相关论文: Selecting likelihood weights by cross-validation

We consider robust estimation of wrapped models to multivariate circular data that are points on the surface of a $p$-torus based on the weighted likelihood methodology.Robust model fitting is achieved by a set of weighted likelihood…

The paper analyzes theoretically and empirically the performance of likelihood weighting (LW) on a subset of nodes in Bayesian networks. The proposed scheme requires fewer samples to converge due to reduction in sampling variance. The…

The inverse probability weighting approach is popular for evaluating treatment effects in observational studies, but extreme propensity scores could bias the estimator and induce excessive variance. Recently, the overlap weighting approach…

Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of…

Cross-validation is one of the most popular model selection methods in statistics and machine learning. Despite its wide applicability, traditional cross validation methods tend to select overfitting models, due to the ignorance of the…

We present a practical and statistically consistent scheme for actively learning binary classifiers under general loss functions. Our algorithm uses importance weighting to correct sampling bias, and by controlling the variance, we are able…

The likelihood function represents statistical evidence in the context of data and a probability model. Considerable theory has demonstrated that evidence strength for different parameter values can be interpreted from the ratio of…

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

Missing data is a common issue in many biomedical studies. Under a paired design, some subjects may have missing values in either one or both of the conditions due to loss of follow-up, insufficient biological samples, etc. Such partially…

There is increasing interest in the use of diagnostic rules based on microarray data. These rules are formed by considering the expression levels of thousands of genes in tissue samples taken on patients of known classification with respect…

Joining records with all other records that meet a linkage condition can result in an astronomically large number of combinations due to many-to-many relationships. For such challenging (acyclic) joins, a random sample over the join result…

Behavioural economics provides labels for patterns in human economic behaviour. Probability weighting is one such label. It expresses a mismatch between probabilities used in a formal model of a decision (i.e. model parameters) and…

Cross-validation is a widely-used technique to estimate prediction error, but its behavior is complex and not fully understood. Ideally, one would like to think that cross-validation estimates the prediction error for the model at hand, fit…

In observational causal inference, in order to emulate a randomized experiment, weights are used to render treatments independent of observed covariates. This property is known as balance; in its absence, estimated causal effects may be…

There has been growing attention on how to effectively and objectively use covariate information when the primary goal is to estimate the average treatment effect (ATE) in randomized clinical trials (RCTs). In this paper, we propose an…

While reliable data-driven decision-making hinges on high-quality labeled data, the acquisition of quality labels often involves laborious human annotations or slow and expensive scientific measurements. Machine learning is becoming an…

Surveys are commonly used to facilitate research in epidemiology, health, and the social and behavioral sciences. Often, these surveys are not simple random samples, and respondents are given weights reflecting their probability of…

The occurrence of atypical circular observations on the torus can badly affect parameter estimation of the multivariate von Mises distribution. This paper addresses the problem of robust fitting of the multivariate von Mises model using the…

We discuss a new weighted likelihood method for parametric estimation. The method is motivated by the need for generating a simple estimation strategy which provides a robust solution that is simultaneously fully efficient when the model is…

The method of generalized estimating equations (GEE) is popular in the biostatistics literature for analyzing longitudinal binary and count data. It assumes a generalized linear model (GLM) for the outcome variable, and a working…