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Propensity score matching (PSM) is a pseudo-experimental method that uses statistical techniques to construct an artificial control group by matching each treated unit with one or more untreated units of similar characteristics. To date,…

Statistics Theory · Mathematics 2022-05-27 Yukun Liu , Jing Qin

The paper is devoted to the problem of estimation of a univariate component in a heteroscedastic nonparametric multiple regression under the mean integrated squared error (MISE) criteria. The aim is to understand how the scale function…

Statistics Theory · Mathematics 2013-08-14 Sam Efromovich

For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…

Statistics Theory · Mathematics 2015-09-25 Markus Reiß , Leonie Selk

The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…

Statistics Theory · Mathematics 2026-03-31 Taehyun Kim , Bodhisattva Sen

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…

Methodology · Statistics 2021-05-17 Aaron Hudson , Marco Carone , Ali Shojaie

Multi-label classification aims to classify instances with discrete non-exclusive labels. Most approaches on multi-label classification focus on effective adaptation or transformation of existing binary and multi-class learning approaches…

Machine Learning · Computer Science 2019-01-03 Piotr Szymański , Tomasz Kajdanowicz , Nitesh Chawla

Model selection, via penalized likelihood type criteria, is a standard task in many statistical inference and machine learning problems. Progress has led to deriving criteria with asymptotic consistency results and an increasing emphasis on…

Statistics Theory · Mathematics 2022-05-13 TrungTin Nguyen , Faicel Chamroukhi , Hien Duy Nguyen , Florence Forbes

This paper investigates the theoretical and empirical performance of Fisher-Pitman-type permutation tests for assessing the equality of unknown Poisson mixture distributions. Building on nonparametric maximum likelihood estimators (NPMLEs)…

Methodology · Statistics 2021-06-08 Zhen Miao , Weihao Kong , Ramya Korlakai Vinayak , Wei Sun , Fang Han

We present $\textbf{PyRMLE}$, a Python module that implements Regularized Maximum Likelihood Estimation for the analysis of Random Coefficient models. $\textbf{PyRMLE}$ is simple to use and readily works with data formats that are typical…

Computation · Statistics 2021-08-17 Emil Mendoza , Fabian Dunker , Marco Reale

\noindent Randomized nomination sampling (RNS) is a rank-based sampling technique which has been shown to be effective in several nonparametric studies involving environmental and ecological applications. In this paper, we investigate…

Methodology · Statistics 2015-12-18 Mohammad Nourmohammadi , Mohammad Jafari Jozani , Brad Johnson

Random feature models (RFMs), two-layer networks with a randomly initialized fixed first layer and a trained linear readout, are among the simplest nonlinear predictors. Prior asymptotic analyses in the proportional high-dimensional regime…

Machine Learning · Statistics 2026-02-20 Samet Demir , Zafer Dogan

This paper presents a nonparametric scene parsing approach that improves the overall accuracy, as well as the coverage of foreground classes in scene images. We first improve the label likelihood estimates at superpixels by merging…

Computer Vision and Pattern Recognition · Computer Science 2015-10-27 Marian George

Extreme value theory has constructed asymptotic properties of the sample maximum. This study concerns probability distribution estimation of the sample maximum. The traditional approach is parametric fitting to the limiting distribution --…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama

In this paper, we develop statistical inference techniques for the unknown coefficient functions and single-index parameters in single-index varying-coefficient models. We first estimate the nonparametric component via the local linear…

Statistics Theory · Mathematics 2012-07-26 Liugen Xue , Qihua Wang

In regression tasks, aleatoric uncertainty is commonly addressed by considering a parametric distribution of the output variable, which is based on strong assumptions such as symmetry, unimodality or by supposing a restricted shape. These…

Machine Learning · Computer Science 2019-10-30 Axel Brando , Jose A. Rodríguez-Serrano , Jordi Vitrià , Alberto Rubio

The goal of this paper is to provide some tools for nonparametric estimation and inference in psychological and economic experiments. We consider an experimental framework in which each of $n$subjects provides $T$ responses to a vector of…

Econometrics · Economics 2019-12-10 Raffaello Seri , Samuele Centorrino , Michele Bernasconi

Semi-supervised learning has received increasingly attention in statistics and machine learning. In semi-supervised learning settings, a labeled data set with both outcomes and covariates and an unlabeled data set with covariates only are…

Machine Learning · Statistics 2024-02-26 Zhuojun Quan , Yuanyuan Lin , Kani Chen , Wen Yu

A sparse precision matrix can be directly translated into a sparse Gaussian graphical model under the assumption that the data follow a joint normal distribution. This neat property makes high-dimensional precision matrix estimation very…

Statistics Theory · Mathematics 2013-02-14 Lingzhou Xue , Hui Zou

We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…

Machine Learning · Statistics 2015-11-24 Yang Ning , Tianqi Zhao , Han Liu

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca