Related papers: The Robust F-Statistic as a Test for Weak Instrume…
The standard multidetector F-statistic for continuous gravitational waves is susceptible to false alarms from instrumental artifacts, for example monochromatic sinusoidal disturbances ('lines'). This vulnerability to line artifacts arises…
Moment-based estimation is a theoretically attractive approach to parametric inference, especially when likelihood-based estimation is unavailable, misspecified, or computationally inconvenient. However, the moment equations involve sample…
We develop a concept of weak identification in linear IV models in which the number of instruments can grow at the same rate or slower than the sample size. We propose a jackknifed version of the classical weak identification-robust…
We study estimation in the low signal-to-noise ratio (SNR) regime for a broad class of Gaussian latent-variable models, including Gaussian mixtures and orbit recovery problems. We show that, in this regime, the generalized method-of-moments…
Few-shot learning (FSL) methods typically assume clean support sets with accurately labeled samples when training on novel classes. This assumption can often be unrealistic: support sets, no matter how small, can still include mislabeled…
As longitudinal data becomes more available in many settings, policy makers are increasingly interested in the effect of time-varying treatments (e.g. sustained treatment strategies). In settings such as this, the preferred analysis…
Effect size indices are useful tools in study design and reporting because they are unitless measures of association strength that do not depend on sample size. Existing effect size indices are developed for particular parametric models or…
We propose a two-stage least squares (2SLS) estimator whose first stage is the equal-weighted average over a complete subset with $k$ instruments among $K$ available, which we call the complete subset averaging (CSA) 2SLS. The approximate…
Stochastic kinetic models are ubiquitous in physics, yet inferring their parameters from experimental data remains challenging. In deterministic models, parameter inference often relies on gradients, as they can be obtained efficiently…
Statistical dependence measures like mutual information is ideal for analyzing autoencoders, but it can be ill-posed for deterministic, static, noise-free networks. We adopt the variational (Gaussian) formulation that makes dependence among…
Despite increasing popularity in empirical studies, the integration of machine learning generated variables into regression models for statistical inference suffers from the measurement error problem, which can bias estimation and threaten…
Structure-agnostic causal inference studies how well one can estimate a treatment effect given black-box machine learning estimates of nuisance functions (like the impact of confounders on treatment and outcomes). Here, we find that the…
In linear regression, the least squares (LS) estimator has certain optimality properties if the errors are normally distributed. This assumption is often violated in practice, partly caused by data outliers. Robust estimators can cope with…
Nonlinear estimation in robotics and vision is typically plagued with outliers due to wrong data association, or to incorrect detections from signal processing and machine learning methods. This paper introduces two unifying formulations…
Designing objective functions robust to label noise is crucial for real-world classification algorithms. In this paper, we investigate the robustness to label noise of an $f$-divergence-based class of objective functions recently proposed…
We introduce a probabilistic model with implicit norm regularization for learning nonnegative matrix factorization (NMF) that is commonly used for predicting missing values and finding hidden patterns in the data, in which the matrix…
Few-shot learning (FSL) is a challenging task in machine learning, demanding a model to render discriminative classification by using only a few labeled samples. In the literature of FSL, deep models are trained in a manner of metric…
We use the jackknife to bias correct the log-periodogram regression(LPR) estimator of the fractional parameter in a stationary fractionally integrated model. The weights for the jackknife estimator are chosen in such a way that bias…
A popular approach for estimating an unknown signal from noisy, linear measurements is via solving a so called \emph{regularized M-estimator}, which minimizes a weighted combination of a convex loss function and of a convex (typically,…
We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…