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Linear regression models are useful statistical tools to analyze data sets in several different fields. There are several methods to estimate the parameters of a linear regression model. These methods usually perform under normally…

Methodology · Statistics 2020-08-10 Şenay Özdemir , Yeşim Güney , Yetkin Tuaç , Olcay Arslan

This research considers a scalable inference for spatial data modeled through Gaussian intrinsic conditional autoregressive (ICAR) structures. The classical estimation method, restricted maximum likelihood (REML), requires repeated…

Machine Learning · Statistics 2026-04-10 Debjoy Thakur

Extreme learning machine (ELM) is an extremely fast learning method and has a powerful performance for pattern recognition tasks proven by enormous researches and engineers. However, its good generalization ability is built on large numbers…

Machine Learning · Computer Science 2015-02-05 Wentao Zhu , Jun Miao , Laiyun Qing

Finite mixture models are widely used in econometric analyses to capture unobserved heterogeneity. This paper shows that maximum likelihood estimation of finite mixtures of parametric densities can suffer from substantial finite-sample bias…

Methodology · Statistics 2026-02-04 Raphaël Langevin

Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature focuses on maximum simulated likelihood (MSL) estimators,…

Econometrics · Economics 2019-08-13 Michael Griebel , Florian Heiss , Jens Oettershagen , Constantin Weiser

In industrial experiments, controlling variability is of paramount importance to ensure product quality. Classical regression models for mixture experiments are widely used in industry, however, when the assumption of constant variance is…

Methodology · Statistics 2022-06-07 Edmilson Rodrigues Pinto , Leandro Alves Pereira

Robust and efficient optimization methods for variance component estimation using Restricted Maximum Likelihood (REML) models for genetic mapping of quantitative traits are considered. We show that the standard Newton-AI scheme may fail…

Other Quantitative Biology · Quantitative Biology 2007-11-19 Kateryna Mishchenko , Sverker Holmgren , Lars Ronnegard

Empirical Risk Minimization (ERM) based machine learning algorithms have suffered from weak generalization performance on data obtained from out-of-distribution (OOD). To address this problem, Invariant Risk Minimization (IRM) objective was…

Machine Learning · Computer Science 2021-03-25 Jun-Hyun Bae , Inchul Choi , Minho Lee

In this paper we consider two closely related problems : estimation of eigenvalues and eigenfunctions of the covariance kernel of functional data based on (possibly) irregular measurements, and the problem of estimating the eigenvalues and…

Statistics Theory · Mathematics 2008-05-06 Debashis Paul , Jie Peng

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 linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…

Signal Processing · Electrical Eng. & Systems 2025-07-16 Ruohai Guo , Jiang Zhu , Xing Jiang , Fengzhong Qu

Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In contrast, few…

Statistics Theory · Mathematics 2017-10-13 Efstathia Bura , Sabrina Duarte , Liliana Forzani , Ezequiel Smucler , Mariela Sued

Random effect models are popular statistical models for detecting and correcting spurious sample correlations due to hidden confounders in genome-wide gene expression data. In applications where some confounding factors are known,…

Methodology · Statistics 2021-11-08 Muhammad Ammar Malik , Tom Michoel

Joint maximum likelihood (JML) estimation is one of the earliest approaches to fitting item response theory (IRT) models. This procedure treats both the item and person parameters as unknown but fixed model parameters and estimates them…

Methodology · Statistics 2019-06-17 Yunxiao Chen , Xiaoou Li , Siliang Zhang

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…

Methodology · Statistics 2020-11-10 Linjun Zhang , Rong Ma , T. Tony Cai , Hongzhe Li

The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…

Statistics Theory · Mathematics 2023-07-24 Ning Wang , Xin Zhang , Qing Mai

We study efficiency improvements in randomized experiments for estimating a vector of potential outcome means using regression adjustment (RA) when there are more than two treatment levels. We show that linear RA which estimates separate…

Econometrics · Economics 2025-01-13 Akanksha Negi , Jeffrey M. Wooldridge

The Expectation--Maximization Maximum Likelihood (EMML) algorithm belongs to the Expectation--Maximization family and is widely used for image reconstruction problems under Poisson noise.In this paper, we reinterpret EMML as a mirror…

Optimization and Control · Mathematics 2026-04-20 Antonin Clerc , Ségolène Martin , Nicolas Papadakis , Gabriele Steidl

Randomized neural networks (NNs) are an interesting alternative to conventional NNs that are more used for data modeling. The random vector functional-link (RVFL) network is an established and theoretically well-grounded randomized learning…

Computation · Statistics 2018-04-24 Hien D. Nguyen , Dianhui Wang , Geoffrey J. McLachlan

Representation learning has been widely studied in the context of meta-learning, enabling rapid learning of new tasks through shared representations. Recent works such as MAML have explored using fine-tuning-based metrics, which measure the…

Machine Learning · Computer Science 2021-05-06 Kurtland Chua , Qi Lei , Jason D. Lee