Related papers: Robust Information Criterion for Model Selection i…
Longitudinal data are common in clinical trials and observational studies, where missing outcomes due to dropouts are always encountered. Under such context with the assumption of missing at random, the weighted generalized estimating…
This paper introduces and develops a theoretical extension of the widely applicable information criterion (WAIC), called the Covariance-Corrected WAIC (CC-WAIC), that applied for Bayesian sequential data models. The CC-WAIC accounts for…
Scale variation has been a challenge from traditional to modern approaches in computer vision. Most solutions to scale issues have a similar theme: a set of intuitive and manually designed policies that are generic and fixed (e.g. SIFT or…
In the context of statistical learning, the Information Bottleneck method seeks a right balance between accuracy and generalization capability through a suitable tradeoff between compression complexity, measured by minimum description…
A meta-model of the input-output data of a computationally expensive simulation is often employed for prediction, optimization, or sensitivity analysis purposes. Fitting is enabled by a designed experiment, and for computationally expensive…
Information theoretic criteria (ITC) have been widely adopted in engineering and statistics for selecting, among an ordered set of candidate models, the one that better fits the observed sample data. The selected model minimizes a penalized…
We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…
A crucial part of data analysis is the validation of the resulting estimators, in particular, if several competing estimators need to be compared. Whether an estimator can be objectively validated is not a trivial property. If there exists…
Machine learning methods are used to discover complex nonlinear relationships in biological and medical data. However, sophisticated learning models are computationally unfeasible for data with millions of features. Here we introduce the…
We derive a new Bayesian Information Criterion (BIC) by formulating the problem of estimating the number of clusters in an observed data set as maximization of the posterior probability of the candidate models. Given that some mild…
We propose a new sparse estimation method, termed MIC (Minimum approximated Information Criterion), for generalized linear models (GLM) in fixed dimensions. What is essentially involved in MIC is the approximation of the $\ell_0$-norm with…
This paper motivates and develops a novel and focused approach to variable selection in linear regression models. For estimating the regression mean $\mu=\E\,(Y\midd x_0)$, for the covariate vector of a given individual, there is a list of…
We revisit the problem of model-based object recognition for intensity images and attempt to address some of the shortcomings of existing Bayesian methods, such as unsuitable priors and the treatment of residuals with a non-robust error…
Point estimation is a fundamental statistical task. Given the wide selection of available point estimators, it is unclear, however, what, if any, would be universally-agreed theoretical reasons to generally prefer one such estimator over…
It is now practically the norm for data to be very high dimensional in areas such as genetics, machine vision, image analysis and many others. When analyzing such data, parametric models are often too inflexible while nonparametric…
Hilbert-Schmidt Independence Criterion (HSIC) has recently been used in the field of single-index models to estimate the directions. Compared with some other well-established methods, it requires relatively weaker conditions. However, its…
We introduce a criterion, resilience, which allows properties of a dataset (such as its mean or best low rank approximation) to be robustly computed, even in the presence of a large fraction of arbitrary additional data. Resilience is a…
In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…
Non-concave penalized maximum likelihood methods, such as the Bridge, the SCAD, and the MCP, are widely used because they not only do parameter estimation and variable selection simultaneously but also have a high efficiency as compared to…
Bayesian model selection commonly relies on Laplace approximation or the Bayesian Information Criterion (BIC), which assume that the effective model dimension equals the number of parameters. Singular learning theory replaces this…