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Adaptive nuclear-norm penalization is proposed for low-rank matrix approximation, by which we develop a new reduced-rank estimation method for the general high-dimensional multivariate regression problems. The adaptive nuclear norm of a…

Methodology · Statistics 2012-09-25 Kun Chen , Hongbo Dong , Kung-Sik Chan

Ranking a vector of alternatives on the basis of a series of paired comparisons is a relevant topic in many instances. A popular example is ranking contestants in sport tournaments. To this purpose, paired comparison models such as the…

Applications · Statistics 2013-01-15 Guido Masarotto , Cristiano Varin

This contribution introduces a novel statistical learning methodology based on the Bradley-Terry method for pairwise comparisons, where the novelty arises from the method's capacity to estimate the worth of objects for a primary attribute…

Methodology · Statistics 2025-11-26 Sjoerd Hermes , Joost van Heerwaarden , Pariya Behrouzi

Parameter estimation and the variable selection are two pioneer issues in regression analysis. While traditional variable selection methods require prior estimation of the model parameters, the penalized methods simultaneously carry on…

Methodology · Statistics 2021-09-01 Yetkin Tuaç , Olcay Arslan

The remarkable success of Artificial Intelligence in advancing automated decision-making is evident both in academia and industry. Within the plethora of applications, ranking systems hold significant importance in various domains. This…

Information Retrieval · Computer Science 2023-12-19 Alessandro Castelnovo , Riccardo Crupi , Nicolò Mombelli , Gabriele Nanino , Daniele Regoli

A new family of penalty functions, adaptive to likelihood, is introduced for model selection in general regression models. It arises naturally through assuming certain types of prior distribution on the regression parameters. To study…

Methodology · Statistics 2013-08-26 Yang Feng , Tengfei Li , Zhiliang Ying

We propose an interpretable model to score the bias present in web documents, based only on their textual content. Our model incorporates assumptions reminiscent of the Bradley-Terry axioms and is trained on pairs of revisions of the same…

Computation and Language · Computer Science 2023-07-18 Aswin Suresh , Chi-Hsuan Wu , Matthias Grossglauser

In this paper, we study a popular method for inference of the Bradley-Terry model parameters, namely the MM algorithm, for maximum likelihood estimation and maximum a posteriori probability estimation. This class of models includes the…

Machine Learning · Statistics 2020-12-29 Milan Vojnovic , Seyoung Yun , Kaifang Zhou

The pairwise winning indices, computed in the Stochastic Multicriteria Acceptability Analysis, give the probability with which an alternative is preferred to another taking into account all the instances of the assumed preference model…

Optimization and Control · Mathematics 2022-03-29 Sally Giuseppe Arcidiacono , Salvatore Corrente , Salvatore Greco

We provide in this paper a fully adaptive penalized procedure to select a covariance among a collection of models observing i.i.d replications of the process at fixed observation points. For this we generalize previous results of Bigot and…

Statistics Theory · Mathematics 2012-03-05 Rolando Biscay , Hélène Lescornel , Jean-Michel Loubes

In contrast to the usual procedure of estimating the distribution of a time series and then obtaining the quantile from the distribution, we develop a compensatory model to improve the quantile estimation under a given distribution…

Mathematical Finance · Quantitative Finance 2021-12-15 Shuzhen Yang

The prevailing approach for training and evaluating paraphrase identification models is constructed as a binary classification problem: the model is given a pair of sentences, and is judged by how accurately it classifies pairs as either…

Computation and Language · Computer Science 2020-06-25 Hannah Chen , Yangfeng Ji , David Evans

Recent developments in linear system identification have proposed the use of non-parameteric methods, relying on regularization strategies, to handle the so-called bias/variance trade-off. This paper introduces an impulse response estimator…

Systems and Control · Computer Science 2014-10-01 Giulia Prando , Alessandro Chiuso , Gianluigi Pillonetto

Ranking and comparing items is crucial for collecting information about preferences in many areas, from marketing to politics. The Mallows rank model is among the most successful approaches to analyse rank data, but its computational…

Methodology · Statistics 2017-04-28 Valeria Vitelli , Øystein Sørensen , Marta Crispino , Arnoldo Frigessi , Elja Arjas

A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the system parameters are estimated by working on…

Dynamical Systems · Mathematics 2013-03-20 Jian Ren , Jinqiao Duan

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

We study the ranking of individuals, teams, or objects, based on pairwise comparisons between them, using the Bradley-Terry model. Estimates of rankings within this model are commonly made using a simple iterative algorithm first introduced…

Machine Learning · Statistics 2023-08-16 M. E. J. Newman

Transfer learning refers to the promising idea of initializing model fits based on pre-training on other data. We particularly consider regression modeling settings where parameter estimates from previous data can be used as anchoring…

Methodology · Statistics 2020-07-07 Wessel N. van Wieringen , Harald Binder

Many penalized maximum likelihood estimators correspond to posterior mode estimators under specific prior distributions. Appropriateness of a particular class of penalty functions can therefore be interpreted as the appropriateness of a…

Methodology · Statistics 2018-09-11 Maryclare Griffin , Peter D. Hoff

Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is…

Methodology · Statistics 2018-11-08 Britta Velten , Wolfgang Huber