Ryan Martin

  1. Plausibility functions and exact frequentist inference.

    Authors: Ryan Martin
    Subjects: Statistics
    Abstract

    In the frequentist program, inferential methods with exact control on error
    rates are a primary focus. Methods based on asymptotic distribution theory may
    not be suitable in a particular problem, in which case, a numerical method is
    needed. This paper presents a general, Monte Carlo-driven framework for the
    construction of frequentist procedures based on plausibility functions. It is
    proved that the suitably defined plausibility function-based tests and
    confidence regions have desired frequentist properties.

  2. Finite mixture models with predictive recursion marginal likelihood.

    Authors: Ryan Martin
    Subjects: Methodology
    Abstract

    Estimation of finite mixture models when the mixing distribution support is
    unknown is an important and challenging problem. In this paper, a new approach
    is given based on the recently proposed predictive recursion marginal
    likelihood (PRML) method. By taking a sufficiently fine grid as a set of
    candidate support points, one may treat the support itself as an unknown
    parameter to be estimated. The PRML approach asymptotically integrates out the
    mixing distribution itself, leaving an approximate marginal likelihood for the
    support, which can be used for estimation.

  3. Convergence rate for predictive recursion estimation of finite mixtures.

    Authors: Ryan Martin
    Subjects: Statistics
    Abstract

    Predictive recursion (PR) is a fast stochastic algorithm for nonparametric
    estimation of mixing distributions in mixture models. It is known that the PR
    estimates of both the mixing and mixture densities are consistent under fairly
    mild conditions, but currently very little is known about the rate of
    convergence. In this note we investigate asymptotic convergence properties of
    the PR estimate under model mis-specification in the special case of finite
    mixtures with known support. Tools from stochastic approximation are used to
    prove that the PR estimates converge at a nearly root-n rate.

  4. On epsilon-optimality of the pursuit learning algorithm.

    Authors: Ryan Martin, Omkar Tilak
    Subjects: Learning
    Abstract

    Estimator algorithms in learning automata are useful tools for adaptive,
    real-time optimization in computer science and engineering applications. This
    paper investigates theoretical convergence properties for a special case of
    estimator algorithms---the pursuit learning algorithm. We identify a gap in
    existing proofs of probabilistic convergence for pursuit learning and present a
    more refined analysis to fill this gap.

  5. Semiparametric inference in mixture models with predictive recursion marginal likelihood.

    Authors: Surya T. Tokdar, Ryan Martin
    Subjects: Methodology
    Abstract

    Predictive recursion is an accurate and computationally efficient algorithm
    for nonparametric estimation of mixing densities in mixture models. In
    semiparametric mixture models, however, the algorithm fails to account for any
    uncertainty in the additional unknown structural parameter. As an alternative
    to existing profile likelihood methods, we treat predictive recursion as a
    filter approximation to fitting a fully Bayes model, whereby an approximate
    marginal likelihood of the structural parameter emerges and can be used for
    inference.

  6. A version of Szemer\'edi's regularity lemma for multicolored graphs and directed graphs that is suitable for induced graphs.

    Authors: Ryan Martin, Maria Axenovich
    Subjects: Combinatorics
    Abstract

    In this manuscript we develop a version of Szemer\'edi's regularity lemma
    that is suitable for analyzing multicolorings of complete graphs and directed
    graphs. In this, we follow the proof of Alon, Fischer, Krivelevich and M.
    Szegedy [\textit{Combinatorica} \textbf{20}(4) (2000) 451--476] who prove a
    similar result for graphs.

    The purpose is to extend classical results on dense hereditary properties,
    such as the speed of the property or edit distance, to the above-mentioned
    combinatorial objects.

  7. Multicolor and directed edit distance.

    Authors: Ryan Martin, Maria Axenovich
    Subjects: Combinatorics
    Abstract

    The editing of a combinatorial object is the alteration of some of its
    elements such that the resulting object satisfies a certain fixed property. The
    edit problem for graphs, when the edges are added or deleted, was first studied
    independently by the authors and K\'ezdy [J. Graph Theory (2008), 58(2),
    123--138] and by Alon and Stav [Random Structures Algorithms (2008), 33(1),
    87--104].

  8. Stochastic Approximation and Newton's Estimate of a Mixing Distribution.

    Authors: Ryan Martin, Jayanta K. Ghosh
    Subjects: Methodology
    Abstract

    Many statistical problems involve mixture models and the need for
    computationally efficient methods to estimate the mixing distribution has
    increased dramatically in recent years. Newton [Sankhya Ser. A 64 (2002)
    306--322] proposed a fast recursive algorithm for estimating the mixing
    distribution, which we study as a special case of stochastic approximation
    (SA). We begin with a review of SA, some recent statistical applications, and
    the theory necessary for analysis of a SA algorithm, which includes Lyapunov
    functions and ODE stability theory.

  9. Dempster--Shafer Theory and Statistical Inference with Weak Beliefs.

    Authors: Chuanhai Liu, Ryan Martin, Jianchun Zhang
    Subjects: Methodology
    Abstract

    The Dempster--Shafer (DS) theory is a powerful tool for probabilistic
    reasoning based on a formal calculus for combining evidence. DS theory has been
    widely used in computer science and engineering applications, but has yet to
    reach the statistical mainstream, perhaps because the DS belief functions do
    not satisfy long-run frequency properties. Recently, two of the authors
    proposed an extension of DS, called the weak belief (WB) approach, that can
    incorporate desirable frequency properties into the DS framework by
    systematically enlarging the focal elements.

  10. Tiling tripartite graphs with 3-colorable graphs: The extreme case.

    Authors: Ryan Martin, Yi Zhao
    Subjects: Combinatorics
    Abstract

    There is a positive integer $N_0$ such that the following holds. Let $N\ge
    N_0$ such that $N$ is divisible by $h$. If $G$ is a tripartite graph with $N$
    vertices in each vertex class such that every vertex is adjacent to at least
    $2N/3+2h-1$ vertices in each of the other classes, then $G$ can be tiled
    perfectly by copies of $K_{h,h,h}$.

  11. $Q_2$-free families in the Boolean lattice.

    Authors: Ryan Martin, Maria Axenovich, Jacob Manske
    Subjects: Combinatorics
    Abstract

    For a family $\mathcal{F}$ of subsets of [n]=\{1, 2, ..., n} ordered by
    inclusion, and a partially ordered set P, we say that $\mathcal{F}$ is P-free
    if it does not contain a subposet isomorphic to P. Let $ex(n, P)$ be the
    largest size of a P-free family of subsets of [n]. Let $Q_2$ be the poset with
    distinct elements a, b, c, d, a<b, c<d; i.e., the 2-dimensional Boolean
    lattice. We show that $2N -o(N) \leq ex(n, Q_2)\leq 2.283261N +o(N), $ where $N
    = \binom{n}{\lfloor n/2 \rfloor}$.

  12. Consistency of a recursive estimate of mixing distributions.

    Authors: Surya T. Tokdar, Ryan Martin, Jayanta K. Ghosh
    Subjects: gr. Statistics
    Abstract

    Mixture models have received considerable attention recently and Newton
    [Sankhy\={a} Ser. A 64 (2002) 306--322] proposed a fast recursive algorithm for
    estimating a mixing distribution. We prove almost sure consistency of this
    recursive estimate in the weak topology under mild conditions on the family of
    densities being mixed. This recursive estimate depends on the data ordering and
    a permutation-invariant modification is proposed, which is an average of the
    original over permutations of the data sequence.

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