Related papers: Distributed Semi-Supervised Sparse Statistical Inf…
In distributed second order optimization, a standard strategy is to average many local estimates, each of which is based on a small sketch or batch of the data. However, the local estimates on each machine are typically biased, relative to…
The distributed Hill estimator is a divide-and-conquer algorithm for estimating the extreme value index when data are stored in multiple machines. In applications, estimates based on the distributed Hill estimator can be sensitive to the…
Supervised learning methods with missing data have been extensively studied not just due to the techniques related to low-rank matrix completion. Also in unsupervised learning one often relies on imputation methods. As a matter of fact,…
In this paper, we propose a new method for estimation and constructing confidence intervals for low-dimensional components in a high-dimensional model. The proposed estimator, called Constrained Lasso (CLasso) estimator, is obtained by…
Performing statistical inference in high-dimension is an outstanding challenge. A major source of difficulty is the absence of precise information on the distribution of high-dimensional estimators. Here, we consider linear regression in…
In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…
High-dimensional vector autoregression with measurement error is frequently encountered in a large variety of scientific and business applications. In this article, we study statistical inference of the transition matrix under this model.…
Statistical inference, a central tool of science, revolves around the study and the usage of statistical estimators: functions that map finite samples to predictions about unknown distribution parameters. In the frequentist framework,…
In multicenter research, individual-level data are often protected against sharing across sites. To overcome the barrier of data sharing, many distributed algorithms, which only require sharing aggregated information, have been developed.…
We consider statistical inference for a finite-dimensional parameter in a regular semiparametric model under a distributed setting with blockwise missingness, where entire blocks of variables are unavailable at certain sites and sharing…
Semi-supervised learning is a powerful technique for leveraging unlabeled data to improve machine learning models, but it can be affected by the presence of ``informative'' labels, which occur when some classes are more likely to be labeled…
Semi-supervised learning (SSL) provides an effective means of leveraging unlabelled data to improve a model performance. Even though the domain has received a considerable amount of attention in the past years, most methods present the…
In this paper, we propose a new stochastic optimization algorithm for Bayesian inference based on multilevel Monte Carlo (MLMC) methods. In Bayesian statistics, biased estimators of the model evidence have been often used as stochastic…
To successfully work on variable selection, sparse model structure has become a basic assumption for all existing methods. However, this assumption is questionable as it is hard to hold in most of cases and none of existing methods may…
We consider the estimation problem in high-dimensional semi-supervised learning. Our goal is to investigate when and how the unlabeled data can be exploited to improve the estimation of the regression parameters of linear model in light of…
We consider drawing statistical inferences based on data subject to non-Gaussian measurement error. Unlike most existing methods developed under the assumption of Gaussian measurement error, the proposed strategy exploits hypercomplex…
We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises…
Semi-supervised learning has received increasingly attention in statistics and machine learning. In semi-supervised learning settings, a labeled data set with both outcomes and covariates and an unlabeled data set with covariates only are…
A major challenge in Semi-Supervised Learning (SSL) is the limited information available about the class distribution in the unlabeled data. In many real-world applications this arises from the prevalence of long-tailed distributions, where…
Semi-Supervised Learning (SSL) is implemented when algorithms are trained on both labeled and unlabeled data. This is a very common application of ML as it is unrealistic to obtain a fully labeled dataset. Researchers have tackled three…