA-like sparse structure by the mixture of wrapped Gaussian and von Mises distributions. When the dimension $d$ is very large, it is complex and impossible to train the…
Sparse Bayesian Learning (SBL) models are extensively used in signal processing and machine learning for promoting sparsity through hierarchical priors. The hyperparameters in SBL models are crucial for the model's performance, but they are…
In causal inference, properly selecting the propensity score (PS) model is an important topic and has been widely investigated in observational studies. There is also a large literature focusing on the missing data problem. However, there…
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…
Temporal Point Processes (TPP) with partial likelihoods involving a latent structure often entail an intractable marginalization, thus making inference hard. We propose a novel approach to Maximum Likelihood Estimation (MLE) involving…
Weakly supervised named entity recognition methods train label models to aggregate the token annotations of multiple noisy labeling functions (LFs) without seeing any manually annotated labels. To work well, the label model needs to…
We consider parameter estimation in finite hidden state space Markov models with time-dependent inhomogeneous noise, where the inhomogeneity vanishes sufficiently fast. Based on the concept of asymptotic mean stationary processes we prove…
We develop a generally applicable full-information inference method for heterogeneous agent models, combining aggregate time series data and repeated cross sections of micro data. To handle unobserved aggregate state variables that affect…
Scoring systems are classification models that only require users to add, subtract and multiply a few meaningful numbers to make a prediction. These models are often used because they are practical and interpretable. In this paper, we…
This paper presents a robust alternative to the Maximum Likelihood Estimator (MLE) for the Polytomous Logistic Regression Model (PLRM), known as the family of minimum R\`enyi Pseudodistance (RP) estimators. The proposed minimum RP…