Related papers: Density Ratio Estimation and Neyman Pearson Classi…
Parametric density estimation, for example as Gaussian distribution, is the base of the field of statistics. Machine learning requires inexpensive estimation of much more complex densities, and the basic approach is relatively costly…
Estimating the ratio of two probability densities from finitely many observations of the densities is a central problem in machine learning and statistics with applications in two-sample testing, divergence estimation, generative modeling,…
In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…
Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…
The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…
In Inverse Synthetic Aperture Radar (ISAR), random missing entries of the received radar echo matrix deteriorate the imaging quality, compromising target distinction from the background. Compressive sensing techniques or matrix completion…
Model-based unsupervised learning, as any learning task, stalls as soon as missing data occurs. This is even more true when the missing data are informative, or said missing not at random (MNAR). In this paper, we propose model-based…
Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of classifiers, we combine them and obtain a…
We consider a generalization of the classifier-based density-ratio estimation task to a quasiprobabilistic setting where probability densities can be negative. The problem with most loss functions used for this task is that they implicitly…
This paper presents DRE-CUSUM, an unsupervised density-ratio estimation (DRE) based approach to determine statistical changes in time-series data when no knowledge of the pre-and post-change distributions are available. The core idea behind…
Ranking has always been one of the top concerns in information retrieval research. For decades, lexical matching signal has dominated the ad-hoc retrieval process, but it also has inherent defects, such as the vocabulary mismatch problem.…
Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning"…
The paper considers the problem of identifying the sparse different components between two high dimensional means of column-wise dependent random vectors. We show that the dependence can be utilized to lower the identification boundary for…
Mixed linear regression (MLR) has attracted increasing attention because of its great theoretical and practical importance in capturing nonlinear relationships by utilizing a mixture of linear regression sub-models. Although considerable…
We consider identification and estimation with an outcome missing not at random (MNAR). We study an identification strategy based on a so-called shadow variable. A shadow variable is assumed to be correlated with the outcome, but…
This research deals with massive multiple hypothesis testing. First regarding multiple tests as an estimation problem under a proper population model, an error measurement called Erroneous Rejection Ratio (ERR) is introduced and related to…
Missing data are inevitable in longitudinal studies. Traditional methods, such as the full information maximum likelihood (FIML), are commonly used to handle ignorable missing data. However, they may lead to biased model estimation due to…
The performance of near-field sensing (NISE) in a legacy wideband multiple-input multiple-output (MIMO) orthogonal frequency-division multiplexing (OFDM) communication system is analyzed. The maximum likelihood estimates (MLE) for the…
We introduce kernel density machines (KDM), an agnostic kernel-based framework for learning the Radon-Nikodym derivative (density) between probability measures under minimal assumptions. KDM applies to general measurable spaces and avoids…
Conducting valid statistical analyses is challenging in the presence of missing-not-at-random (MNAR) data, where the missingness mechanism is dependent on the missing values themselves even conditioned on the observed data. Here, we…