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

In mixed linear models with nonnormal data, the Gaussian Fisher information matrix is called a quasi-information matrix (QUIM). The QUIM plays an important role in evaluating the asymptotic covariance matrix of the estimators of the model…

In this article we propose a new variable selection method for analyzing data collected from longitudinal sample surveys. The procedure is based on the survey-weighted quadratic inference function, which was recently introduced as an…

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured…

Existing frameworks for probabilistic inference assume the quantity of interest is the parameter of a posited statistical model. In machine learning applications, however, often there is no statistical model/parameter; the quantity of…

Despite the versatility of generalized linear mixed models in handling complex experimental designs, they often suffer from misspecification and convergence problems. This makes inference on the values of coefficients problematic. To…

Estimating nonlinear functions of quantum states, such as the moment $\tr(\rho^m)$, is of fundamental and practical interest in quantum science and technology. Here we show a quantum-classical hybrid framework to measure them, where the…

We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…

While linear mixed modeling methods are foundational concepts introduced in any statistical education, adequate general methods for interval estimation involving models with more than a few variance components are lacking, especially in the…

For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type…

Classical deep neural networks can learn rich multi-particle correlations in collider data, but their inductive biases are rarely anchored in physics structure. We propose quantum-informed neural networks (QINNs), a general framework that…

In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…

The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations…

Preconditioning with the quantum Fisher information matrix (QFIM) is a popular approach in quantum variational algorithms. Yet the QFIM is costly to obtain directly, usually requiring more state preparation than its classical counterpart:…

We propose a random-effects approach to missing values for generalized linear mixed model (GLMM) analysis. The method converts a GLMM with missing covariates to another GLMM without missing covariates. The standard GLMM analysis tools for…

Kink model is developed to analyze the data where the regression function is twostage linear but intersects at an unknown threshold. In quantile regression with longitudinal data, previous work assumed that the unknown threshold parameters…

Modern machine learning (ML) methods typically fail to adequately capture causal information. Consequently, such models do not handle data distributional shifts, are vulnerable to adversarial examples, and often learn spurious correlations.…

We develop an efficient Bayesian sequential inference framework for factor analysis models observed via various data types, such as continuous, binary and ordinal data. In the continuous data case, where it is possible to marginalise over…

This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…

A common approach to analyzing categorical correlated time series data is to fit a generalized linear model (GLM) with past data as covariate inputs. There remain challenges to conducting inference for short time series length. By treating…

Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…