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The simultaneous estimation of multiple unknown parameters lies at heart of a broad class of important problems across science and technology. Currently, the state-of-the-art performance in the such problems is achieved by nonparametric…

Statistics Theory · Mathematics 2023-05-30 Alton Barbehenn , Sihai Dave Zhao

We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…

Methodology · Statistics 2019-08-14 Georgios Papageorgiou

Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…

Methodology · Statistics 2019-11-14 Qi Gao , Randy C. S. Lai , Thomas C. M. Lee , Yao Li

Consider the communication-constrained problem of nonparametric function estimation, in which each distributed terminal holds multiple i.i.d. samples. Under certain regularity assumptions, we characterize the minimax optimal rates for all…

Machine Learning · Computer Science 2025-01-15 Deheng Yuan , Tao Guo , Zhongyi Huang

The vast majority of the neural network literature focuses on predicting point values for a given set of response variables, conditioned on a feature vector. In many cases we need to model the full joint conditional distribution over the…

Machine Learning · Statistics 2016-06-09 Wesley Tansey , Karl Pichotta , James G. Scott

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

We propose a novel approach for density estimation with exponential families for the case when the true density may not fall within the chosen family. Our approach augments the sufficient statistics with features designed to accumulate…

Machine Learning · Statistics 2012-09-07 Lin Yuan , Sergey Kirshner , Robert Givan

Non-linear aggregation strategies have recently been proposed in response to the problem of how to combine, in a non-linear way, estimators of the regression function (see for instance \cite{biau:16}), classification rules (see…

Statistics Theory · Mathematics 2018-12-24 Alejandro Cholaquidis , Ricardo Fraiman , Badih Ghattas , Juan Kalemkerian

We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…

Methodology · Statistics 2020-02-19 Ya Su , Anirban Bhattacharya , Yan Zhang , Nilanjan Chatterjee , Raymond J. Carroll

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…

Methodology · Statistics 2014-04-30 Rafael Izbicki , Ann B. Lee , Chad M. Schafer

Modeling distributions of covariates, or density estimation, is a core challenge in unsupervised learning. However, the majority of work only considers the joint distribution, which has limited utility in practical situations. A more…

Machine Learning · Computer Science 2021-10-28 Ryan R. Strauss , Junier B. Oliva

Many parametric statistical models are not properly normalised and only specified up to an intractable partition function, which renders parameter estimation difficult. Examples of unnormalised models are Gibbs distributions, Markov random…

Machine Learning · Statistics 2018-06-12 Ciwan Ceylan , Michael U. Gutmann

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for avoiding this is to…

Statistics Theory · Mathematics 2020-10-07 Robert A. Vandermeulen

In this paper, we propose a new and unified approach for nonparametric regression and conditional distribution learning. Our approach simultaneously estimates a regression function and a conditional generator using a generative learning…

Machine Learning · Statistics 2023-06-28 Shanshan Song , Tong Wang , Guohao Shen , Yuanyuan Lin , Jian Huang

The concept of biased data is well known and its practical applications range from social sciences and biology to economics and quality control. These observations arise when a sampling procedure chooses an observation with probability that…

Statistics Theory · Mathematics 2007-06-13 Sam Efromovich

In practical applications, one often does not know the "true" structure of the underlying conditional quantile function, especially in the ultra-high dimensional setting. To deal with ultra-high dimensionality, quantile-adaptive marginal…

Methodology · Statistics 2024-04-26 Daoji Li , Yinfei Kong , Dawit Zerom

Dataset condensation aims to condense a large dataset with a lot of training samples into a small set. Previous methods usually condense the dataset into the pixels format. However, it suffers from slow optimization speed and large number…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 David Junhao Zhang , Heng Wang , Chuhui Xue , Rui Yan , Wenqing Zhang , Song Bai , Mike Zheng Shou

Density Estimation is one of the central areas of statistics whose purpose is to estimate the probability density function underlying the observed data. It serves as a building block for many tasks in statistical inference, visualization,…

Machine Learning · Statistics 2019-04-02 Zhipeng Wang , David W. Scott

Approximate Bayesian Computation (ABC) is typically used when the likelihood is either unavailable or intractable but where data can be simulated under different parameter settings using a forward model. Despite the recent interest in ABC,…

Methodology · Statistics 2019-12-24 Rafael Izbicki , Ann B. Lee , Taylor Pospisil