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Indirect Inference (I-I) is a popular technique for estimating complex parametric models whose likelihood function is intractable, however, the statistical efficiency of I-I estimation is questionable. While the efficient method of moments,…

Econometrics · Economics 2020-06-19 Veronika Czellar , David T. Frazier , Eric Renault

Radio map estimation (RME) involves spatial interpolation of radio measurements to predict metrics such as the received signal strength at locations where no measurements were collected. The most popular estimators nowadays project the…

Optimization and Control · Mathematics 2024-11-08 Pham Q. Viet , Daniel Romero

Standard regularized training procedures correspond to maximizing a posterior distribution over parameters, known as maximum a posteriori (MAP) estimation. However, model parameters are of interest only insomuch as they combine with the…

Machine Learning · Computer Science 2023-11-28 Shikai Qiu , Tim G. J. Rudner , Sanyam Kapoor , Andrew Gordon Wilson

The estimation of mutual information (MI) or conditional mutual information (CMI) from a set of samples is a long-standing problem. A recent line of work in this area has leveraged the approximation power of artificial neural networks and…

Information Theory · Computer Science 2021-10-27 Sina Molavipour , Germán Bassi , Mikael Skoglund

Maximum a Posteriori assignment (MAP) is the problem of finding the most probable instantiation of a set of variables given the partial evidence on the other variables in a Bayesian network. MAP has been shown to be a NP-hard problem [22],…

Artificial Intelligence · Computer Science 2012-07-19 Changhe Yuan , Tsai-Ching Lu , Marek J. Druzdzel

Mutual information (MI) is a promising candidate measure for the assessment and optimization of localization systems, as it captures nonlinear dependencies between random variables. However, the high cost of computing MI, especially for…

Signal Processing · Electrical Eng. & Systems 2025-11-04 Sven Hinderer , Manuel Buchfink , Bin Yang

The number of studies for the analysis of remote sensing images has been growing exponentially in the last decades. Many studies, however, only report results---in the form of certain performance metrics---by a few selected algorithms on a…

Applications · Statistics 2020-01-07 Donghui Yan , Congcong Li , Na Cong , Le Yu , Peng Gong

Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…

Methodology · Statistics 2021-10-06 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , Xiao-Hua Zhou

Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…

Methodology · Statistics 2013-12-31 Lu Lin , Feng Li , Kangning Wang , Lixing Zhu

We propose the segmentation of noisy datasets into Multiple Inlier Structures with a new Robust Estimator (MISRE). The scale of each individual structure is estimated adaptively from the input data and refined by mean shift, without tuning…

Computer Vision and Pattern Recognition · Computer Science 2017-09-28 Xiang Yang , Peter Meer

Despite the popularity of Shapley Values in explaining neural text classification models, computing them is prohibitive for large pretrained models due to a large number of model evaluations. In practice, Shapley Values are often estimated…

Computation and Language · Computer Science 2023-06-01 Chenghao Yang , Fan Yin , He He , Kai-Wei Chang , Xiaofei Ma , Bing Xiang

We compare estimators of the (essential) supremum and the integral of a function $f$ defined on a measurable space when $f$ may be observed at a sample of points in its domain, possibly with error. The estimators compared vary in their…

Statistics Theory · Mathematics 2017-04-04 Larry Goldstein , Yosef Rinott , Marco Scarsini

Working with causal models at different levels of abstraction is an important feature of science. Existing work has already considered the problem of expressing formally the relation of abstraction between causal models. In this paper, we…

Artificial Intelligence · Computer Science 2022-08-02 Fabio Massimo Zennaro , Paolo Turrini , Theodoros Damoulas

Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…

Machine Learning · Computer Science 2024-07-08 Rui Luo , Zhixin Zhou

We propose a new method to estimate structural parameters in multi-way networks while controlling for rich structures of fixed effects. The method is based on a series of classification tasks and is agnostic to both the number and structure…

Econometrics · Economics 2026-01-08 Lucas Resende , Guillaume Lecué , Lionel Wilner , Philippe Choné

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…

Probability · Mathematics 2017-05-05 Gert de Cooman , Jasper De Bock

We consider the problem of high-dimensional Ising (graphical) model selection. We propose a simple algorithm for structure estimation based on the thresholding of the empirical conditional variation distances. We introduce a novel criterion…

Machine Learning · Statistics 2012-08-21 Animashree Anandkumar , Vincent Y. F. Tan , Furong Huang , Alan S. Willsky

Post-stratification is frequently used to improve the precision of survey estimators when categorical auxiliary information is available from sources outside the survey. In natural resource surveys, such information is often obtained from…

Statistics Theory · Mathematics 2008-12-18 F. Jay Breidt , Jean D. Opsomer

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

Statistics Theory · Mathematics 2025-07-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

We develop an asymptotic theory of adversarial estimators ('A-estimators'). They generalize maximum-likelihood-type estimators ('M-estimators') as their average objective is maximized by some parameters and minimized by others. This class…

Econometrics · Economics 2022-06-20 Jonas Metzger
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