相关论文: Resampling Based Empirical Prediction: An Applicat…
While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…
This paper considers nonparametric regression from strongly mixing observations. The proposed approach is based on deep neural networks with minimum error entropy (MEE) principle. We study two estimators: the non-penalized deep neural…
Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…
A bilateral (i.e., upper and lower) bound on the mean-square error under a general model mismatch is developed. The bound, which is derived from the variational representation of the chi-square divergence, is applicable in the Bayesian and…
In this article, we propose two classes of semiparametric mixture regression models with single-index for model based clustering. Unlike many semiparametric/nonparametric mixture regression models that can only be applied to low dimensional…
Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…
In the linear random effects model, when distributional assumptions such as normality of the error variables cannot be justified, moments may serve as alternatives to describe relevant distributions in neighborhoods of their means.…
Some improved estimators are proposed for estimating the population mean in stratified sampling in the presence of auxiliary information. Mean square error (MSE) of the proposed estimators have been derived under large sample approximation.…
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error…
Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
In all applications in digital communications, it is crucial for an estimator to be unbiased. Although so-called soft feedback is widely employed in many different fields of engineering, typically the biased estimate is used. In this paper,…
Estimation of generalized linear mixed models (GLMMs) with non-nested random effects structures requires approximation of high-dimensional integrals. Many existing methods are tailored to the low-dimensional integrals produced by nested…
Least-squares fits are an important tool in many data analysis applications. In this paper, we review theoretical results, which are relevant for their application to data from counting experiments. Using a simple example, we illustrate the…
We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions…
Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed…
Benchmarking estimation and its risk evaluation is a practically important issue in small area estimation. While Bayesian methods have been widely adopted in small area estimation, existing benchmarking approaches are often ad-hoc, such as…
Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…
Estimation of crossed random effects models commonly requires computational costs that grow faster than linearly in the sample size $N$, often as fast as $\Omega(N^{3/2})$, making them unsuitable for large data sets. For non-Gaussian…
In order to estimate the population mean in the presence of both non-response and measurement errors that are uncorrelated, the paper presents some novel estimators employing ranked set sampling by utilizing auxiliary information.Up to the…