相关论文: Precise finite-sample quantiles of the Jarque-Bera…

We introduce estimation and test procedures through divergence minimiza- tion for models satisfying linear constraints with unknown parameter. These procedures extend the empirical likelihood (EL) method and share common features with…

The Weibull--like distributions form a large class of probability distributions that belong to the domain of attraction for the maxima of the Gumbel law. Besides the Weibull distribution, it includes important distributions as the Gamma…

In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alternating direction method of multipliers (ADMM) is…

Normal mixture distributions are arguably the most important mixture models, and also the most technically challenging. The likelihood function of the normal mixture model is unbounded based on a set of random samples, unless an artificial…

Accurately estimating semantic aleatoric and epistemic uncertainties in large language models (LLMs) is particularly challenging in free-form question answering (QA), where obtaining stable estimates often requires many expensive…

The distortion-rate performance of certain randomly-designed scalar quantizers is determined. The central results are the mean-squared error distortion and output entropy for quantizing a uniform random variable with thresholds drawn…

Markov regime switching models have been widely used in numerous empirical applications in economics and finance. However, the asymptotic distribution of the maximum likelihood estimator (MLE) has not been proven for some empirically…

This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE) is consistent and asymptotically normally distributed. We…

Generalized linear mixed models (GLMMs) are used to model responses from exponential families with a combination of fixed and random effects. For variance components in GLMMs, we propose an approximate restricted likelihood ratio test that…

This paper establishes the almost sure convergence and asymptotic normality of levels and differenced quasi maximum-likelihood (QML) estimators of dynamic panel data models. The QML estimators are robust with respect to initial conditions,…

The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard…

This paper presents new variants of the averaged alternating modified reflections (AAMR) method for the best approximation problem. Under a mild constraint qualification, we first show its weak convergence and then establish a convergence…

In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…

In this paper, we not only propose an new optimal sequential test of sum of logarithmic likelihood ratio (SLR) but also present the CUSUM sequential test (control chart, stopping time) with the observation-adjusted control limits…

Unsupervised automatic readability assessment (ARA) methods have important practical and research applications (e.g., ensuring medical or educational materials are suitable for their target audiences). In this paper, we propose a new…

Many statistical applications require an estimate of a covariance matrix and/or its inverse. When the matrix dimension is large compared to the sample size, which happens frequently, the sample covariance matrix is known to perform poorly…

This study presents new closed-form estimators for the Dirichlet and the Multivariate Gamma distribution families, whose maximum likelihood estimator cannot be explicitly derived. The methodology builds upon the score-adjusted estimators…

We investigate a weighted Multilevel Richardson-Romberg extrapolation for the ergodic approximation of invariant distributions of diffusions adapted from the one introduced in~[Lemaire-Pag\`es, 2013] for regular Monte Carlo simulation. In a…

Debiased machine learning (DML) offers an attractive way to estimate treatment effects in observational settings, where identification of causal parameters requires a conditional independence or unconfoundedness assumption, since it allows…

Range coders and ANS replace empirical probabilities with integer frequencies summing to a fixed $M$; the resulting per-symbol code-length redundancy is exactly the KL divergence of the empirical distribution from the quantized one.…