Related papers: SMLE: An R Package for Joint Feature Screening in …

We present csSampling, an R package for estimation of Bayesian models for data collected from complex survey samples. csSampling combines functionality from the probabilistic programming language Stan (via the rstan and brms R packages) and…

In high-dimensional generalized linear models, it is crucial to identify a sparse model that adequately accounts for response variation. Although the best subset section has been widely regarded as the Holy Grail of problems of this type,…

Survey data can contain a high number of features while having a comparatively low quantity of examples. Machine learning models that attempt to predict outcomes from survey data under these conditions can overfit and result in poor…

Investigation of well-motivated parameter space in the theories of Beyond the Standard Model (BSM) plays an important role in new physics discoveries. However, a large-scale exploration of models with multi-parameter or equivalent solutions…

Though quite challenging, leveraging large-scale unlabeled or partially labeled images in a cost-effective way has increasingly attracted interests for its great importance to computer vision. To tackle this problem, many Active Learning…

Even though in recent years the scale of statistical analysis problems has increased tremendously, many statistical software tools are still limited to single-node computations. However, statistical analyses are largely based on dense…

In this article, we present the maximum weighted likelihood estimator (MWLE) for robust estimations of heavy-tail finite mixture models (FMM). This is motivated by the complex distributional phenomena of insurance claim severity data, where…

Exact MLE for generalized linear mixed models (GLMMs) is a long-standing problem unsolved until today. The proposed research solves the problem. In this problem, the main difficulty is caused by intractable integrals in the likelihood…

Probabilistic Face Embeddings (PFE) can improve face recognition performance in unconstrained scenarios by integrating data uncertainty into the feature representation. However, existing PFE methods tend to be over-confident in estimating…

SVEMnet is an R package for fitting Self-Validated Ensemble Models (SVEM) with elastic-net base learners and performing multi-response optimization in small-sample mixture-process design-of-experiments (DOE) studies with numeric,…

Latent Markov (LM) models represent an important class of models for the analysis of longitudinal data (Bartolucci et. al., 2013), especially when response variables are categorical. These models have a great potential of application for…

This work studies the properties of the maximum likelihood estimator (MLE) of a non-linear model with Gaussian errors and multidimensional parameter. The observations are collected in a two-stage experimental design and are dependent since…

In this paper we propose an enhanced version of the residual sub-sampling method (RSM) in [9] for adaptive interpolation by radial basis functions (RBFs). More precisely, we introduce in the context of sub-sampling methods a maximum profile…

In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on…

We describe $k$-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization…

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

In this paper we present the SPICE approach for sparse parameter estimation in a framework that unifies it with other hyperparameter-free methods, namely LIKES, SLIM and IAA. Specifically, we show how the latter methods can be interpreted…

Mixed effects (ME) models inform a vast array of problems in the physical and social sciences, and are pervasive in meta-analysis. We consider ME models where the random effects component is linear. We then develop an efficient approach for…

Both feature selection and hyperparameter tuning are key tasks in machine learning. Hyperparameter tuning is often useful to increase model performance, while feature selection is undertaken to attain sparse models. Sparsity may yield…

Ultrafast multidimensional spectroscopies are powerful tools that can access charge and energy flow in complex materials, shifting chemical kinetics, and even many-body interactions in correlated matter. However, current implementations…