相关论文: On Combining Estimation Problems Under Quadratic L…

Analysis of non-asymptotic estimation error and structured statistical recovery based on norm regularized regression, such as Lasso, needs to consider four aspects: the norm, the loss function, the design matrix, and the noise model. This…

We study the minimal sample size N=N(n) that suffices to estimate the covariance matrix of an n-dimensional distribution by the sample covariance matrix in the operator norm, with an arbitrary fixed accuracy. We establish the optimal bound…

The ever-growing size of the datasets renders well-studied learning techniques, such as Kernel Ridge Regression, inapplicable, posing a serious computational challenge. Divide-and-conquer is a common remedy, suggesting to split the dataset…

Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…

Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…

This thesis consists of two independent parts: random matrices, which form the first one-third of this thesis, and machine learning, which constitutes the remaining part. The main results of this thesis are as follows: a necessary and…

This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…

We generalize the approach by Braunstein and Caves [Phys. Rev. Lett. 72, 3439 (1994)] to quantum multi-parameter estimation with general states. We derive a matrix bound of the classical Fisher information matrix due to each measurement…

Penalized Least Squares are widely used in signal and image processing. Yet, it suffers from a major limitation since it requires fine-tuning of the regularization parameters. Under assumptions on the noise probability distribution,…

Causal inference plays an important role in under standing the underlying mechanisation of the data generation process across various domains. It is challenging to estimate the average causal effect and individual causal effects from…

We obtain robust and computationally efficient estimators for learning several linear models that achieve statistically optimal convergence rate under minimal distributional assumptions. Concretely, we assume our data is drawn from a…

Optimal statistical decisions should transcend the language used to describe them. Yet, how do we guarantee that the choice of coordinates - the parameterisation of an optimisation problem - does not subtly dictate the solution? This paper…

In this paper, we explore the properties of the Ellis-Jaffe Sum Rule (EJSR) by employing the Principle of Maximum Conformality (PMC) approach to address its perturbative part up to next-to-next-to-next-to-leading order ($\rm N^{3}LO$) QCD…

We propose an improved LASSO estimation technique based on Stein-rule. We shrink classical LASSO estimator using preliminary test, shrinkage, and positive-rule shrinkage principle. Simulation results have been carried out for various…

We consider identification and inference about mean functionals of observed covariates and an outcome variable subject to nonignorable missingness. By leveraging a shadow variable, we establish a necessary and sufficient condition for…

I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…

Driven by several successful applications such as in stochastic gradient descent or in Bayesian computation, control variates have become a major tool for Monte Carlo integration. However, standard methods do not allow the distribution of…

In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…