Related papers: Penalized GMM Framework for Inference on Functiona…

This paper proposes a flexible new framework for constructing Neyman-orthogonal scores in semiparametric models involving infinite-dimensional nuisance parameters. While locally estimation is vital for integrating machine learning into…

It is often of interest to assess whether a function-valued statistical parameter, such as a density function or a mean regression function, is equal to any function in a class of candidate null parameters. This can be framed as a…

An algorithm framework is proposed for minimizing nonsmooth functions. The framework is variable-metric in that, in each iteration, a step is computed using a symmetric positive definite matrix whose value is updated as in a quasi-Newton…

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…

Frame alignments can be computed by different methods in GMM-based speaker verification. By incorporating a phonetic Gaussian mixture model (PGMM), we are able to compare the performance using alignments extracted from the deep neural…

In this paper, we propose a triple (or double-debiased) Lasso estimator for inference on a low-dimensional parameter in high-dimensional linear regression models. The estimator is based on a moment function that satisfies not only first-…

Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…

Estimating probabilistic deformable template models is a new approach in the fields of computer vision and probabilistic atlases in computational anatomy. A first coherent statistical framework modelling the variability as a hidden random…

This paper studies the estimation of high dimensional Gaussian graphical model (GGM). Typically, the existing methods depend on regularization techniques. As a result, it is necessary to choose the regularized parameter. However, the…

We develop a generalized control function approach to production function estimation. Our approach accommodates settings in which productivity evolves jointly with other unobservable factors such as latent demand shocks and the…

The paper discusses inference techniques for semiparametric models based on suitable versions of inference functions. The text contains two parts. In the first part, we review the optimality theory for non-parametric models based on the…

In this paper we propose and study local linear and polynomial based estimators for implementing Approximate Bayesian Computation (ABC) style indirect inference and GMM estimators. This method makes use of nonparametric regression in the…

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

We present a new active learning algorithm based on nonparametric estimators of the regression function. Our investigation provides probabilistic bounds for the rates of convergence of the generalization error achievable by proposed method…

We study the semiparametric efficient estimation of a class of linear functionals in settings where a complete multivariate dataset is supplemented by additional datasets recording subsets of the variables of interest. These datasets are…

Asymptotic properties of three estimators of probability density function of sample maximum $f_{(m)}:=mfF^{m-1}$ are derived, where $m$ is a function of sample size $n$. One of the estimators is the parametrically fitted by the…

Asymmetry along with heteroscedasticity or contamination often occurs with the growth of data dimensionality. In ultra-high dimensional data analysis, such irregular settings are usually overlooked for both theoretical and computational…

Rolling bearings are subject to various faults due to its long-time operation under harsh environment, which will lead to unexpected breakdown of machinery system and cause severe accidents. Deep learning methods recently have gained…

This paper studies the properties of debiased machine learning (DML) estimators under a novel asymptotic framework, offering insights for improving the performance of these estimators in applications. DML is an estimation method suited to…

We introduce a new approach to probabilistic unsupervised learning based on the recognition-parametrised model (RPM): a normalised semi-parametric hypothesis class for joint distributions over observed and latent variables. Under the key…