相关论文: On The Density Estimation by Super-Parametric Meth…

First principles approaches have revolutionized our ability in using computers to predict, explore and design materials. A major advantage commonly associated with these approaches is that they are fully parameter free. However, numerically…

We investigate the problem of semi-parametric maximum likelihood under constraints on summary statistics. Such a procedure results in a discrete probability distribution that maximises the likelihood among all such distributions under the…

In this paper we present new regularized Shannon sampling formulas which use localized sampling with special window functions, namely Gaussian, B-spline, and sinh-type window functions. In contrast to the classical Shannon sampling series,…

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…

Several bivariate beta distributions have been proposed in the literature. In particular, Olkin and Liu (2003) proposed a 3 parameter bivariate beta model, which Arnold and Ng (2011) extend to 5 and 8 parameter models. The 3 parameter model…

In this paper, we propose a novel, effective and efficient probabilistic pruning criterion for probabilistic similarity queries on uncertain data. Our approach supports a general uncertainty model using continuous probabilistic density…

We consider a model of selective prediction, where the prediction algorithm is given a data sequence in an online fashion and asked to predict a pre-specified statistic of the upcoming data points. The algorithm is allowed to choose when to…

Calibration of computer models is a key step in making inferences, predictions, and decisions for complex science and engineering systems. We formulate and analyze a nonparametric Bayesian methodology for computer model calibration. This…

Elliptically symmetric distributions are a classic example of a semiparametric model where the location vector and the scatter matrix (or a parameterization of them) are the two finite-dimensional parameters of interest, while the density…

In studies involving lifetimes, observed survival times are frequently censored and possibly subject to biased sampling. In this paper, we model survival times under biased sampling (a.k.a., biased survival data) by a semi-parametric model,…

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

In this work, we develop and compare two innovative strategies for parameter estimation and radar detection of multiple point-like targets. The first strategy, which appears here for the first time, jointly exploits the maximum likelihood…

Microscopy research often requires recovering particle-size distributions in three dimensions from only a few (10 - 200) profile measurements in the section. This problem is especially relevant for petrographic and mineralogical studies,…

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…

We review Quasi Maximum Likelihood estimation of factor models for high-dimensional panels of time series. We consider two cases: (1) estimation when no dynamic model for the factors is specified (Bai and Li, 2012, 2016); (2) estimation…

In this paper, the Neyman-Pearson lemma for general sublinear expectations is studied. We weaken the assumptions for sublinear expectations in [1] and give a completely new method to study this problem. Applying Mazur-Orlicz Theorem and the…

The aim of this paper is to present a new estimation procedure that can be applied in many statistical frameworks including density and regression and which leads to both robust and optimal (or nearly optimal) estimators. In density…

Exploiting the fact that most arrival processes exhibit cyclic behaviour, we propose a simple procedure for estimating the intensity of a nonhomogeneous Poisson process. The estimator is the super-resolution analogue to Shao 2010 and Shao &…

Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…