相关论文: On large-sample estimation and testing via quadrat…

As machine learning models grow increasingly competent, their predictions can supplement scarce or expensive data in various important domains. In support of this paradigm, algorithms have emerged to combine a small amount of high-fidelity…

Hidden Markov models (HMMs) and conditional random fields (CRFs) are two popular techniques for modeling sequential data. Inference algorithms designed over CRFs and HMMs allow estimation of the state sequence given the observations. In…

We consider the problem of uncertainty assessment for low dimensional components in high dimensional models. Specifically, we propose a decorrelated score function to handle the impact of high dimensional nuisance parameters. We consider…

There is a growing need for flexible general frameworks that integrate individual-level data with external summary information for improved statistical inference. External information relevant for a risk prediction model may come in…

In this paper, we consider the partially linear single-index models with longitudinal data. To deal with the variable selection problem in this context, we propose a penalized procedure combined with two bias correction methods, resulting…

Many probabilistic models that have an intractable normalizing constant may be extended to contain covariates. Since the evaluation of the exact likelihood is difficult or even impossible for these models, score matching was proposed to…

This paper combines probabilistic and algebraic techniques for computing quantum expectations of operator exponentials (and their products) of quadratic forms of quantum variables in Gaussian states. Such quadratic-exponential functionals…

In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the…

We introduce a general framework for active learning in regression problems. Our framework extends the standard setup by allowing for general types of data, rather than merely pointwise samples of the target function. This generalization…

These lecture notes provide a comprehensive introduction to Quantitative Methods in Finance (QMF), designed for graduate students in finance and economics with heterogeneous programming backgrounds. The material develops a unified toolkit…

In ordinary quantile regression, quantiles of different order are estimated one at a time. An alternative approach, which is referred to as quantile regression coefficients modeling (QRCM), is to model quantile regression coefficients as…

Quantile regression is a powerful statistical methodology that complements the classical linear regression by examining how covariates influence the location, scale, and shape of the entire response distribution and offering a global view…

The author uses a Stein-type covariance identity to obtain moment estimators for the parameters of the quadratic polynomial subfamily of Pearson distributions. The asymptotic distribution of the estimators is obtained, and normality and…

We show that a special case of method of moment estimator derived from the Stein class coincides with the class of generalized score matching estimator. Choosing a suitable weight function for generalized score matching is not…

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

We aim to construct a class of learning algorithms that are of practical value to applied researchers in fields such as biostatistics, epidemiology and econometrics, where the need to learn from incompletely observed information is…

The Fisher information matrix (FIM) is a key quantity in statistics as it is required for example for evaluating asymptotic precisions of parameter estimates, for computing test statistics or asymptotic distributions in statistical testing,…

Competing risks data arise frequently in clinical trials. When the proportional subdistribution hazard assumption is violated or two cumulative incidence function (CIF) curves cross, rather than comparing the overall treatment effects,…

We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and…

Multitime quantum correlation functions are central objects in physical science, offering a direct link between experimental observables and the dynamics of an underlying model. While experiments such as 2D spectroscopy and quantum control…