45 citations · 151 across the 18 of their papers we have counts for
3 papers · 1 filter
Predictively Oriented Posteriors
Yann McLatchie, Badr-Eddine Cherief-Abdellatif, David T. Frazier +1
We advocate for a new statistical principle that combines the most desirable aspects of both parameter inference and density estimation. This leads us to the predictively oriented…
Parametric MMD Estimation with Missing Values: Robustness to Missingness and Data Model Misspecification
Badr-Eddine Chérief-Abdellatif, Jeffrey Näf
In the missing data literature, the Maximum Likelihood Estimator (MLE) is celebrated for its ignorability property under missing at random (MAR) data. However, its sensitivity to m…
Estimation of copulas via Maximum Mean Discrepancy
Pierre Alquier, Badr-Eddine Chérief-Abdellatif, Alexis Derumigny +1
This paper deals with robust inference for parametric copula models. Estimation using Canonical Maximum Likelihood might be unstable, especially in the presence of outliers. We pro…