Related papers: Efficient Estimation under Multiple Missing Patter…
In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…
This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully capturing the features of the data, as demonstrated by…
In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…
We propose a method for efficient simulations in extended ensembles, useful, e.g., for the study of problems with complex energy landscapes and for free energy calculations. The main difficulty in such simulations is the estimation of the a…
Inferring information from a set of acquired data is the main objective of any signal processing (SP) method. In particular, the common problem of estimating the value of a vector of parameters from a set of noisy measurements is at the…
Multivariate sign functions are often used for robust estimation and inference. We propose using data dependent weights in association with such functions. The proposed weighted sign functions retain desirable robustness properties, while…
Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior…
The optimal fingerprinting method for detection and attribution of climate change is based on a multiple regression where each covariate has measurement error whose covariance matrix is the same as that of the regression error up to a known…
The application of machine learning to physics problems is widely found in the scientific literature. Both regression and classification problems are addressed by a large array of techniques that involve learning algorithms. Unfortunately,…
We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…
Today, data analysts largely rely on intuition to determine whether missing or withheld rows of a dataset significantly affect their analyses. We propose a framework that can produce automatic contingency analysis, i.e., the range of values…
Missing value imputation is an important practical problem. There is a large body of work on it, but there does not exist any work that formulates the problem in a structured output setting. Also, most applications have constraints on the…
When multiple measures are collected repeatedly over time, redundancy typically exists among responses. The envelope method was recently proposed to reduce the dimension of responses without loss of information in regression with…
Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…
Imbalanced problems can arise in different real-world situations, and to address this, certain strategies in the form of resampling or balancing algorithms are proposed. This issue has largely been studied in the context of classification,…
In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…
As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…
Parameter estimation is one of the most important tasks in statistics, and is key to helping people understand the distribution behind a sample of observations. Traditionally parameter estimation is done either by closed-form solutions…
When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…
Given a (machine learning) classifier and a collection of unlabeled data, how can we efficiently identify misclassification patterns presented in this dataset? To address this problem, we propose a human-machine collaborative framework that…