Related papers: Accompanying document to "Point Estimation with Ex…
Local increases in the mean of a random field are detected (conservatively) by thresholding a field of test statistics at a level $u$ chosen to control the tail probability or $p$-value of its maximum. This $p$-value is approximated by the…
In many applications, parameters of interest are estimated by solving some non-smooth estimating equations with $U$-statistic structure. Jackknife empirical likelihood (JEL) approach can solve this problem efficiently by reducing the…
The marginal likelihood, also known as the evidence, is regarded as a mathematical embodiment of Occam's razor, enabling model selection that avoids overfitting. The evidence lower bound (ELBO) objective from variational inference has also…
Consider a setting with $N$ independent individuals, each with an unknown parameter, $p_i \in [0, 1]$ drawn from some unknown distribution $P^\star$. After observing the outcomes of $t$ independent Bernoulli trials, i.e., $X_i \sim…
We develop an empirical Bayes (EB) G-modeling framework for short-panel linear models with nonparametric prior for the random intercepts, slopes, dynamics, and non-spherical error variances. We establish identification and consistency of…
We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation…
Linear regression models are useful statistical tools to analyze data sets in several different fields. There are several methods to estimate the parameters of a linear regression model. These methods usually perform under normally…
Machine learning models in high-stakes applications, such as recidivism prediction and automated personnel selection, often exhibit systematic performance disparities across sensitive subpopulations, raising critical concerns regarding…
In a companion paper (McRobie(2013) arxiv:1304.3918), a simple set of `elemental' estimators was presented for the Generalized Pareto tail parameter. Each elemental estimator: involves only three log-spacings; is absolutely unbiased for all…
Expectation Propagation is a very popular algorithm for variational inference, but comes with few theoretical guarantees. In this article, we prove that the approximation errors made by EP can be bounded. Our bounds have an asymptotic…
This paper studies the Exponential Weights (EW) algorithm with an isotropic Gaussian prior for online logistic regression. We show that the near-optimal worst-case regret bound $O(d\log(Bn))$ for EW, established by Kakade and Ng (2005)…
Empirical likelihood is a popular nonparametric or semi-parametric statistical method with many nice statistical properties. Yet when the sample size is small, or the dimension of the accompanying estimating function is high, the…
We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…
Reliable precipitation nowcasting is critical for weather-sensitive decision-making, yet neural weather models (NWMs) can produce poorly calibrated probabilistic forecasts. Standard calibration metrics such as the expected calibration error…
Understanding whether fine-tuning elicits latent capabilities or teaches new ones is a fundamental question for language model evaluation and safety. We develop a formal information-theoretic framework for quantifying how much predictive…
One of the main reasons to employ a description logic such as EL or EL++ is the fact that it has efficient, polynomial-time algorithmic properties such as deciding consistency and inferring subsumption. However, simply by adding negation of…
Estimators derived from an EM algorithm are not robust since they are based on the maximization of the likelihood function. We propose a proximal-point algorithm based on the EM algorithm which aim to minimize a divergence criterion.…
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…
The expectation--maximization (EM) algorithm combines global monotonicity, local linear convergence, and strong practical robustness, but these features are usually analyzed separately. Global descent is nonlinear, whereas local convergence…