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We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

We consider the estimation of densities in multiple subpopulations, where the available sample size in each subpopulation greatly varies. This problem occurs in epidemiology, for example, where different diseases may share similar…

Methodology · Statistics 2021-09-15 Jiaming Qiu , Xiongtao Dai , Zhengyuan Zhu

In this paper we have considered the problem of estimating the population mean in systematic sampling using information on an auxiliary variable in presence of non response. Some modified ratio, product and difference type estimators in…

Methodology · Statistics 2014-03-06 Hemant K. Verma , R. D. Singh , Rajesh Singh

Estimating the ratio of two probability densities from a finite number of observations is a central machine learning problem. A common approach is to construct estimators using binary classifiers that distinguish observations from the two…

Machine Learning · Computer Science 2025-01-28 Werner Zellinger

We propose an approach to the estimation of infinite sets of random vectors. The problem addressed is as follows. Given two infinite sets of random vectors, find a single estimator that estimates vectors from with a controlled associated…

Signal Processing · Electrical Eng. & Systems 2021-11-04 Anatoli Torokhti

Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…

Methodology · Statistics 2020-06-18 Niccolò Dalmasso , Ann B. Lee , Rafael Izbicki , Taylor Pospisil , Ilmun Kim , Chieh-An Lin

This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…

Statistics Theory · Mathematics 2008-01-08 Nathalie Akakpo

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

For multi-source data, blocks of variable information from certain sources are likely missing. Existing methods for handling missing data do not take structures of block-wise missing data into consideration. In this paper, we propose a…

Methodology · Statistics 2020-04-07 Fei Xue , Annie Qu

For estimating area-specific parameters (quantities) in a finite population, a mixed model prediction approach is attractive. However, this approach strongly depends on the normality assumption of the response values although we often…

Methodology · Statistics 2018-06-12 Shonosuke Sugasawa , Tatsuya Kubokawa

In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…

High Energy Physics - Phenomenology · Physics 2026-04-23 Ezequiel Alvarez , Sean Benevedes , Manuel Szewc , Jesse Thaler

This paper provides a review of model selection and model averaging methods for multinomial probit models estimated using the MACML approach. The proposed approaches are partitioned into test based methods (mostly derived from the…

Methodology · Statistics 2017-04-04 Manuel Batram , Dietmar Bauer

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Statistics Theory · Mathematics 2008-05-27 Jiahua Chen , Xianming Tan

The manuscript discusses how to incorporate random effects for quantile regression models for clustered data with focus on settings with many but small clusters. The paper has three contributions: (i) documenting that existing methods may…

Methodology · Statistics 2022-02-24 Maria Laura Battagliola , Helle Sørensen , Anders Tolver , Ana-Maria Staicu

Collective intelligence, which aggregates the shared information from large crowds, is often negatively impacted by unreliable information sources with the low quality data. This becomes a barrier to the effective use of collective…

Social and Information Networks · Computer Science 2012-10-04 Guo-Jun Qi , Charu Aggarwal , Pierre Moulin , Thomas Huang

For linear time-invariant systems with uncertain parameters belonging to a finite set, we present a purely deterministic approach to multiple-model estimation and propose an algorithm based on the minimax criterion using constrained…

Optimization and Control · Mathematics 2022-07-18 Olle Kjellqvist , Anders Rantzer

The fate of scientific hypotheses often relies on the ability of a computational model to explain the data, quantified in modern statistical approaches by the likelihood function. The log-likelihood is the key element for parameter…

Machine Learning · Computer Science 2021-01-27 Bas van Opheusden , Luigi Acerbi , Wei Ji Ma

Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…

Computation · Statistics 2019-06-28 Minwoo Chae , Ryan Martin , Stephen G. Walker

Network sampling is used around the world for surveys of vulnerable, hard-to-reach populations including people at risk for HIV, opioid misuse, and emerging epidemics. The sampling methods include tracing social links to add new people to…

Methodology · Statistics 2020-02-05 Steve Thompson

Confounding and exposure measurement error can introduce bias when drawing inference about the marginal effect of an exposure on an outcome of interest. While there are broad methodologies for addressing each source of bias individually,…

Methodology · Statistics 2025-01-29 Brian D. Richardson , Bryan S. Blette , Peter B. Gilbert , Michael G. Hudgens