相关论文: Geometric mean method for judgement matrices: Form…

This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient estimator requires explicit nonparametric estimation and so…

We construct and propose the "Bayesian Validation Metric" (BVM) as a general model validation and testing tool. We find the BVM to be capable of representing all of the standard validation metrics (square error, reliability, probability of…

The Expectation-Maximization (EM) algorithm for mixture models often results in slow or invalid convergence. The popular convergence proof affirms that the likelihood increases with Q; Q is increasing in the M -step and non-decreasing in…

We study quantum statistical inference tasks of hypothesis testing and their canonical variations, in order to review relations between their corresponding figures of merit---measures of statistical distance---and demonstrate the crucial…

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

A central part of geometric statistics is to compute the Fr\'echet mean. This is a well-known intrinsic mean on a Riemannian manifold that minimizes the sum of squared Riemannian distances from the mean point to all other data points. The…

Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in…

Matching is a popular approach in causal inference to estimate treatment effects by pairing treated and control units that are most similar in terms of their covariate information. However, classic matching methods completely ignore the…

MM (majorization--minimization) algorithms are an increasingly popular tool for solving optimization problems in machine learning and statistical estimation. This article introduces the MM algorithm framework in general and via three…

We investigate a general matrix factorization for deviance-based data losses, extending the ubiquitous singular value decomposition beyond squared error loss. While similar approaches have been explored before, our method leverages…

This work is concerned with the rigorous analysis on the Generalized Multiscale Finite Element Methods (GMsFEMs) for elliptic problems with high-contrast heterogeneous coefficients. GMsFEMs are popular numerical methods for solving flow…

In many contexts Gaussian Mixtures (GM) are used to approximate probability distributions, possibly time-varying. In some applications the number of GM components exponentially increases over time, and reduction procedures are required to…

A generalized method of moments (GMM) estimator is unreliable for a large number of moment conditions, that is, it is comparable, or larger than the sample size. While classical GMM literature proposes several provisions to this problem,…

Geometric matrix completion (GMC) has been proposed for recommendation by integrating the relationship (link) graphs among users/items into matrix completion (MC). Traditional GMC methods typically adopt graph regularization to impose…

Survey instruments and assessments are frequently used in many domains of social science. When the constructs that these assessments try to measure become multifaceted, multidimensional item response theory (MIRT) provides a unified…

We revisit the task of learning a Euclidean metric from data. We approach this problem from first principles and formulate it as a surprisingly simple optimization problem. Indeed, our formulation even admits a closed form solution. This…

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables…

We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Generalized linear mixed models (GLMMs) are widely used in research for their ability to model correlated outcomes with non-Gaussian conditional distributions. The proper selection of fixed and random effects is a critical part of the…