相关论文: Another Look at the Problem of Many-Normal-Means

Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate…

We present a unifying view on various statistical estimation techniques including penalization, variational and thresholding methods. These estimators will be analyzed in the context of statistical linear inverse problems including…

Inference in semi-supervised (SS) settings has gained substantial attention in recent years due to increased relevance in modern big-data problems. In a typical SS setting, there is a much larger-sized unlabeled data, containing only…

In the social sciences we are often interested in comparing models specified by parametric equality or inequality constraints. For instance, when examining three group means $\{ \mu_1, \mu_2, \mu_3\}$ through an analysis of variance…

Machine learning (ML) models are increasingly being used in metrology applications. However, for ML models to be credible in a metrology context they should be accompanied by principled uncertainty quantification. This paper addresses the…

The increased flexibility and density of spectrum access in 5G New Radio (NR) has made jamming detection and classification a critical research area. To detect coexisting jamming and subtle interference, we introduce a Bayesian…

The quantification of uncertainty in prediction models is crucial for reliable decision-making, yet remains a significant challenge. Interval time series forecasting offers a principled solution to this problem by providing prediction…

In this paper we propose and study local linear and polynomial based estimators for implementing Approximate Bayesian Computation (ABC) style indirect inference and GMM estimators. This method makes use of nonparametric regression in the…

When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…

Marginal model is a popular instrument for studying longitudinal data and cluster data. This paper investigates the estimator of marginal model with subgroup auxiliary information. To marginal model, we propose a new type of auxiliary…

This paper studies the sparse normal mean models under the empirical Bayes framework. We focus on the mixture priors with an atom at zero and a density component centered at a data driven location determined by maximizing the marginal…

Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often…

We present two sampled quasi-Newton methods (sampled LBFGS and sampled LSR1) for solving empirical risk minimization problems that arise in machine learning. Contrary to the classical variants of these methods that sequentially build…

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Convolutional neural networks (CNNs) provide flexible function approximations for a wide variety of applications when the input variables are in the form of images or spatial data. Although CNNs often outperform traditional statistical…

Inference for doubly intractable distributions is challenging because the intractable normalizing functions of these models include parameters of interest. Previous auxiliary variable MCMC algorithms are infeasible for multi-dimensional…

The original formulation of BEAMS - Bayesian Estimation Applied to Multiple Species - showed how to use a dataset contaminated by points of multiple underlying types to perform unbiased parameter estimation. An example is cosmological…

Each family $\mathcal{M}$ of means has a natural, partial order (point-wise order), that is $M \le N$ iff $M(x) \le N(x)$ for all admissible $x$. In this setting we can introduce the notion of interval-type set (a subset $\mathcal{I}…

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

This article expands the framework of Bayesian inference and provides direct probabilistic methods for approaching inference tasks that are typically handled with information theory. We treat Bayesian probability updating as a random…