Related papers: Maximum pseudo-likelihood estimation in copula mod…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
Markov Chain Monte Carlo (MCMC) requires to evaluate the full data likelihood at different parameter values iteratively and is often computationally infeasible for large data sets. In this paper, we propose to approximate the log-likelihood…
Boltzmann machines (BMs) are a class of binary neural networks for which there have been numerous proposed methods of estimation. Recently, it has been shown that in the fully visible case of the BM, the method of maximum pseudolikelihood…
We consider estimation in a particular semiparametric regression model for the mean of a counting process with ``panel count'' data. The basic model assumption is that the conditional mean function of the counting process is of the form…
The pseudo-marginal (PM) approach is increasingly used for Bayesian inference in statistical models, where the likelihood is intractable but can be estimated unbiasedly. %Examples include random effect models, state-space models and data…
Statistical inference of multiple parameters often involves a preliminary parameter selection stage. The selection stage has an impact on subsequent estimation, for example by introducing a selection bias. The post-selection maximum…
Downsampling or under-sampling is a technique that is utilized in the context of large and highly imbalanced classification models. We study optimal downsampling for imbalanced classification using generalized linear models (GLMs). We…
Misclassification of binary responses, if ignored, may severely bias the maximum likelihood estimators (MLE) of regression parameters. For such data, a binary regression model incorporating misclassification probabilities is extensively…
Recent state-of-the-art methods in imbalanced semi-supervised learning (SSL) rely on confidence-based pseudo-labeling with consistency regularization. To obtain high-quality pseudo-labels, a high confidence threshold is typically adopted.…
Pseudo-labeling (PL), a semi-supervised learning (SSL) method where a seed model performs self-training using pseudo-labels generated from untranscribed speech, has been shown to enhance the performance of end-to-end automatic speech…
This paper presents InterMPL, a semi-supervised learning method of end-to-end automatic speech recognition (ASR) that performs pseudo-labeling (PL) with intermediate supervision. Momentum PL (MPL) trains a connectionist temporal…
Multivariate meta-analysis of test accuracy studies when tests are evaluated in terms of sensitivity and specificity at more than one threshold represents an effective way to synthesize results by fully exploiting the data, if compared to…
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…
In this paper, we propose an efficient importance sampling algorithm for rare event simulation under copula models. In the algorithm, the derived optimal probability measure is based on the criterion of minimizing the variance of the…
We define a Maximum Likelihood (ML for short) estimator for the correlation function, {\xi}, that uses the same pair counting observables (D, R, DD, DR, RR) as the standard Landy and Szalay (1993, LS for short) estimator. The ML estimator…
Meta analysis is commonly-used to synthesize multiple results from individual studies. However, its validation is usually threatened by publication bias and between-study heterogeneity, which can be captured by the Copas selection model.…
This paper presents some results on the maximum likelihood (ML) estimation from incomplete data. Finite sample properties of conditional observed information matrices are established. They possess positive definiteness and the same Loewner…
In this paper, we study the identifiability and the estimation of the parameters of a copula-based multivariate model when the margins are unknown and are arbitrary, meaning that they can be continuous, discrete, or mixtures of continuous…
The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous…
The proportional hazards model has been extensively used in many fields such as biomedicine to estimate and perform statistical significance testing on the effects of covariates influencing the survival time of patients. The classical…