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In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…

统计方法学 · 统计学 2025-08-05 Longwen Shang , Min Tsao , Xuekui Zhang

Distributional regression aims to find the best candidate in a given parametric family of conditional distributions to model a given dataset. As each candidate in the distribution family can be identified by the corresponding distribution…

统计理论 · 数学 2026-05-18 Gitte Kremling , Gerhard Dikta

Consider the problem of estimating a weighted average of the means of $n$ strata, based on a random sample with realized $K_i$ observations from stratum $i, \; i=1,...,n$. This task is non-trivial in cases where for a significant portion of…

统计理论 · 数学 2019-11-21 Eitan Greenshtein , Ya'acov Ritov

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…

机器学习 · 计算机科学 2016-03-22 Johannes Blömer , Sascha Brauer , Kathrin Bujna

F\'elix-Medina and Thompson (2004) proposed a variant of link-tracing sampling to estimate the size of a hidden population such as drug users, sexual workers or homeless people. In their variant a sampling frame of sites where the members…

统计方法学 · 统计学 2015-06-23 Martin H. Félix Medina

Subsampling is a computationally effective approach to extract information from massive data sets when computing resources are limited. After a subsample is taken from the full data, most available methods use an inverse probability…

统计理论 · 数学 2022-10-11 HaiYing Wang , Jae Kwang Kim

Consider a setting with $N$ independent individuals, each with an unknown parameter, $p_i \in [0, 1]$ drawn from some unknown distribution $P^\star$. After observing the outcomes of $t$ independent Bernoulli trials, i.e., $X_i \sim…

统计理论 · 数学 2019-02-13 Ramya Korlakai Vinayak , Weihao Kong , Gregory Valiant , Sham M. Kakade

The idea of maximizing the likelihood of the observed range for a set of jointly realized counts has been employed in a variety of contexts. The applicability of the MLE introduced in [1] has been extended to the general case of a…

统计理论 · 数学 2011-11-18 Plamen Markov

Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…

统计方法学 · 统计学 2022-09-19 Yu Gu , Donglin Zeng , Gerardo Heiss , D. Y. Lin

The traditional maximum likelihood estimator (MLE) is often of limited use in complex high-dimensional data due to the intractability of the underlying likelihood function. Maximum composite likelihood estimation (McLE) avoids full…

统计方法学 · 统计学 2015-02-18 Davide Ferrari , Guoqi Qian

Maximum likelihood estimates (MLEs) are asymptotically normally distributed, and this property is used in meta-analyses to test the heterogeneity of estimates, either for a single cluster or for several sub-groups. More recently, MLEs for…

统计理论 · 数学 2022-02-28 Anthony J. Webster

Unlike the commonly used parametric regression models such as mixed models, that can easily violate the required statistical assumptions and result in invalid statistical inference, target maximum likelihood estimation allows more realistic…

应用统计 · 统计学 2020-06-17 Chi Zhang , Jennifer Ahern , Mark J. van der Laan

Since the recent study (Krichene and Rendle 2020) done by Krichene and Rendle on the sampling-based top-k evaluation metric for recommendation, there has been a lot of debates on the validity of using sampling to evaluate recommendation…

信息检索 · 计算机科学 2021-03-04 Ruoming Jin , Dong Li , Benjamin Mudrak , Jing Gao , Zhi Liu

Meta analysis is commonly-used to synthesize multiple results from individual studies. However, its validation is usually threatened by publication bias and between-study heterogeneity, which can be captured by the Copas selection model.…

统计方法学 · 统计学 2025-07-21 Mengke Li , Yukun Liu , Pengfei Li , Jing Qin

We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML…

机器学习 · 计算机科学 2017-12-21 Dmitri S. Pavlichin , Jiantao Jiao , Tsachy Weissman

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…

统计方法学 · 统计学 2025-07-01 Hansheng Jiang , Adityanand Guntuboyina

We develop conservative tests for the mean of a bounded population under stratified sampling and apply them to risk-limiting post-election audits. The tests are ``anytime valid'' under sequential sampling, allowing optional stopping in each…

统计方法学 · 统计学 2026-03-17 Jacob V. Spertus , Mayuri Sridhar , Philip B. Stark

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…

统计方法学 · 统计学 2014-06-03 Iván Díaz , Michael Rosenblum

We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is subject to current status censoring and the continuous mark…

统计理论 · 数学 2011-09-07 Piet Groeneboom , Geurt Jongbloed , Birgit Witte

Although deep learning models have driven state-of-the-art performance on a wide array of tasks, they are prone to spurious correlations that should not be learned as predictive clues. To mitigate this problem, we propose a causality-based…

机器学习 · 计算机科学 2021-10-27 Xinyi Wang , Wenhu Chen , Michael Saxon , William Yang Wang
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