Estimation in Functional Regression for General Exponential Families by Winston

Functional Regression for General Exponential Families By

Nonparametric Regression in Natural Exponential Families

Abstract: Theory and methodology for nonparametric regression have been particularly well developed in the case of additive homoscedastic Gaussian noise. Inspired by asymptotic equivalence theory, there have been ongoing efforts in recent years to construct explicit procedures that turn other function estimation problems into a standard nonparametric regression with Gaussian noise. Then in prin...

Acoustic modeling using exponential families

We present a framework to utilize general exponential families for acoustic modeling. Maximum Likelihood (ML) parameter estimation is carried out using sampling based estimates of the partition function and expected feature vector. Markov Chain Monte Carlo procedures are used to draw samples from general exponential densities. We apply our ML estimation framework to two new exponential families...

Targeted Maximum Likelihood Estimation using Exponential Families.

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. The key step in any TMLE implementation is constructing a sequence of least-favorable parametric models for the parameter of interest. This has been done for a variety of parameters arising in causal inference problems, by augmenting standard regression models ...

Truncated Linear Minimax Estimator of a Power of the Scale Parameter in a Lower- Bounded Parameter Space

 Minimax estimation problems with restricted parameter space reached increasing interest within the last two decades Some authors derived minimax and admissible estimators of bounded parameters under squared error loss and scale invariant squared error loss In some truncated estimation problems the most natural estimator to be considered is the truncated version of a classic...