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Standard neural networks are often overconfident when presented with data outside the training distribution. We introduce HyperGAN, a new generative model for learning a distribution of neural network parameters. HyperGAN does not require…

Machine Learning · Computer Science 2020-07-16 Neale Ratzlaff , Li Fuxin

Recently, high-dimensional heterogeneous data have attracted a lot of attention and discussion. Under heterogeneity, semiparametric regression is a popular choice to model data in statistics. In this paper, we take advantages of expectile…

Statistics Theory · Mathematics 2019-08-20 Jun Zhao , Guan'ao Yan , Yi Zhang

Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying…

Machine Learning · Statistics 2015-03-26 Keisuke Yamazaki

We study the problem of estimating the parameters of a regression model from a set of observations, each consisting of a response and a predictor. The response is assumed to be related to the predictor via a regression model of unknown…

Machine Learning · Statistics 2016-05-19 Carlos Alberto Gomez-Uribe

Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…

Methodology · Statistics 2023-02-03 Mohammad W. Hattab , David Ruppert

We study how the divide and conquer principle --- partition the available data into subsamples, compute an estimate from each subsample and combine these appropriately to form the final estimator --- works in non-standard problems where…

Statistics Theory · Mathematics 2016-11-18 Moulinath Banerjee , Cecile Durot , Bodhisattva Sen

The problem of estimating censored linear regression models with autocorrelated errors arises in many environmental and social studies. The present work proposes a Bayesian approach to estimate censored regression models with AR(p) errors.…

Methodology · Statistics 2023-01-06 Rodney Sousa , Isabel Pereira , Maria Eduarda Silva , Brendan McCabe

We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…

Methodology · Statistics 2025-02-28 Samhita Pal , Subhashis Ghoshal

One-shot decision making is required in situations in which we can evaluate a fixed number of solution candidates but do not have any possibility for further, adaptive sampling. Such settings are frequently encountered in neural network…

Neural and Evolutionary Computing · Computer Science 2019-12-23 Jakob Bossek , Pascal Kerschke , Aneta Neumann , Frank Neumann , Carola Doerr

Distributional regression aims to find the best candidate in a given parametric family of conditional distributions to model a given dataset. As each candidate in the distribution family can be identified by the corresponding distribution…

Statistics Theory · Mathematics 2026-05-18 Gitte Kremling , Gerhard Dikta

We explore the methodology and theory of reward-directed generation via conditional diffusion models. Directed generation aims to generate samples with desired properties as measured by a reward function, which has broad applications in…

Machine Learning · Computer Science 2023-07-17 Hui Yuan , Kaixuan Huang , Chengzhuo Ni , Minshuo Chen , Mengdi Wang

The Heckman selection model is widely used in econometric analysis and other social sciences to address sample selection bias in data modeling. A common assumption in Heckman selection models is that the error terms follow an independent…

Methodology · Statistics 2026-02-09 Heeju Lim , Victor E. Lachos , Victor H. Lachos

Heterogeneity is a hallmark of complex diseases. Regression-based heterogeneity analysis, which is directly concerned with outcome-feature relationships, has led to a deeper understanding of disease biology. Such an analysis identifies the…

Methodology · Statistics 2022-11-29 Ziye Luo , Xinyue Yao , Yifan Sun , Xinyan Fan

We consider distributed optimization problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We develop unbiased parameter averaging methods for randomized second order optimization…

Machine Learning · Statistics 2020-02-18 Burak Bartan , Mert Pilanci

In many semiparametric models that are parameterized by two types of parameters---a Euclidean parameter of interest and an infinite-dimensional nuisance parameter---the two parameters are bundled together, that is, the nuisance parameter is…

Statistics Theory · Mathematics 2012-03-13 Ying Ding , Bin Nan

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

Methodology · Statistics 2020-06-09 M. Taavoni , M. Arashi

We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…

Econometrics · Economics 2025-04-22 Richard Spady , Sami Stouli

A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…

Machine Learning · Statistics 2021-11-17 Nilesh Tripuraneni , Ben Adlam , Jeffrey Pennington

Generalized linear models are a popular tool in applied statistics, with their maximum likelihood estimators enjoying asymptotic Gaussianity and efficiency. As all models are wrong, it is desirable to understand these estimators' behaviours…

Methodology · Statistics 2024-12-10 Elliot H. Young , Rajen D. Shah

In a regression model, prediction is typically performed after model selection. The large variability in the model selection makes the prediction unstable. Thus, it is essential to reduce the variability in model selection and improve…

Computation · Statistics 2024-04-11 Wataru Yoshida , Kei Hirose