Related papers: Semiparametric plug-in estimation, sup-norm risk b…

Large language models (LLMs) are increasingly used to convert natural language descriptions into mathematical optimization formulations. Current evaluations often treat formulations as a whole, relying on coarse metrics like solution…

This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, which include all of the (nonlinear) nonparametric instrumental variables (IV) as special…

The paper discusses inference techniques for semiparametric models based on suitable versions of inference functions. The text contains two parts. In the first part, we review the optimality theory for non-parametric models based on the…

Over the past decades, there has been a surge of interest in studying low-dimensional structures within high-dimensional data. Statistical factor models $-$ i.e., low-rank plus diagonal covariance structures $-$ offer a powerful framework…

This paper extends some prominent statistical results including \emph{Fisher Theorem and Wilks phenomenon} to the penalized maximum likelihood estimation with a quadratic penalization. It appears that sharp expansions for the penalized MLE…

Multi-task learning (MTL) has emerged as a pivotal paradigm in machine learning by leveraging shared structures across multiple related tasks. Despite its empirical success, the development of likelihood-based efficiently solvable…

In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

We consider the problem of estimating the value l({\phi}) of a linear functional, where the structural function {\phi} models a nonparametric relationship in presence of instrumental variables. We propose a plug-in estimator which is based…

We explore the top-$K$ rank aggregation problem. Suppose a collection of items is compared in pairs repeatedly, and we aim to recover a consistent ordering that focuses on the top-$K$ ranked items based on partially revealed preference…

We address the goal of conducting inference about a smooth finite-dimensional parameter by utilizing individual-level data from various independent sources. Recent advancements have led to the development of a comprehensive theory capable…

Probabilistic partial least squares (PPLS) is a central likelihood-based model for two-view learning when one needs both interpretable latent factors and calibrated uncertainty. Building on the identifiable parameterization of Bouhaddani et…

The classical parametric and semiparametric Bernstein -- von Mises (BvM) results are reconsidered in a non-classical setup allowing finite samples and model misspecification. In the case of a finite dimensional nuisance parameter we obtain…

We study the adaptive estimation of copula correlation matrix $\Sigma$ for the semi-parametric elliptical copula model. In this context, the correlations are connected to Kendall's tau through a sine function transformation. Hence, a…

Filtering and parameter estimation under partial information for multiscale problems is studied in this paper. After proving mean square convergence of the nonlinear filter to a filter of reduced dimension, we establish that the conditional…

The aim of this Lecture Note is to introduce the Signal Processing (SP) community to a powerful yet still under-utilised tool: the semiparametric statistics. In short, the semiparametric framework allows us to estimate or perform hypothesis…

Models with latent factors recently attract a lot of attention. However, most investigations focus on linear regression models and thus cannot capture nonlinearity. To address this issue, we propose a novel Factor Augmented Single-Index…

Semi-supervised symmetric non-negative matrix factorization (SNMF) utilizes the available supervisory information (usually in the form of pairwise constraints) to improve the clustering ability of SNMF. The previous methods introduce the…

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…

Large language model (LLM)-enhanced recommendation models inject LLM representations into backbone recommenders to exploit rich item text without inference-time LLM cost. However, we find that existing LLM-enhanced methods significantly…