相关论文: Efficiency combined with simplicity: new testing p…

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Precisely estimating out-of-sample upper quantiles is very important in risk assessment and in engineering practice for structural design to prevent a greater disaster. For this purpose, the generalized extreme value (GEV) distribution has…

The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…

Standardized large-scale testing can be a debatable topic, in which test fairness sits at its very core. This study found that two out of five recent multi-group DIF detection methods are capable of capturing both the uniform and nonuniform…

Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky…

We derive an asymptotic expansion for the log likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for…

So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…

Training the parameters of statistical models to describe a given data set is a central task in the field of data mining and machine learning. A very popular and powerful way of parameter estimation is the method of maximum likelihood…

We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that…

A new class of survival frailty models based on the Generalized Inverse-Gaussian (GIG) distributions is proposed. We show that the GIG frailty models are flexible and mathematically convenient like the popular gamma frailty model.…

We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…

Normalizing constant (also called partition function, Bayesian evidence, or marginal likelihood) is one of the central goals of Bayesian inference, yet most of the existing methods are both expensive and inaccurate. Here we develop a new…

In this paper novel simulation methods are provided for the generalised inverse Gaussian (GIG) L\'{e}vy process. Such processes are intractable for simulation except in certain special edge cases, since the L\'{e}vy density associated with…

Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…

We address the issue of performing testing inference in generalized linear models when the sample size is small. This class of models provides a straightforward way of modeling normal and non-normal data and has been widely used in several…

We develop novel LASSO-based methods for coefficient testing and confidence interval construction in the Gaussian linear model with $n\ge d$. Our methods' finite-sample validity is identical to that of their ubiquitous…

Generative Models (GMs) have attracted considerable attention due to their tremendous success in various domains, such as computer vision where they are capable to generate impressive realistic-looking images. Likelihood-based GMs are…