相关论文: Bounds smaller than the Fisher information for gen…

The least squares method allows fitting parameters of a mathematical model from experimental data. This article proposes a general approach of this method. After introducing the method and giving a formal definition, the transitivity of the…

Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the…

The missing data issue often complicates the task of estimating generalized linear models (GLMs). We describe why the pseudo-marginal Metropolis-Hastings algorithm, used in this setting, is an effective strategy for parameter estimation.…

In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popular in statistical and financial modelling. We design a…

Regularization is a set of techniques that are used to improve the generalization ability of deep neural networks. In this paper, we introduce weight compander (WC), a novel effective method to improve generalization by reparameterizing…

An effective two-stage method for an estimation of parameters of the linear regression is considered. For this purpose we introduce a certain quasi-estimator that, in contrast to usual estimator, produces two alternative estimates. It is…

Noise affects the performance of quantum technologies, hence the importance of elaborating operative figures of merit that can capture its impact in exact terms. In quantum metrology, the introduction of the Fisher information measurement…

In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…

Recent studies found that many channels are affected by additive noise that is impulsive in nature and is best explained by heavy-tailed symmetric alpha-stable distributions. Dealing with impulsive noise environments comes with an added…

Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…

Generalization theory has been established for sparse deep neural networks under high-dimensional regime. Beyond generalization, parameter estimation is also important since it is crucial for variable selection and interpretability of deep…

The Fisher Information Matrix formalism is extended to cases where the data is divided into two parts (X,Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary…

This paper describes the most accurate analytical frequentist assessment to date of the uncertainties in the estimation of physical parameters from gravitational waves generated by non spinning binary systems and Earth-based networks of…

Neural networks are becoming an increasingly important tool in applications. However, neural networks are not widely used in statistical genetics. In this paper, we propose a new neural networks method called expectile neural networks. When…

We investigate a semiparametric regression model where one gets noisy non linear non invertible functions of the observations. We focus on the application to bearings-only tracking. We first investigate the least squares estimator and prove…

In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the…

We propose a modified, high-dimensional version of a recent dimension estimation procedure that determines the dimension via the introduction of augmented noise variables into the data. Our asymptotic results show that the proposal is…

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…

Repeated use of a data sample via adaptively chosen queries can rapidly lead to overfitting, wherein the empirical evaluation of queries on the sample significantly deviates from their mean with respect to the underlying data distribution.…