arXiv subjects

Pietro Coretto

Publications and source records attributed to Pietro Coretto.

8 recordsLinked to original sources

arXiv2026

Statistical Theory in the Age of Machine-Assisted Mathematics: Rethinking How Theory Is Made and Taught

The computational revolution is advancing at an unprecedented pace. The combination of proof-assistant technologies and generative AI tools has recently enabled the solution of complex problems in pure mathematics at a scale that seemed unattainable only a few years ago. However, these technologies have not yet become standard tools in the development of statistical theory. In this paper, we do not present new theoretical results. Instead, we discuss five case studies involving classical problems in statistics and describe how they can be analyzed using a machine proof-checking. Our goal is not to propose a definitive workflow, but to stimulate reflection on how these technologies may transform theoretical research and advanced statistical education. We focus on two main aspects. First, statistical theory often compresses substantial mathematical content into expressions such as "under the usual regularity conditions". Formalization in a machine-verifiable language forces each assumption to be explicit, reveal hidden dependencies, and provide a deeper understanding of the formalized objects. Second, we argue that the statistical community could benefit from a collaborative effort to build repositories of formalized axioms, definitions, and theorems, supporting more precise and reliable theoretical developments. Finally, we discuss the role of these tools in graduate education. Just as high-level programming languages revolutionized empirical research by enabling rapid experimentation and prototyping, machine-assisted formalization may introduce a new paradigm for the development, verification, and communication of statistical theory.

stat.OT↗

arXiv2023

Consistency for constrained maximum likelihood estimation and clustering based on mixtures of elliptically-symmetric distributions under general data generating processes

The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong to the class of mixtures on which the estimator is based. In a situation where $P$ is a mixture of well enough separated but nonparametric distributions it is shown that the components of the population version of the estimator correspond to the well separated components of $P$. This provides some theoretical justification for the use of such estimators for cluster analysis in case that $P$ has well separated subpopulations even if these subpopulations differ from what the mixture model assumes.

math.ST↗

arXiv2021

Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score

Cluster analysis requires many decisions: the clustering method and the implied reference model, the number of clusters and, often, several hyper-parameters and algorithms' tunings. In practice, one produces several partitions, and a final one is chosen based on validation or selection criteria. There exist an abundance of validation methods that, implicitly or explicitly, assume a certain clustering notion. Moreover, they are often restricted to operate on partitions obtained from a specific method. In this paper, we focus on groups that can be well separated by quadratic or linear boundaries. The reference cluster concept is defined through the quadratic discriminant score function and parameters describing clusters' size, center and scatter. We develop two cluster-quality criteria called quadratic scores. We show that these criteria are consistent with groups generated from a general class of elliptically-symmetric distributions. The quest for this type of groups is common in applications. The connection with likelihood theory for mixture models and model-based clustering is investigated. Based on bootstrap resampling of the quadratic scores, we propose a selection rule that allows choosing among many clustering solutions. The proposed method has the distinctive advantage that it can compare partitions that cannot be compared with other state-of-the-art methods. Extensive numerical experiments and the analysis of real data show that, even if some competing methods turn out to be superior in some setups, the proposed methodology achieves a better overall performance.

stat.ML↗

arXiv2020

An adequacy approach for deciding the number of clusters for OTRIMLE robust Gaussian mixture based clustering

We introduce a new approach to deciding the number of clusters. The approach is applied to Optimally Tuned Robust Improper Maximum Likelihood Estimation (OTRIMLE; Coretto and Hennig 2016) of a Gaussian mixture model allowing for observations to be classified as "noise", but it can be applied to other clustering methods as well. The quality of a clustering is assessed by a statistic $Q$ that measures how close the within-cluster distributions are to elliptical unimodal distributions that have the only mode in the mean. This nonparametric measure allows for non-Gaussian clusters as long as they have a good quality according to $Q$. The simplicity of a model is assessed by a measure $S$ that prefers a smaller number of clusters unless additional clusters can reduce the estimated noise proportion substantially. The simplest model is then chosen that is adequate for the data in the sense that its observed value of $Q$ is not significantly larger than what is expected for data truly generated from the fitted model, as can be assessed by parametric bootstrap. The approach is compared with model-based clustering using the Bayesian Information Criterion (BIC) and the Integrated Complete Likelihood (ICL) in a simulation study and on two datasets of scientific interest. Keywords: parametric bootstrap; noise component; unimodality; model-based clustering

stat.ME↗

arXiv2018

Nonparametric estimation of the dynamic range of music signals

The dynamic range is an important parameter which measures the spread of sound power, and for music signals it is a measure of recording quality. There are various descriptive measures of sound power, none of which has strong statistical foundations. We start from a nonparametric model for sound waves where an additive stochastic term has the role to catch transient energy. This component is recovered by a simple rate-optimal kernel estimator that requires a single data-driven tuning. The distribution of its variance is approximated by a consistent random subsampling method that is able to cope with the massive size of the typical dataset. Based on the latter, we propose a statistic, and an estimation method that is able to represent the dynamic range concept consistently. The behavior of the statistic is assessed based on a large numerical experiment where we simulate dynamic compression on a selection of real music signals. Application of the method to real data also shows how the proposed method can predict subjective experts' opinions about the hifi quality of a recording.

stat.AP↗

arXiv2018

Consistency, breakdown robustness, and algorithms for robust improper maximum likelihood clustering

The robust improper maximum likelihood estimator (RIMLE) is a new method for robust multivariate clustering finding approximately Gaussian clusters. It maximizes a pseudo-likelihood defined by adding a component with improper constant density for accommodating outliers to a Gaussian mixture. A special case of the RIMLE is MLE for multivariate finite Gaussian mixture models. In this paper we treat existence, consistency, and breakdown theory for the RIMLE comprehensively. RIMLE's existence is proved under non-smooth covariance matrix constraints. It is shown that these can be implemented via a computationally feasible Expectation-Conditional Maximization algorithm.

stat.ME↗

arXiv2017

A fast subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models

Signal-to-noise ratio (SNR) statistics play a central role in many applications. A common situation where SNR is studied is when a continuous time signal is sampled at a fixed frequency with some noise in the background. While estimation methods exist, little is known about its distribution when the noise is not weakly stationary. In this paper we develop a nonparametric method to estimate the distribution of an SNR statistic when the noise belongs to a fairly general class of stochastic processes that encompasses both short and long-range dependence, as well as nonlinearities. The method is based on a combination of smoothing and subsampling techniques. Computations are only operated at the subsample level, and this allows to manage the typical enormous sample size produced by modern data acquisition technologies. We derive asymptotic guarantees for the proposed method, and we show the finite sample performance based on numerical experiments. Finally, we propose an application to electroencephalography (EEG) data.

stat.ME↗

arXiv2017

Robust improper maximum likelihood: tuning, computation, and a comparison with other methods for robust Gaussian clustering

The two main topics of this paper are the introduction of the "optimally tuned improper maximum likelihood estimator" (OTRIMLE) for robust clustering based on the multivariate Gaussian model for clusters, and a comprehensive simulation study comparing the OTRIMLE to Maximum Likelihood in Gaussian mixtures with and without noise component, mixtures of t-distributions, and the TCLUST approach for trimmed clustering. The OTRIMLE uses an improper constant density for modelling outliers and noise. This can be chosen optimally so that the non-noise part of the data looks as close to a Gaussian mixture as possible. Some deviation from Gaussianity can be traded in for lowering the estimated noise proportion. Covariance matrix constraints and computation of the OTRIMLE are also treated. In the simulation study, all methods are confronted with setups in which their model assumptions are not exactly fulfilled, and in order to evaluate the experiments in a standardized way by misclassification rates, a new model-based definition of "true clusters" is introduced that deviates from the usual identification of mixture components with clusters. In the study, every method turns out to be superior for one or more setups, but the OTRIMLE achieves the most satisfactory overall performance. The methods are also applied to two real datasets, one without and one with known "true" clusters.

stat.ME↗