相关论文: Pure Error REML for Analyzing Data from Multi-Stra…

Response-biased sampling, in which samples are drawn from a popula- tion according to the values of the response variable, is common in biomedical, epidemiological, economic and social studies. In particular, the complete obser- vations in…

For reinforcement learning on complex stochastic systems where many factors dynamically impact the output trajectories, it is desirable to effectively leverage the information from historical samples collected in previous iterations to…

The primary objective of this scholarly work is to develop two estimation procedures - maximum likelihood estimator (MLE) and method of trimmed moments (MTM) - for the mean and variance of lognormal insurance payment severity data sets…

Reconstruction error is a prevalent score used to identify anomalous samples when data are modeled by generative models, such as (variational) auto-encoders or generative adversarial networks. This score relies on the assumption that normal…

This paper estimates the break point for large-dimensional factor models with a single structural break in factor loadings at a common unknown date. First, we propose a quasi-maximum likelihood (QML) estimator of the change point based on…

Increasingly, medical research is dependent on data collected for non-research purposes, such as electronic health records data (EHR). EHR data and other large databases can be prone to measurement error in key exposures, and unadjusted…

Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…

\noindent Randomized nomination sampling (RNS) is a rank-based sampling technique which has been shown to be effective in several nonparametric studies involving environmental and ecological applications. In this paper, we investigate…

We suggest specification tests for the error distribution in vector multiplicative error models (vMEM). The test statistic is formulated as a weighted integrated distance between the parametric estimator of the Laplace transform of the null…

Error mitigation techniques, while instrumental in extending the capabilities of near-term quantum computers, often suffer from exponential resource scaling with noise levels. To address this limitation, we introduce a novel approach,…

Large Language Models (LLMs) are increasingly relied upon for solving complex reasoning tasks in domains such as mathematics, logic, and multi-step question answering. A growing line of work seeks to improve reasoning quality by scaling…

The spectral risk has wide applications in machine learning, especially in real-world decision-making, where people are not only concerned with models' average performance. By assigning different weights to the losses of different sample…

Most statistical software packages implement numerical strategies for computation of maximum likelihood estimates in random effects models. Little is known, however, about the algebraic complexity of this problem. For the one-way layout…

Purpose: We address the challenge of inaccurate parameter estimation in diffusion MRI when the signal-to-noise ratio (SNR) is very low, as in the spinal cord. The accuracy of conventional maximum-likelihood estimation (MLE) depends highly…

Subsampling is a widely used and effective approach for addressing the computational challenges posed by massive datasets. Substantial progress has been made in developing non-uniform, probability-based subsampling schemes that prioritize…

Variability in multiple independent input parameters makes it difficult to estimate the resultant variability in the system's overall response. The Propagation of Errors and Monte-Carlo techniques are two major methods to predict the…

We obtain minimax-optimal convergence rates in the supremum norm, including information-theoretic lower bounds, for estimating the covariance kernel of a stochastic process which is repeatedly observed at discrete, synchronous design…

Permutation methods are commonly used to test significance of regressors of interest in general linear models (GLMs) for functional (image) data sets, in particular for neuroimaging applications as they rely on mild assumptions. Permutation…

Engineering problems often involve data sources of variable fidelity with different costs of obtaining an observation. In particular, one can use both a cheap low fidelity function (e.g. a computational experiment with a CFD code) and an…

Residuals are a key component of diagnosing model fit. The usual practice is to compute standardized residuals using expected values and standard deviations of the observed data, then use these values to detect outliers and assess model…