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In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A…
Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…
Semiparametric models are useful in econometrics, social sciences and medicine application. In this paper, a new estimator based on least square methods is proposed to estimate the direction of unknown parameters in semi-parametric models.…
In scientific machine learning, models are routinely deployed with parameter values or boundary conditions far from those used in training. This paper studies the learning-where-to-learn problem of designing a training data distribution…
Two-component mixture models are particularly useful for identifying differentially expressed genes, but their performance can deteriorate markedly when the alternative distribution departs from parametric assumptions or symmetry. We…
For linear models with a diverging number of parameters, it has recently been shown that modified versions of Bayesian information criterion (BIC) can identify the true model consistently. However, in many cases there is little…
Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…
Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…
The systematic collection of longitudinal data is very common in practice, making mixed models widely used. Most developments around these models focus on modeling the mean trajectory of repeated measurements, typically under the assumption…
This paper investigates the asymptotic distribution of the maximum-likelihood estimate (MLE) in multinomial logistic models in the high-dimensional regime where dimension and sample size are of the same order. While classical large-sample…
In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood…
We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…
In this paper, we study the linear transformation model in the most general setup. This model includes many important and popular models in statistics and econometrics as special cases. Although it has been studied for many years, the…
Semi-supervised learning is an important and active topic of research in pattern recognition. For classification using linear discriminant analysis specifically, several semi-supervised variants have been proposed. Using any one of these…
A common assumption in semi-supervised learning is that the labeled, unlabeled, and test data are drawn from the same distribution. However, this assumption is not satisfied in many applications. In many scenarios, the data is collected…
Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…
In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
Given a mixed hyperspectral data set, linear unmixing aims at estimating the reference spectral signatures composing the data - referred to as endmembers - their abundance fractions and their number. In practice, the identified endmembers…
Classical statistical learning theory predicts a U-shaped relationship between test loss and model capacity, driven by the bias-variance trade-off. Recent advances in modern machine learning have revealed a more complex pattern,…