Related papers: Data driven extreme value distribution estimation:…
This paper develops a semiparametric Bayesian instrumental variable analysis method for estimating the causal effect of an endogenous variable when dealing with unobserved confounders and measurement errors with partly interval-censored…
We present the deconvolved distribution estimator (DDE), an extension of the voxel intensity distribution (VID), in the context of future observations proposed as part of the CO Mapping Array Project (COMAP). The DDE exploits the fact that…
Stochastic differential equations (SDEs) are increasingly used in longitudinal data analysis, compartmental models, growth modelling, and other applications in a number of disciplines. Parameter estimation, however, currently requires…
This article extends the multivariate extreme value theory (MEVT) to discrete settings, focusing on the generalized Pareto distribution (GPD) as a foundational tool. The purpose of the study is to enhance the understanding of extreme…
A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity estimator of the mean program impact…
This work presents a distributed method for control centers to monitor the operating condition of a power network, i.e., to estimate the network state, and to ultimately determine the occurrence of threatening situations. State estimation…
In this work, we propose adaptive link selection strategies for distributed estimation in diffusion-type wireless networks. We develop an exhaustive search-based link selection algorithm and a sparsity-inspired link selection algorithm that…
Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of…
Large sample behavior of dynamic information borrowing (DIB) estimators is investigated. Asymptotic properties of several DIB approaches (adaptive risk minimization, adaptive LASSO, Bayesian procedures with empirical power prior, fully…
Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…
We consider the problem of estimating the mean of a random vector based on i.i.d. observations and adversarial contamination. We introduce a multivariate extension of the trimmed-mean estimator and show its optimal performance under minimal…
In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently…
Discriminatory channel estimation (DCE) is a recently developed strategy to enlarge the performance difference between a legitimate receiver (LR) and an unauthorized receiver (UR) in a multiple-input multiple-output (MIMO) wireless system.…
We introduce novel diffusion based adaptive estimation strategies for distributed networks that have significantly less communication load and achieve comparable performance to the full information exchange configurations. After local…
Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…
Distributed state estimation is examined for a sensor network tasked with reconstructing a system's state through the use of a distributed and event-triggered observer. Each agent in the sensor network employs a deep neural network (DNN) to…
We derive estimators of the density of the event times of current status data. The estimators are derived for the situations where the distribution of the observation times is known and where this distribution is unknown. The density…
Allthough nonparametric kernel density estimation with bias reduce is nowadays a standard technique in explorative data-analysis, there is still a big dispute on how to assess the quality of the estimate and which choice of bandwidth is…
In extreme value analysis, tail behavior of a heavy-tailed data distribution is modeled by a Pareto-type distribution in which the so-called extreme value index (EVI) controls the tail behavior. For heavy-tailed data obtained from multiple…
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…