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20062026
most citedEstimating divergence functionals and the likelihood ratio by convex risk minimization

665 citations · 942 across the 38 of their papers we have counts for

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16 papers · 1 filter

math.ST2023

Minimum -distance estimators for finite mixing measures

Yun Wei, Sayan Mukherjee, XuanLong Nguyen

Finite mixture models have long been used across a variety of fields in engineering and sciences. Recently there has been a great deal of interest in quantifying the convergence be…

math.ST2022

Strong identifiability and parameter learning in regression with heterogeneous response

Dat Do, Linh Do, XuanLong Nguyen

Mixtures of regression are a powerful class of models for regression learning with respect to a highly uncertain and heterogeneous response variable of interest. In addition to bei…

math.ST2020

Convergence of de Finetti's mixing measure in latent structure models for observed exchangeable sequences

Yun Wei, XuanLong Nguyen

Mixtures of product distributions are a powerful device for learning about heterogeneity within data populations. In this class of latent structure models, de Finetti's mixing meas…

math.ST2019★ 1 cited

On posterior contraction of parameters and interpretability in Bayesian mixture modeling

Aritra Guha, Nhat Ho, XuanLong Nguyen

We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model it…

math.ST2018

Local inversion-free estimation of spatial Gaussian processes

Hossein Keshavarz, XuanLong Nguyen, Clayton Scott

Maximizing the likelihood has been widely used for estimating the unknown covariance parameters of spatial Gaussian processes. However, evaluating and optimizing the likelihood fun…

math.ST2017★ 2 cited

Robust estimation of mixing measures in finite mixture models

Nhat Ho, XuanLong Nguyen, Ya'acov Ritov

In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popu…

math.ST2016★ 10 cited

Singularity structures and impacts on parameter estimation in finite mixtures of distributions

Nhat Ho, XuanLong Nguyen

Singularities of a statistical model are the elements of the model's parameter space which make the corresponding Fisher information matrix degenerate. These are the points for whi…

math.ST2016★ 4 cited

On the consistency of inversion-free parameter estimation for Gaussian random fields

Hossein Keshavarz, Clayton Scott, XuanLong Nguyen

Gaussian random fields are a powerful tool for modeling environmental processes. For high dimensional samples, classical approaches for estimating the covariance parameters require…

math.ST2015

Optimal change point detection in Gaussian processes

Hossein Keshavarz, Clayton Scott, XuanLong Nguyen

We study the problem of detecting a change in the mean of one-dimensional Gaussian process data. This problem is investigated in the setting of increasing domain (customarily emplo…

math.ST2015★ 5 cited

Identifiability and optimal rates of convergence for parameters of multiple types in finite mixtures

Nhat Ho, XuanLong Nguyen

This paper studies identifiability and convergence behaviors for parameters of multiple types in finite mixtures, and the effects of model fitting with extra mixing components. Fir…

math.ST2013★ 18 cited

Borrowing strengh in hierarchical Bayes: Posterior concentration of the Dirichlet base measure

XuanLong Nguyen

This paper studies posterior concentration behavior of the base probability measure of a Dirichlet measure, given observations associated with the sampled Dirichlet processes, as t…

math.ST2012

Sequential detection of multiple change points in networks: a graphical model approach

Arash Ali Amini, XuanLong Nguyen

We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for certai…

math.ST2012★ 14 cited

Posterior contraction of the population polytope in finite admixture models

XuanLong Nguyen

We study the posterior contraction behavior of the latent population structure that arises in admixture models as the amount of data increases. We adopt the geometric view of admix…

math.ST2011★ 96 cited

Convergence of latent mixing measures in finite and infinite mixture models

XuanLong Nguyen

This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The…

math.ST2008★ 665 cited

Estimating divergence functionals and the likelihood ratio by convex risk minimization

XuanLong Nguyen, Martin J. Wainwright, Michael I. Jordan

We develop and analyze -estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variati…

math.ST2006★ 9 cited

On optimal quantization rules for some problems in sequential decentralized detection

XuanLong Nguyen, Martin J. Wainwright, Michael I. Jordan

We consider the design of systems for sequential decentralized detection, a problem that entails several interdependent choices: the choice of a stopping rule (specifying the sampl…