相关论文: Derivative Computations and Robust Standard Errors…

We study fast algorithms for statistical regression problems under the strong contamination model, where the goal is to approximately optimize a generalized linear model (GLM) given adversarially corrupted samples. Prior works in this line…

High-dimensional longitudinal data is increasingly used in a wide range of scientific studies. To properly account for dependence between longitudinal observations, statistical methods for high-dimensional linear mixed models (LMMs) have…

This paper presents an R package EMMIXcskew for the fitting of the canonical fundamental skew t-distribution (CFUST) and finite mixtures of this distribution (FM-CFUST) via maximum likelihood (ML). The CFUST distribution provides a flexible…

Meta-analytical models are typically formulated as a mixed-effects model where the sampling variances of the effect sizes are treated as known. In principle, such models could be fitted with standard mixed-modelling software such as the…

Despite increasing popularity in empirical studies, the integration of machine learning generated variables into regression models for statistical inference suffers from the measurement error problem, which can bias estimation and threaten…

When examining the relationship between an exposure and an outcome, there is often a time lag between exposure and the observed effect on the outcome. A common statistical approach for estimating the relationship between the outcome and…

Non-Gaussian and multimodal distributions are an important part of many recent robust sensor fusion algorithms. In difference to robust cost functions, they are probabilistically founded and have good convergence properties. Since their…

Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…

Ensemble techniques are powerful approaches that combine several weak learners to build a stronger one. As a meta-learning framework, ensemble techniques can easily be applied to many machine learning methods. Inspired by ensemble…

In linear regression, the least squares (LS) estimator has certain optimality properties if the errors are normally distributed. This assumption is often violated in practice, partly caused by data outliers. Robust estimators can cope with…

Latent Gaussian models (LGMs) are perhaps the most commonly used class of models in statistical applications. Nevertheless, in areas ranging from longitudinal studies in biostatistics to geostatistics, it is easy to find datasets that…

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Meta-analysis methods are used to combine evidence from multiple studies. Meta-regression as well as model-based meta-analysis are extensions of standard pairwise meta-analysis in which information about study-level covariates and…

We discuss an approach for deriving robust posterior distributions from $M$-estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use $M$-estimating functions to construct suitable summary statistics…

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In…

ProfileGLMM is an R package integrating Generalised Linear Mixed Models (GLMMs) as the outcome model for Bayesian profile regression. This statistical framework simultaneously i) explains the variation in the outcome and ii) clusters the…

We consider the robust estimation of the parameters of multivariate Gaussian linear regression models. To this aim we consider robust version of the usual (Mahalanobis) least-square criterion, with or without Ridge regularization. We…

Large Multimodal Models (LMMs) have demonstrated impressive performance across numerous academic benchmarks. However, fine-tuning still remains essential to achieve satisfactory performance on downstream tasks, while the task-specific…

Recently, diffusion models have achieved a great performance with a small dataset of size $n$ and a fast optimization process. However, the estimation error of diffusion models suffers from the curse of dimensionality $n^{-1/D}$ with the…