6 papers
Revisiting Incremental Stochastic Majorization-Minimization Algorithms with Applications to Mixture of Experts
TrungKhang Tran, TrungTin Nguyen, Gersende Fort +5
Processing high-volume, streaming data is increasingly common in modern statistics and machine learning, where batch-mode algorithms are often impractical because they require repe…
Statistical process control via -values
Hien Duy Nguyen, Dan Wang
We study statistical process control (SPC) through charting of -values. When in control (IC), any valid sequence is super-uniform, a requirement that can hold in n…
Modifications of the BIC for order selection in finite mixture models
Hien Duy Nguyen, TrungTin Nguyen
Finite mixture models are ubiquitous in modern statistical modeling, and a recurring practical issue is choosing the model order. In \citet[Sankhyā Series A, \textbf62, pp. 49--66]…
Continuity conditions weaker than lower semi-continuity
Jacob Westerhout, Xin Guo, Hien Duy Nguyen
Lower semi-continuity (\texttt{LSC}) is a critical assumption in many foundational optimisation theory results; however, in many cases, \texttt{LSC} is stronger than necessary. Thi…
Variable selection via thresholding
Ka Long Keith Ho, Hien Duy Nguyen
Variable selection comprises an important step in many modern statistical inference procedures. In the regression setting, when estimators cannot shrink irrelevant signals to zero,…
On the large-sample limits of some Bayesian model evaluation statistics
Hien Duy Nguyen, Mayetri Gupta, Jacob Westerhout +1
Model selection and order selection problems frequently arise in statistical practice. A popular approach to addressing these problems in the frequentist setting involves informati…