相关论文: Culling the herd of moments with penalized empiric…

We study inference with a small labeled sample, a large unlabeled sample, and high-quality predictions from an external model. We link prediction-powered inference with empirical likelihood by stacking supervised estimating equations based…

While variable selection has received extensive attention in the literature, its exploration in the presence of response measurement error remains underexplored. In this paper, we investigate this important problem within the context of…

Heavy-tailed error distributions and predictors with anomalous values are ubiquitous in high-dimensional regression problems and can seriously jeopardize the validity of statistical analyses if not properly addressed. For more reliable…

We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We…

The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unknown parameter. It is well-known that statistical data may…

A general structural equation model is fitted on a panel data set that consists of $I$ correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider…

In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A_0$ corrupted by noise. We propose a new rank penalized estimator of $A_0$. For…

Mixture proportion estimation (MPE) aims to estimate class priors from unlabeled data. This task is a critical component in weakly supervised learning, such as PU learning, learning with label noise, and domain adaptation. Existing MPE…

Topic models provide a useful text-mining tool for learning, extracting, and discovering latent structures in large text corpora. Although a plethora of methods have been proposed for topic modeling, lacking in the literature is a formal…

Population quantiles and their functions are important parameters in many applications. For example, the lower quantiles often serve as crucial quality indices for forestry products. Given several independent samples from populations…

Consider estimation of the regression parameter in the accelerated failure time model, when data are obtained by cross sectional sampling. It is shown that it is possible under regularity of the model to construct an efficient estimator of…

Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models…

Structural causal models are the basic modelling unit in Pearl's causal theory; in principle they allow us to solve counterfactuals, which are at the top rung of the ladder of causation. But they often contain latent variables that limit…

The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of high-dimensional parameters. In this work, we propose…

This paper proposes a local representation for Empirical Likelihood (EL). EL admits the classical local linear quadratic representation by its likelihood ratio property. A local estimator is derived by using the new representation.…

As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…

The EM algorithm is a widely used methodology for penalized likelihood estimation. Provable monotonicity and convergence are the hallmarks of the EM algorithm and these properties are well established for smooth likelihood and smooth…

We propose an empirical likelihood ratio test for nonparametric model selection, where the competing models may be nested, nonnested, overlapping, misspecified, or correctly specified. It compares the squared prediction errors of models…

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Empirical researchers increasingly use upstream machine-learning (ML) methods to construct proxies for latent target variables from complex, unstructured data. A naive plug-in use of such proxies in downstream econometric models, however,…