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This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…

Statistics Theory · Mathematics 2025-02-11 Jaimin Shah , Martina Cardone , Cynthia Rush , Alex Dytso

In learned image compression, probabilistic models play an essential role in characterizing the distribution of latent variables. The Gaussian model with mean and scale parameters has been widely used for its simplicity and effectiveness.…

Image and Video Processing · Electrical Eng. & Systems 2025-04-24 Haotian Zhang , Li Li , Dong Liu

Gaussian process (GP) regression is a powerful interpolation technique due to its flexibility in capturing non-linearity. In this paper, we provide a general framework for understanding the frequentist coverage of point-wise and…

Statistics Theory · Mathematics 2017-08-17 Yun Yang , Anirban Bhattacharya , Debdeep Pati

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

The recently developed semi-parametric generalized linear model (SPGLM) offers more flexibility as compared to the classical GLM by including the baseline or reference distribution of the response as an additional parameter in the model.…

Methodology · Statistics 2024-04-09 Entejar Alam , Peter Müller , Paul J. Rathouz

Inferential challenges that arise when data are censored have been extensively studied under the classical frameworks. In this paper, we provide an alternative generalized inferential model approach whose output is a data-dependent…

Methodology · Statistics 2021-11-16 Joyce Cahoon , Ryan Martin

We propose a novel approach for optimizing the graph ratio-cut by modeling the binary assignments as random variables. We provide an upper bound on the expected ratio-cut, as well as an unbiased estimate of its gradient, to learn the…

Machine Learning · Computer Science 2025-03-12 Ayoub Ghriss , Claire Monteleoni

This paper presents a method for fitting a copula-driven generalized linear mixed models. For added flexibility, the skew-normal copula is adopted for fitting. The correlation matrix of the skew-normal copula is used to capture the…

Methodology · Statistics 2017-08-01 Kalyan Das , Mohamad Elmasri , Arusharka Sen

We study the problem of selecting features associated with extreme values in high dimensional linear regression. Normally, in linear modeling problems, the presence of abnormal extreme values or outliers is considered an anomaly which…

Methodology · Statistics 2021-06-16 Andersen Chang , Minjie Wang , Genevera Allen

Overparametrization often helps improve the generalization performance. This paper presents a dual view of overparametrization suggesting that downsampling may also help generalize. Focusing on the proportional regime $m\asymp n \asymp p$,…

Statistics Theory · Mathematics 2023-10-17 Xin Chen , Yicheng Zeng , Siyue Yang , Qiang Sun

The scaling limit where both the size of the training set $P$ and the width $N$ of a deep neural network grow at the same rate, the so-called proportional-width regime, has been intensely studied for shallow, single-hidden-layer networks.…

The problem of finding the maximum likelihood estimates for the regression coefficients in generalised linear models with an L1 sparsity penalty is shown to be equivalent to minimising the unpenalised maximum log-likelihood function over a…

Methodology · Statistics 2015-12-21 Tom Michoel

Generalized extreme value (GEV) regression is often more adapted when we investigate a relationship between a binary response variable $Y$ which represents a rare event and potentiel predictors $\mathbf{X}$. In particular, we use the…

Methodology · Statistics 2021-05-04 Aba Diop , El Hadji Deme

In this paper, the worst-case probability measure over the data is introduced as a tool for characterizing the generalization capabilities of machine learning algorithms. More specifically, the worst-case probability measure is a Gibbs…

Machine Learning · Computer Science 2023-12-20 Xinying Zou , Samir M. Perlaza , Iñaki Esnaola , Eitan Altman

The generalized Laplace (GL) distribution, which falls in the larger family of generalized hyperbolic distributions, provides a versatile model to deal with a variety of applications thanks to its shape parameters. The elliptically…

Methodology · Statistics 2025-04-15 Marco Geraci

Expectation propagation is a general prescription for approximation of integrals in statistical inference problems. Its literature is mainly concerned with Bayesian inference scenarios. However, expectation propagation can also be used to…

Methodology · Statistics 2018-05-23 P. Hall , I. M. Johnstone , J. T. Ormerod , M. P. Wand , J. C. F. Yu

We show that common choices of kernel functions for a highly accurate and massively scalable nearest-neighbour based GP regression model (GPnn: \cite{GPnn}) exhibit gradual convergence to asymptotic behaviour as dataset-size $n$ increases.…

Statistics Theory · Mathematics 2024-04-10 Anthony Stephenson , Robert Allison , Edward Pyzer-Knapp

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch…

Machine Learning · Computer Science 2017-05-08 Nicolas Keriven , Anthony Bourrier , Rémi Gribonval , Patrick Pérez

We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the…

Statistics Theory · Mathematics 2007-06-13 Hans-Georg Muller , Ulrich Stadtmuller

The densest subgraph of a large graph usually refers to some subgraph with the highest average degree, which has been extended to the family of $p$-means dense subgraph objectives by~\citet{veldt2021generalized}. The $p$-mean densest…

Data Structures and Algorithms · Computer Science 2023-10-18 Chenglin Fan , Ping Li , Hanyu Peng