Related papers: Linear regression with unmatched data: a deconvolu…
This work proposes a learning-based statistical refinement method for improving the denoising results of a given denoiser without knowing the precise noise distribution or accessing clean images or calibration data. While there are many…
Efficient estimation under bias sampling, censoring or truncation is a difficult question which has been partially answered and the usual estimators are not always consistent. Several biased designs are considered for models with variables…
Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…
The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…
Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…
We prove the weak consistency of the posterior distribution and that of the Bayes estimator for a two-phase piecewise linear regression mdoel where the break-point is unknown. The non-differentiability of the likelihood of the model with…
In this paper we consider a random variable $Y$ contamined by an independent additive noise $Z$. We assume that $Z$ has known distribution. Our purpose is to test the distribution of the unobserved random variable $Y$. We propose a data…
Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…
In this paper, we study problem of estimating a sparse regression vector with correct support in the presence of outlier samples. The inconsistency of lasso-type methods is well known in this scenario. We propose a combinatorial version of…
Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address this challenge in a semi-parametric context: estimating the…
We consider the linear inverse problem of estimating an unknown signal $f$ from noisy measurements on $Kf$ where the linear operator $K$ admits a wavelet-vaguelette decomposition (WVD). We formulate the problem in the Gaussian sequence…
We study the problem of estimation and testing in logistic regression with class-conditional noise in the observed labels, which has an important implication in the Positive-Unlabeled (PU) learning setting. With the key observation that the…
In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…
Via a simulation study we compare the finite sample performance of the deconvolution kernel density estimator in the supersmooth deconvolution problem to its asymptotic behaviour predicted by two asymptotic normality theorems. Our results…
We consider the problem of super-resolving the line spectrum of a multisinusoidal signal from a finite number of samples, some of which may be completely corrupted. Measurements of this form can be modeled as an additive mixture of a…
Covariance regression analysis is an approach to linking the covariance of responses to a set of explanatory variables $X$, where $X$ can be a vector, matrix, or tensor. Most of the literature on this topic focuses on the "Fixed-$X$"…
The estimation of the treatment effect is often biased in the presence of unobserved confounding variables which are commonly referred to as hidden variables. Although a few methods have been recently proposed to handle the effect of hidden…
In the list-decodable learning setup, an overwhelming majority (say a $1-\beta$-fraction) of the input data consists of outliers and the goal of an algorithm is to output a small list $\mathcal{L}$ of hypotheses such that one of them agrees…
Conventionally, regression discontinuity analysis contrasts a univariate regression's limits as its independent variable, $R$, approaches a cut-point, $c$, from either side. Alternative methods target the average treatment effect in a small…
We consider the problem of predicting values of a random process or field satisfying a linear model $y(x)=\theta^\top f(x) + \varepsilon(x)$, where errors $\varepsilon(x)$ are correlated. This is a common problem in kriging, where the case…