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The estimation of an f-divergence between two probability distributions based on samples is a fundamental problem in statistics and machine learning. Most works study this problem under very weak assumptions, in which case it is provably…

Machine Learning · Statistics 2019-10-25 Paul K. Rubenstein , Olivier Bousquet , Josip Djolonga , Carlos Riquelme , Ilya Tolstikhin

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

In this short note, we provide a sample complexity lower bound for learning linear predictors with respect to the squared loss. Our focus is on an agnostic setting, where no assumptions are made on the data distribution. This contrasts with…

Machine Learning · Computer Science 2021-11-23 Ohad Shamir

Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. Nonetheless, statistical…

Methodology · Statistics 2021-09-20 Katarzyna Reluga , María José Lombardía , Stefan Andreas Sperlich

We give in this short report a very simple proof of Zero-One Law for the stable distributions in Linear Topological Spaces (LTS).

Probability · Mathematics 2013-10-08 E. Ostrovsky , L. Sirota

We establish the consistency of a nonparametric maximum likelihood estimator for a class of stochastic inverse problems. We proceed by embedding the framework into the general settings of early results of Pfanzagl related to mixtures.

Statistics Theory · Mathematics 2007-10-08 Djalil Chafai , Jean-Michel Loubes

We derive rates of convergence for the mixing of operators under infinitely divisible measures in the framework of linear dynamics on Banach spaces. Our approach is based on the characterization of mixing in terms of codifference…

Probability · Mathematics 2025-11-12 Camille Mau , Nicolas Privault

Many problems in machine learning and statistics involve nested expectations and thus do not permit conventional Monte Carlo (MC) estimation. For such problems, one must nest estimators, such that terms in an outer estimator themselves…

Computation · Statistics 2018-05-24 Tom Rainforth , Robert Cornish , Hongseok Yang , Andrew Warrington , Frank Wood

Ordinary least squares (OLS) estimators are widely used in network experiments to estimate spillover effects. We study the causal interpretation of, and inference for the OLS estimator under both design-based uncertainty from random…

Econometrics · Economics 2025-09-09 Kensuke Sakamoto , Yuya Shimizu

It is usual to rely on the quasi-likelihood methods for deriving statistical methods applied to clustered multinomial data with no underlying distribution. Even though extensive literature can be encountered for these kind of data sets,…

Methodology · Statistics 2015-10-21 Juana María Alonso , Nirian Martín , Leandro Pardo

Finite mixture models have become a popular tool for clustering. Amongst other uses, they have been applied for clustering longitudinal data and clustering high-dimensional data. In the latter case, a latent Gaussian mixture model is…

Methodology · Statistics 2018-04-17 Vanessa S. E. Bierling , Paul D. McNicholas

We consider the problem of estimating the mixing density $f$ from $n$ i.i.d. observations distributed according to a mixture density with unknown mixing distribution. In contrast with finite mixtures models, here the distribution of the…

Statistics Theory · Mathematics 2015-05-26 Tabea Rebafka , François Roueff

We introduce and study a local linear nonparametric regression estimator for censorship model. The main goal of this paper is, to establish the uniform almost sure consistency result with rate over a compact set for the new estimate. To…

Statistics Theory · Mathematics 2020-04-07 Feriel Bouhadjera , Elias Saïd , Riad Remita

We investigate the stability conditions for remote state estimation of multiple linear time-invariant (LTI) systems over multiple wireless time-varying communication channels. We answer the following open problem: what is the fundamental…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Wanchun Liu , Daniel E. Quevedo , Karl H. Johansson , Branka Vucetic , Yonghui Li

Several researchers have experimentally shown that substantial improvements can be obtained in difficult pattern recognition problems by combining or integrating the outputs of multiple classifiers. This chapter provides an analytical…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Kagan Tumer , Joydeep Ghosh

In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix $R$, constructed from a $p\times n$ data matrix $X$ with independent and identically distributed (i.i.d.)…

Probability · Mathematics 2024-09-20 Yanpeng Li , Guangming Pan , Jiahui Xie , Wang Zhou

Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…

In this paper, we derive a unified method for establishing the distributional convergence of linear eigenvalue statistics (LES) for generalized patterned random matrices. We prove that for an $N \times N$ generalized patterned random matrix…

Probability · Mathematics 2025-03-14 Kiran Kumar A. S. , Shambhu Nath Maurya , Koushik Saha

Estimation of the mixing distribution under a general mixture model is a very difficult problem, especially when the mixing distribution is assumed to have a density. Predictive recursion (PR) is a fast, recursive algorithm for…

Statistics Theory · Mathematics 2023-04-12 Vaidehi Dixit , Ryan Martin

Structure-based molecular ML (SBML) models can be highly sensitive to input geometries and give predictions with large variance. We present an approach to mitigate the challenge of selecting conformations for such models by generating…

Machine Learning · Computer Science 2023-11-08 Michael Maser , Natasa Tagasovska , Jae Hyeon Lee , Andrew Watkins