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Stein's paradox holds considerable sway in high-dimensional statistics, highlighting that the sample mean, traditionally considered the de facto estimator, might not be the most efficacious in higher dimensions. To address this, the…
The geometric median, a notion of center for multivariate distributions, has gained recent attention in robust statistics and machine learning. Although conceptually distinct from the mean (i.e., expectation), we demonstrate that both are…
In some clinical studies, researchers may report the five number summary (including the sample median, the first and third quartiles, and the minimum and maximum values) rather than the sample mean and standard deviation. To conduct…
Meta-regression is often used to form hypotheses about what is associated with heterogeneity in a meta-analysis and to estimate the extent to which effects can vary between cohorts and other distinguishing factors. However, study-level…
The Minimum Covariance Determinant (MCD) approach robustly estimates the location and scatter matrix using the subset of given size with lowest sample covariance determinant. Its main drawback is that it cannot be applied when the dimension…
A new robust pairwise statistic, the pairwise median scaled difference (MSD), is proposed for the detection of anomalous location/uncertainty pairs in heteroscedastic interlaboratory study data with associated uncertainties. The…
Background: Under competing risks, the commonly used sub-distribution hazard ratio (SHR) is not easy to interpret clinically and is valid only under the proportional sub-distribution hazard (SDH) assumption. This paper introduces an…
A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general…
We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…
The Maximum Mean Discrepancy (MMD) has found numerous applications in statistics and machine learning, most recently as a penalty in the Wasserstein Auto-Encoder (WAE). In this paper we compute closed-form expressions for estimating the…
Unsupervised domain adaptation (UDA) aims to improve model performance on an unlabeled target domain using a related, labeled source domain. A common approach aligns source and target feature distributions by minimizing a distance between…
Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…
General hypergeometric distribution (GHGD) definition: from a finite space $N$ containing $n$ elements, randomly select totally $T$ subsets $M_i$ (each contains $m_i$ elements, $1 \geq i \geq T$), what is the probability that exactly $x$…
Domain shift remains a key challenge in deploying machine learning models to the real world. Unsupervised domain adaptation (UDA) aims to address this by minimising domain discrepancy during training, but the discrepancy estimates suffer…
Sliced mutual information (SMI) is defined as an average of mutual information (MI) terms between one-dimensional random projections of the random variables. It serves as a surrogate measure of dependence to classic MI that preserves many…
We propose a novel method for measuring the discrepancy between a set of samples and a desired posterior distribution for Bayesian inference. Classical methods for assessing sample quality like the effective sample size are not appropriate…
While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we…
This paper considers distributed M-estimation under heterogeneous distributions among distributed data blocks. A weighted distributed estimator is proposed to improve the efficiency of the standard "Split-And-Conquer" (SaC) estimator for…
In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…
We consider the problem of subspace estimation in a Bayesian setting. Since we are operating in the Grassmann manifold, the usual approach which consists of minimizing the mean square error (MSE) between the true subspace $U$ and its…