Related papers: Beyond Maximum Likelihood: Variational Inequality …

In this paper the Gaussian quasi maximum likelihood estimator (GQMLE) is generalized by applying a transform to the probability distribution of the data. The proposed estimator, called measure-transformed GQMLE (MT-GQMLE), minimizes the…

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…

We develop a generalized method of moments (GMM) approach for fast parameter estimation in a new class of Dirichlet latent variable models with mixed data types. Parameter estimation via GMM has been demonstrated to have computational and…

The statistical analysis of import/export data is helpful to understand the mechanism that determines exchanges in an economic network. The probability of having a commercial relationship between two countries often depends on some…

Gaussian processes (GPs) are popular as nonlinear regression models for expensive computer simulations, yet GP performance relies heavily on estimation of unknown covariance parameters. Maximum likelihood estimation (MLE) is common, but it…

The recently developed semi-parametric generalized linear model (SPGLM) offers more flexibility as compared to the classical GLM by including the baseline or reference distribution of the response as an additional parameter in the model.…

Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likelihood estimation in the framework of sublinear expectation. We…

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

We introduce a family of interpretable machine learning models, with two broad additions: Linearised Additive Models (LAMs) which replace the ubiquitous logistic link function in General Additive Models (GAMs); and SubscaleHedge, an expert…

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

A statistical model is a mathematical representation of an often simplified or idealised data-generating process. In this paper, we focus on a particular type of statistical model, called linear mixed models (LMMs), that is widely used in…

Large language model (LLM) evaluation is increasingly costly, prompting interest in methods that speed up evaluation by shrinking benchmark datasets. Benchmark prediction (also called efficient LLM evaluation) aims to select a small subset…

Generalized Linear Models (GLM) form a wide class of regression and classification models, where prediction is a function of a linear combination of the input variables. For statistical inference in high dimension, sparsity inducing…

We propose a new sparse estimation method, termed MIC (Minimum approximated Information Criterion), for generalized linear models (GLM) in fixed dimensions. What is essentially involved in MIC is the approximation of the $\ell_0$-norm with…

Principal stratification is a widely used framework for addressing post-randomization complications. After using principal stratification to define causal effects of interest, researchers are increasingly turning to finite mixture models to…

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

In this letter, we present a unified Bayesian inference framework for generalized linear models (GLM) which iteratively reduces the GLM problem to a sequence of standard linear model (SLM) problems. This framework provides new perspectives…

Linear mixed models (LMMs) are a powerful and established tool for studying genotype-phenotype relationships. A limiting assumption of LMMs is that the residuals are Gaussian distributed, a requirement that rarely holds in practice.…

Commonly, AI or machine learning (ML) models are evaluated on benchmark datasets. This practice supports innovative methodological research, but benchmark performance can be poorly correlated with performance in real-world applications -- a…

The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…