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Data classification is a major machine learning paradigm, which has been widely applied to solve a large number of real-world problems. Traditional data classification techniques consider only physical features (e.g., distance, similarity,…
Providing theoretical guarantees for parameter estimation in exponential random graph models is a largely open problem. While maximum likelihood estimation has theoretical guarantees in principle, verifying the assumptions for these…
Data depth functions are a generalization of one-dimensional order statistics and medians to real spaces of dimension greater than one; in particular, a data depth function quantifies the centrality of a point with respect to a data set or…
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems. In an other article, in a so-called idealized setting, the…
Continuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce an maximum likelihood estimator for constructing such models from data…
The super-parametric density estimators and its related algorism were suggested by Y. -S. Tsai et al [7]. The number of parameters is unlimited in the super- parametric estimators and it is a general theory in sense of unifying or…
Sobolev quantities (norms, inner products, and distances) of probability density functions are important in the theory of nonparametric statistics, but have rarely been used in practice, partly due to a lack of practical estimators. They…
Any limiting point process for the time normalized exceedances of high levels by a stationary sequence is necessarily compound Poisson under appropriate long range dependence conditions. Typically exceedances appear in clusters. The…
I consider two problems in machine learning and statistics: the problem of estimating the joint probability density of a collection of random variables, known as density estimation, and the problem of inferring model parameters when their…
We investigate an algorithm named histogram transform ensembles (HTE) density estimator whose effectiveness is supported by both solid theoretical analysis and significant experimental performance. On the theoretical side, by decomposing…
The alignment of large language models (LLMs) with human values increasingly relies on using other LLMs as automated judges, or ``autoraters''. However, their reliability is limited by a foundational issue: they are trained on discrete…
A large number of explicit estimators are proposed in this paper for loss rate estimation in a network of the tree topology. All of the estimators are proved to be unbiased and consistent instead of asymptotic unbiased as that obtained in…
Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…
We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…
The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between…
Andresen and Spokoiny's (2013) ``critical dimension in semiparametric estimation`` provide a technique for the finite sample analysis of profile M-estimators. This paper uses very similar ideas to derive two convergence results for the…
Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this problem on manifolds of matrices with bounded rank. These represent mixtures of distributions of two independent discrete random variables. We…
Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine learning literature. This paper aims to construct robust…
Maximum likelihood estimation in statistics leads to the problem of maximizing a product of powers of polynomials. We study the algebraic degree of the critical equations of this optimization problem. This degree is related to the number of…
Tensor networks, which have been traditionally used to simulate many-body physics, have recently gained significant attention in the field of machine learning due to their powerful representation capabilities. In this work, we propose a…