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To perform regression analysis in high dimensions, lasso or ridge estimation are a common choice. However, it has been shown that these methods are not robust to outliers. Therefore, alternatives as penalized M-estimation or the sparse…

Statistics Theory · Mathematics 2025-02-03 Viktoria Öllerer , Christophe Croux , Andreas Alfons

A general approach to the measurement of an observable with pre- and post-selection is presented. The limit of weak measurement is studied in detail, and it is shown that the phase of the probe, including a Hamiltonian contribution to it,…

Quantum Physics · Physics 2008-04-19 Antonio Di Lorenzo , J. Carlos Egues

We use variation of test scores measuring closely related skills to isolate peer effects. The intuition for our identification strategy is that the difference in closely related scores eliminates factors common to the performance in either…

General Economics · Economics 2025-07-03 Guido Kuersteiner , Ingmar Prucha , Ying Zeng

In present study, we discuss results of applicability of discrete filters for large eddy simulation (LES) method of forced compressible magnetohydrodynamic (MHD) turbulent flows with the scale-similarity model. Influences and effects of…

Plasma Physics · Physics 2013-11-11 Alexander A. Chernyshov , Kirill. V. Karelsky , Arakel. S. Petrosyan

We use decision theory to compare variants of differential privacy from the perspective of prospective study participants. We posit the existence of a preference ordering on the set of potential consequences that study participants can…

Cryptography and Security · Computer Science 2023-10-11 Nitin Kohli , Michael Carl Tschantz

The presence of units with extreme values in the dependent and/or independent variables (i.e., vertical outliers, leveraged data) has the potential to severely bias regression coefficients and/or standard errors. This is common with short…

Econometrics · Economics 2023-12-12 Annalivia Polselli

Determinantal point processes (a.k.a. DPPs) have recently become popular tools for modeling the phenomenon of negative dependence, or repulsion, in data. However, our understanding of an analogue of a classical parametric statistical theory…

Machine Learning · Statistics 2021-11-22 Subhro Ghosh , Philippe Rigollet

In the last few years, many works have tried to explain the predictions of deep learning models. Few methods, however, have been proposed to verify the accuracy or faithfulness of these explanations. Recently, influence functions, which is…

Machine Learning · Computer Science 2023-04-10 Jacob R. Epifano , Ravi P. Ramachandran , Aaron J. Masino , Ghulam Rasool

In the regression setting, dimension reduction allows for complicated regression structures to be detected via visualization in a low-dimension framework. However, some popular dimension reduction methodologies fail to achieve this aim when…

Methodology · Statistics 2014-03-26 Luke A. Prendergast , Alexandra L. Garnham

When estimating causal effects from observational studies, researchers often need to adjust for many covariates to deconfound the non-causal relationship between exposure and outcome, among which many covariates are discrete. The behavior…

Statistics Theory · Mathematics 2024-05-07 Zhenghao Zeng , Sivaraman Balakrishnan , Yanjun Han , Edward H. Kennedy

Knowing which nodes are influential in a complex network and whether the network can be influenced by a small subset of nodes is a key part of network analysis. However, many traditional measures of importance focus on node level…

Physics and Society · Physics 2023-06-27 Niall Rodgers , Peter Tino , Samuel Johnson

Influence functions are a popular tool for attributing a model's output to training data. The traditional approach relies on the calculation of inverse Hessian-vector products (iHVP), but the classical solver "Linear time Stochastic…

Machine Learning · Computer Science 2024-09-27 Yegor Klochkov , Yang Liu

How to properly set the privacy parameter in differential privacy (DP) has been an open question in DP research since it was first proposed in 2006. In this work, we demonstrate the ability of influence functions to offer insight into how a…

Machine Learning · Computer Science 2023-09-19 Alycia N. Carey , Minh-Hao Van , Xintao Wu

Stable reduction methods will be important in the evaluation of high-order perturbative diagrams appearing in QCD and mixed QCD-electroweak radiative corrections at the LHC. Differential reduction techniques are useful for relating…

Mathematical Physics · Physics 2015-03-17 S. A. Yost , V. V. Bytev , M. Yu. Kalmykov , B. A. Kniehl , B. F. L. Ward

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of ``functional data analysis,'' it has often been assumed that a sample of random functions is observed…

Statistics Theory · Mathematics 2016-08-16 Peter Hall , Hans-Georg Müller , Jane-Ling Wang

We propose to quantify dependence between two systems $X$ and $Y$ in a dataset $D$ based on the Bayesian comparison of two models: one, $H_0$, of statistical independence and another one, $H_1$, of dependence. In this framework, dependence…

Machine Learning · Statistics 2024-12-11 Guillaume Marrelec , Alain Giron

Identifying which observables most effectively constrain model parameters can be computationally prohibitive when considering full likelihoods of many correlated observables. This is especially important for, e.g., hadronization models,…

High Energy Physics - Phenomenology · Physics 2026-02-03 Benoît Assi , Christian Bierlich , Rikab Gambhir , Phil Ilten , Tony Menzo , Stephen Mrenna , Manuel Szewc , Michael K. Wilkinson , Jure Zupan

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model which must be estimated. Although the…

Dimension reduction of multivariate data supervised by auxiliary information is considered. A series of basis for dimension reduction is obtained as minimizers of a novel criterion. The proposed method is akin to continuum regression, and…

Methodology · Statistics 2018-06-29 Sungkyu Jung
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