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Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…

Statistics Theory · Mathematics 2021-04-20 Sangita Das , Suchandan Kayal

Recommender systems often suffer from selection bias as users tend to rate their preferred items. The datasets collected under such conditions exhibit entries missing not at random and thus are not randomized-controlled trials representing…

Information Retrieval · Computer Science 2024-03-05 Wonbin Kweon , Hwanjo Yu

Consider a quite arbitrary (semi)parametric model with a Euclidean parameter of interest and assume that an asymptotically (semi)parametrically efficient estimator of it is given. If the parameter of interest is known to lie on a general…

Statistics Theory · Mathematics 2015-08-17 Chris A. J. Klaassen , Nanang Susyanto

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

This paper presents a hierarchical Bayesian approach to the estimation of components' reliability (survival) using a Weibull model for each of them. The proposed method can be used to estimation with general survival censored data, because…

Methodology · Statistics 2014-07-17 Felipe L. Bhering , Carlos A. de B. Pereira , Adriano Polpo

We propose an empirical Bayes estimator for two-way effects in linked data sets based on a novel prior that leverages patterns of assortative matching observed in the data. To capture limited mobility we model the bipartite graph associated…

Econometrics · Economics 2025-06-30 Xu Cheng , Sheng Chao Ho , Frank Schorfheide

We introduce two-scale loss functions for use in various gradient descent algorithms applied to classification problems via deep neural networks. This new method is generic in the sense that it can be applied to a wide range of machine…

Numerical Analysis · Mathematics 2021-09-03 Leonid Berlyand , Robert Creese , Pierre-Emmanuel Jabin

We deal with the efficient parallelization of Bayesian global optimization algorithms, and more specifically of those based on the expected improvement criterion and its variants. A closed form formula relying on multivariate Gaussian…

Machine Learning · Statistics 2016-09-12 Sébastien Marmin , Clément Chevalier , David Ginsbourger

Survey sampling plays an important role in the efficient allocation and management of resources. The essence of survey sampling lies in acquiring a sample of data points from a population and subsequently using this sample to estimate the…

Methodology · Statistics 2024-01-29 Jonne Pohjankukka , Sakari Tuominen , Jukka Heikkonen

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

The subject of tail estimation for randomly censored data from a heavy tailed distribution receives growing attention, motivated by applications for instance in actuarial statistics. The bias of the available estimators of the extreme value…

Methodology · Statistics 2017-05-19 Jan Beirlant , Gaonyalelwe Maribe , Andrehette Verster

In this paper, we develop double acceptance sampling plan and group acceptance sampling plan for an inverse Weibull distribution based on a truncated life test. We consider the median lifetime of the test units as a quality parameter and…

Applications · Statistics 2017-11-21 Sukhdev Singh , Yogesh Mani Tripathi

Estimating individualized treatment rules is a central task for personalized medicine. [zhao2012estimating] and [zhang2012robust] proposed outcome weighted learning to estimate individualized treatment rules directly through maximizing the…

Methodology · Statistics 2017-10-02 Yifan Cui , Ruoqing Zhu , Michael Kosorok

This paper investigates a distributed ISEA system under a Bayesian framework, focusing on incorporating task-relevant priors to maximize inference performance. At the sensing level, an RWB estimator with a GM prior is designed. By weighting…

Signal Processing · Electrical Eng. & Systems 2026-05-29 Biao Dong , Bin Cao , Guan Gui , Qinyu Zhang

We present a novel certified model order reduction (MOR) algorithm for switched descriptor systems applicable to large-scale systems. Our algorithm combines the idea of [Hossain \& Trenn, Technical report, 2023] to reformulate the switched…

Numerical Analysis · Mathematics 2024-04-17 Mattia Manucci , Benjamin Unger

Pathloss is typically modeled using a log-distance power law with a large-scale fading term that is log-normal. However, the received signal is affected by the dynamic range and noise floor of the measurement system used to sound the…

Information Theory · Computer Science 2016-09-14 Carl Gustafson , Taimoor Abbas , David Bolin , Fredrik Tufvesson

We propose and study M-estimation to estimate the parameters in the censored regression model in the presence of endogeneity, i.e., the Tobit model. In the course of this study, we follow two-stage procedures: the first stage consists of…

Methodology · Statistics 2025-05-13 Swati Shukla , Subhra Sankar Dhar , Shalabh

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

Machine Learning · Computer Science 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn

This letter proposes a novel distributed compressed estimation scheme for sparse signals and systems based on compressive sensing techniques. The proposed scheme consists of compression and decompression modules inspired by compressive…

Information Theory · Computer Science 2015-02-05 S. Xu , R. C. de Lamare , H. V. Poor

We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization…

Numerical Analysis · Mathematics 2024-04-25 Sergio Blanes , Fernando Casas , Luke Shaw
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