Related papers: Monotonous Parameter Estimation of One Class of No…
A problem of online estimation of unknown parameters is considered for a linear regression equation, which is affected by an additive perturbation that can be caused by measurement noise (that corrupts regressor and regressand), as well as…
We study the problem of estimating the parameters of a regression model from a set of observations, each consisting of a response and a predictor. The response is assumed to be related to the predictor via a regression model of unknown…
Active learning can reduce the number of samples needed to perform a hypothesis test and to estimate the parameters of a model. In this paper, we revisit the work of Chernoff that described an asymptotically optimal algorithm for performing…
This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…
We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…
We study the problem of estimating a functional or a parameter in the context where outcome is subject to nonignorable missingness. We completely avoid modeling the regression relation, while allowing the propensity to be modeled by a…
Linear regression models have been extensively considered in the literature. However, in some practical applications they may not be appropriate all over the range of the covariate. In this paper, a more flexible model is introduced by…
One of the most surprising and exciting discoveries in supervised learning was the benefit of overparameterization (i.e. training a very large model) to improving the optimization landscape of a problem, with minimal effect on statistical…
We propose a two-step pseudo-maximum likelihood procedure for semiparametric single-index regression models where the conditional variance is a known function of the regression and an additional parameter. The Poisson single-index…
Regression adjustment is broadly applied in randomized trials under the premise that it usually improves the precision of a treatment effect estimator. However, previous work has shown that this is not always true. To further understand…
In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares estimators of the parameters in the homoskedastic case, and establish asymptotic theory…
We consider parameter inference for linear quantile regression with non-stationary predictors and errors, where the regression parameters are subject to inequality constraints. We show that the constrained quantile coefficient estimators…
The article investigates an algorithm for identifying an unknown constant parameter for a scalar regression model using a nonlinear operator that allows us to obtain a new regression equation (with an expanded number of unknown parameters)…
Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…
In this paper, we study a class of misspecified variational inequalities (VIs) where both the monotone operator and nonlinear convex constraints depend on an unknown parameter learned via a secondary VI. Existing data-driven VI methods…
Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…
The method to design exponentially stable adaptive observers is proposed for linear time-invariant systems parameterized by unknown physical parameters. Unlike existing adaptive solutions, the system state-space matrices A, B are not…
This paper considers an empirical likelihood inference for parameters defined by general estimating equations, when data are missing at random. The efficiency of existing estimators depends critically on correctly specifying the conditional…
Suppose that we observe independent random pairs $(X_1,Y_1)$, $(X_2,Y_2)$, >..., $(X_n,Y_n)$. Our goal is to estimate regression functions such as the conditional mean or $\beta$--quantile of $Y$ given $X$, where $0<\beta <1$. In order to…
Suppose a process yields independent observations whose distributions belong to a family parameterized by \theta\in\Theta. When the process is in control, the observations are i.i.d. with a known parameter value \theta_0. When the process…