Related papers: Empirical Likelihood for Random Forests and Ensemb…
Empirical likelihood method has been applied to dependent observations by Monti (1997) through the Whittle's estimation method. Similar asymptotic distribution of the empirical likelihood ratio statistic for stationary time series has been…
Meta analysis is commonly-used to synthesize multiple results from individual studies. However, its validation is usually threatened by publication bias and between-study heterogeneity, which can be captured by the Copas selection model.…
In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…
A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…
Random Forests and related tree-based methods are popular for supervised learning from table based data. Apart from their ease of parallelization, their classification performance is also superior. However, this performance, especially…
We extend the empirical likelihood of Owen [Ann. Statist. 18 (1990) 90-120] by partitioning its domain into the collection of its contours and mapping the contours through a continuous sequence of similarity transformations onto the full…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
We propose a two-sample extended empirical likelihood for inference on the difference between two p-dimensional parameters defined by estimating equations. The standard two-sample empirical likelihood for the difference is Bartlett…
Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…
Ensembles of neural networks achieve superior performance compared to stand-alone networks in terms of accuracy, uncertainty calibration and robustness to dataset shift. \emph{Deep ensembles}, a state-of-the-art method for uncertainty…
Recently, deep learning has emerged as a promising tool for statistical downscaling, the set of methods for generating high-resolution climate fields from coarse low-resolution variables. Nevertheless, their ability to generalize to climate…
This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…
Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…
Large language models (LLMs) have demonstrated remarkable capabilities in generating programs from natural language descriptions, yet ensuring their correctness without an external oracle remains a critical challenge. To solve the…
In machine learning, uncertainty quantification helps assess the reliability of model predictions, which is important in high-stakes scenarios. Traditional approaches often emphasize predictive accuracy, but there is a growing focus on…
Random forests remain among the most popular off-the-shelf supervised learning algorithms. Despite their well-documented empirical success, however, until recently, few theoretical results were available to describe their performance and…
Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…
In this paper we present a technique for using the bootstrap to estimate the operating characteristics and their variability for certain types of ensemble methods. Bootstrapping a model can require a huge amount of work if the training data…
Likelihood-based inferences have been remarkably successful in wide-spanning application areas. However, even after due diligence in selecting a good model for the data at hand, there is inevitably some amount of model misspecification:…