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Related papers: Centrality Estimators for Probability Density Func…

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The problem of estimation of density functionals like entropy and mutual information has received much attention in the statistics and information theory communities. A large class of estimators of functionals of the probability density…

Statistics Theory · Mathematics 2013-03-05 Kumar Sricharan , Dennis Wei , Alfred O. Hero

Uncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken. Studies have shown that…

Machine Learning · Computer Science 2021-09-09 Nicolas Posocco , Antoine Bonnefoy

Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used throughout machine and reinforcement learning; however, they are usually explained as simple mathematical tricks without providing any insight into their nature.…

Machine Learning · Computer Science 2019-10-16 Paavo Parmas , Masashi Sugiyama

Estimating the density of a distribution from its samples is a fundamental problem in statistics. Hypothesis selection addresses the setting where, in addition to a sample set, we are given $n$ candidate distributions -- referred to as…

Data Structures and Algorithms · Computer Science 2025-10-23 Maryam Aliakbarpour , Zhan Shi , Ria Stevens , Vincent X. Wang

The paper explores a new extremality model involving collections of arbitrary families of sets. We demonstrate its applicability to set-valued optimization problems with general preferences, weakening the assumptions of the known results…

Optimization and Control · Mathematics 2025-06-23 Nguyen Duy Cuong , Alexander Y. Kruger , Nguyen Hieu Thao

G. Edelman, O. Sporns, and G. Tononi have introduced the neural complexity of a family of random variables, defining it as a specific average of mutual information over subfamilies. We show that their choice of weights satisfies two natural…

Probability · Mathematics 2009-12-21 Jerome Buzzi , Lorenzo Zambotti

Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…

Information Theory · Computer Science 2017-02-13 Weihao Gao , Sewoong Oh , Pramod Viswanath

This article introduces a framework for evaluating statistical decisions under both prior ambiguity and likelihood misspecification. We begin with an ambiguity set - a frequentist model that pairs a possibly misspecified likelihood with…

Econometrics · Economics 2026-05-14 Karun Adusumilli

In a number of estimation problems in bioinformatics, accuracy measures of the target problem are usually given, and it is important to design estimators that are suitable to those accuracy measures. However, there is often a discrepancy…

Quantitative Methods · Quantitative Biology 2013-05-21 Michiaki Hamada , Hisanori Kiryu , Wataru Iwasaki , Kiyoshi Asai

We analyze four different approaches to estimate a multivariate probability density (or the log-density) and its first and second order derivatives. Two methods, local log-likelihood and local Hyv\"arinen score estimation, are in terms of…

Statistics Theory · Mathematics 2020-08-11 Christof Strähl , Johanna F. Ziegel , Lutz Duembgen

For latent class models where the class weights depend on individual covariates, we derive a simple expression for computing the score vector and a convenient hybrid between the observed and the expected information matrices which is always…

Computation · Statistics 2015-11-13 Antonio Forcina

Our predictions for particle physics processes are realized in a chain of complex simulators. They allow us to generate high-fidelity simulated data, but they are not well-suited for inference on the theory parameters with observed data. We…

High Energy Physics - Phenomenology · Physics 2020-11-03 Johann Brehmer , Kyle Cranmer

Highly robust and efficient estimators for the generalized linear model with a dispersion parameter are proposed. The estimators are based on three steps. In the first step the maximum rank correlation estimator is used to consistently…

Methodology · Statistics 2017-03-29 Michael Amiguet , Alfio Marazzi , Marina Valdora , Victor Yohai

When an expert operates a perilous dynamic system, ideal constraint information is tacitly contained in their demonstrated trajectories and controls. The likelihood of these demonstrations can be computed, given the system dynamics and task…

Systems and Control · Electrical Eng. & Systems 2021-02-26 David L. McPherson , Kaylene C. Stocking , S. Shankar Sastry

In this article, we develop and investigate a new classifier based on features extracted using spatial depth. Our construction is based on fitting a generalized additive model to the posterior probabilities of the different competing…

Methodology · Statistics 2015-04-16 Subhajit Dutta , Anil K. Ghosh

We propose and study properties of maximum likelihood estimators in the class of conditional transformation models. Based on a suitable explicit parameterisation of the unconditional or conditional transformation function, we establish a…

Methodology · Statistics 2019-10-22 Torsten Hothorn , Lisa Möst , Peter Bühlmann

This paper proposes a closed-form optimal estimator based on the theory of estimating functions for a class of linear ARCH models. The estimating function (EF) estimator has the advantage over the widely used maximum likelihood (ML) and…

Statistics Theory · Mathematics 2008-12-05 Ajay Chandra

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

In this paper we have proposed a median based estimator using known value of some population parameter(s) in simple random sampling. Various existing estimators are shown particular members of the proposed estimator. The bias and mean…

Statistics Theory · Mathematics 2014-08-15 Hemant K. Verma , Rajesh Singh , Florentin Smarandache

Betweenness Centrality (BC) is an important measure used widely in complex network analysis, such as social network, web page search, etc. Computing the exact BC values is highly time consuming. Currently the fastest exact BC determining…

Social and Information Networks · Computer Science 2017-12-21 Shiyu Ji , Zenghui Yan