相关论文: Building Unbiased Estimators from Non-Gaussian Lik…
Estimation of the prediction error of a linear estimation rule is difficult if the data analyst also use data to select a set of variables and construct the estimation rule using only the selected variables. In this work, we propose an…
We establish a general statistical optimality theory for estimation problems where the target parameter is a linear functional of an unknown nuisance component that must be estimated from data. This formulation covers many causal and…
We study the effective degrees of freedom of the lasso in the framework of Stein's unbiased risk estimation (SURE). We show that the number of nonzero coefficients is an unbiased estimate for the degrees of freedom of the lasso--a…
The proposed two-dimensional geometrically exact beam element extends our previous work by including the effects of shear distortion, and also of distributed forces and moments acting along the beam. The general flexibility-based…
This paper considers the problem of estimation of the Fisher information for location from a random sample of size $n$. First, an estimator proposed by Bhattacharya is revisited and improved convergence rates are derived. Second, a new…
We present a new shear estimator for weak lensing observations which properly accounts for the effects of a realistic point spread function (PSF). Images of faint galaxies are subject to gravitational shearing followed by smearing with the…
This paper focuses on the Bregman divergence defined by the reciprocal function, called the inverse divergence. For the loss function defined by the monotonically increasing function $f$ and inverse divergence, the conditions for the…
In this work, we introduce a novel estimator of the predictive risk with Poisson data, when the loss function is the Kullback-Leibler divergence, in order to define a regularization parameter's choice rule for the Expectation Maximization…
Most data for evaluating and training recommender systems is subject to selection biases, either through self-selection by the users or through the actions of the recommendation system itself. In this paper, we provide a principled approach…
Causal inference methods have been applied in various fields where researchers want to estimate treatment effects. In traditional causal inference settings, one assumes that the outcome of a unit does not depend on treatments of other…
Analysis of high-dimensional data, where the number of covariates is larger than the sample size, is a topic of current interest. In such settings, an important goal is to estimate the signal level $\tau^2$ and noise level $\sigma^2$, i.e.,…
Bias due to imperfect shear calibration is the biggest obstacle when constraints on cosmological parameters are to be extracted from large area weak lensing surveys such as Pan-STARRS-3pi, DES or future satellite missions like Euclid. We…
In this paper we derive an exact full expression for the 2D probability distribution of the ellipticity of an object measured from data, only assuming Gaussian noise in pixel values. This is a generalisation of the probability distribution…
We study a regression characterization for the quadratic estimator of weak lensing, developed by Hu and Okamoto (2001,2002), for cosmic microwave background observations. This characterization motivates a modification of the quadratic…
A popular approach to perform inference on a target parameter in the presence of nuisance parameters is to construct estimating equations that are orthogonal to the nuisance parameters, in the sense that their expected first derivative is…
We present a novel framework for estimation and inference with the broad class of universal approximators. Estimation is based on the decomposition of model predictions into Shapley values. Inference relies on analyzing the bias and…
An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high-dimensional settings where the number of variables $p$ diverges with the sample size $n$, as well…
We study a high-dimensional regression setting under the assumption of known covariate distribution. We aim at estimating the amount of explained variation in the response by the best linear function of the covariates (the signal level). In…
We study unconstrained optimization problems of nonsmooth, nonconvex Lipschitz functions, using only noisy pairwise comparisons governed by a known link function. Our goal is to compute a $(\delta,\varepsilon)$-Goldstein stationary point.…
Unbiased estimation for parameters of maximal distribution is a very fundamental problem in the statistical theory of sublinear expectation. In this paper, we proved that the maximum estimator is the largest unbiased estimator for the upper…