相关论文: Exact confidence intervals for the mixing distribu…

Safe and reliable disclosure of information from confidential data is a challenging statistical problem. A common approach considers the generation of synthetic data, to be disclosed instead of the original data. Efficient approaches ought…

This article explores combinations of weighted bootstraps, like the Bayesian bootstrap, with the bootstrap $t$ method for setting approximate confidence intervals for the mean of a random variable in small samples. For this problem the…

I present a critical review of techniques for estimating confidence intervals on binomial population proportions inferred from success counts in small-to-intermediate samples. Population proportions arise frequently as quantities of…

Clustering has become a core technology in machine learning, largely due to its application in the field of unsupervised learning, clustering, classification, and density estimation. A frequentist approach exists to hand clustering based on…

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Empirical best linear unbiased prediction (EBLUP) method uses a linear mixed model in combining information from different sources of information. This method is particularly useful in small area problems. The variability of an EBLUP is…

We present a new way to summarize and select mixture models via the hierarchical clustering tree (dendrogram) constructed from an overfitted latent mixing measure. Our proposed method bridges agglomerative hierarchical clustering and…

The vast majority of network datasets contains errors and omissions, although this is rarely incorporated in traditional network analysis. Recently, an increasing effort has been made to fill this methodological gap by developing network…

The aim of this paper is to show the interest in fitting features with an $\alpha$-stable distribution to classify imperfect data. The supervised pattern recognition is thus based on the theory of continuous belief functions, which is a way…

We consider the problem of multivariate density deconvolution where the distribution of a random vector needs to be estimated from replicates contaminated with conditionally heteroscedastic measurement errors. We propose a conceptually…

Prediction is a central task of statistics and machine learning, yet many inferential settings provide only partial information, typically in the form of moment constraints or estimating equations. We develop a finite, fully Bayesian…

In this paper we tackle the problem of point and probabilistic forecasting by describing a blending methodology of machine learning models that belong to gradient boosted trees and neural networks families. These principles were…

We consider a likelihood ratio method for testing whether a monotone baseline hazard function in the Cox model has a particular value at a fixed point. The characterization of the estimators involved is provided both in the nondecreasing…

We propose a kernel mixture of polynomials prior for Bayesian nonparametric regression. The regression function is modeled by local averages of polynomials with kernel mixture weights. We obtain the minimax-optimal rate of contraction of…

This paper investigates the issues of combination and normalization of interval-valued belief structures within the framework of Dempster-Shafer theory of evidence. Existing approaches are reviewed and thoroughly analyzed. The advantages…

Let $X_1,\ldots,X_n$ be a random sample from an unknown probability distribution $P$ on the sample space ${\cal X}$, and let $\theta=\theta(P)$ be a parameter of interest. The present paper proposes a nonparametric `Bayesian bootstrap'…

We present convincing empirical evidence for an effective and general strategy for building accurate small models. Such models are attractive for interpretability and also find use in resource-constrained environments. The strategy is to…

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

In this dissertation, we develop nonparametric Bayesian models for biomedical data analysis. In particular, we focus on inference for tumor heterogeneity and inference for missing data. First, we present a Bayesian feature allocation model…