相关论文: Regularized Targeted Maximum Likelihood Estimation…

Many problems in signal processing require finding sparse solutions to under-determined, or ill-conditioned, linear systems of equations. When dealing with real-world data, the presence of outliers and impulsive noise must also be accounted…

In this paper, we study sample size thresholds for maximum likelihood estimation for tensor normal models. Given the model parameters and the number of samples, we determine whether, almost surely, (1) the likelihood function is bounded…

In the world of targeted learning, cross-validated targeted maximum likelihood estimators, CV-TMLE [Zheng:2010aa], has a distinct advantage over TMLE [Laan:2006aa] in that one less condition is required of CV-TMLE in order to achieve…

Multi-task learning (MTL) considers learning a joint model for multiple tasks by optimizing a convex combination of all task losses. To solve the optimization problem, existing methods use an adaptive weight updating scheme, where task…

In additive models with many nonparametric components, a number of regularized estimators have been proposed and proven to attain various error bounds under different combinations of sparsity and fixed smoothness conditions. Some of these…

Meta-Reinforcement Learning (Meta-RL) learns optimal policies across a series of related tasks. A central challenge in Meta-RL is rapidly identifying which previously learned task is most similar to a new one, in order to adapt to it…

There have been many applications of deep neural networks to detector calibrations and a growing number of studies that propose deep generative models as automated fast detector simulators. We show that these two tasks can be unified by…

Diffusion-based models have recently shown strong performance in trajectory planning, as they are capable of capturing diverse, multimodal distributions of complex behaviors. A key limitation of these models is their slow inference speed,…

Accurate statistical inference in logistic regression models remains a critical challenge when the ratio between the number of parameters and sample size is not negligible. This is because approximations based on either classical asymptotic…

The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…

This paper investigates the estimation of the double autoregressive (DAR) model in the presence of skewed and heavy-tailed innovations. We propose a novel Normal Mixture Quasi-Maximum Likelihood Estimation (NM-QMLE) method to address the…

In this paper we consider two generalizations of Lancaster's (Review of Economic Studies, 2002) Modified Maximum Likelihood estimator (MMLE) for the panel AR(1) model with fixed effects, arbitrary initial conditions, and strictly exogenous…

Maximum likelihood estimation in nonlinear models can exhibit substantial instability in finite samples when the data provide limited information about certain parameters. Such instability is driven by rare but extreme realizations of the…

The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Many estimators of the average effect of a treatment on an outcome require estimation of the propensity score, the outcome regression, or both. It is often beneficial to utilize flexible techniques such as semiparametric regression or…

Latent variable models have been widely applied in different fields of research in which the constructs of interest are not directly observable, so that one or more latent variables are required to reduce the complexity of the data. In…

In order to learn the complex features of large spatio-temporal data, models with large parameter sets are often required. However, estimating a large number of parameters is often infeasible due to the computational and memory costs of…

We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. The higher order convergence rate of K-step MLE mainly depends…

Applying standard statistical methods after model selection may yield inefficient estimators and hypothesis tests that fail to achieve nominal type-I error rates. The main issue is the fact that the post-selection distribution of the data…