Related papers: Robust model selection in generalized linear model…

The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific…

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

As an effective nonparametric method, empirical likelihood (EL) is appealing in combining estimating equations flexibly and adaptively for incorporating data information. To select important variables and estimating equations in the sparse…

This paper introduces and analyzes a framework that accommodates general heterogeneity in regression modeling. It demonstrates that regression models with fixed or time-varying parameters can be estimated using the OLS and time-varying OLS…

Many scientific and engineering applications require fitting regression models that are nonlinear in the parameters. Advances in computer hardware and software in recent decades have made it easier to fit such models. Relative to fitting…

Model checking is essential to evaluate the adequacy of statistical models and the validity of inferences drawn from them. Particularly, hierarchical models such as latent Gaussian models (LGMs) pose unique challenges as it is difficult to…

Among the different possible strategies for evaluating the reliability of individual predictions of classifiers, robustness quantification stands out as a method that evaluates how much uncertainty a classifier could cope with before…

Model selection is a central task in statistics, but standard methods are not robust in misspecified settings where the true data-generating process (DGP) is not in the set of candidate models. The key limitation is that existing methods --…

Sparse covariates are frequent in classification and regression problems and in these settings the task of variable selection is usually of interest. As it is well known, sparse statistical models correspond to situations where there are…

Seemingly unrelated regression models generalize linear regression models by considering multiple regression equations that are linked by contemporaneously correlated disturbances. Robust inference for seemingly unrelated regression models…

The association between a continuous and an ordinal variable is commonly modeled through the polyserial correlation model. However, this model, which is based on a partially-latent normality assumption, may be misspecified in practice, due…

We develop a new robust geographically weighted regression method in the presence of outliers. We embed the standard geographically weighted regression in robust objective function based on $\gamma$-divergence. A novel feature of the…

We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…

Additive models belong to the class of structured nonparametric regression models that do not suffer from the curse of dimensionality. Finding the additive components that are nonzero when the true model is assumed to be sparse is an…

We propose a computationally intensive method, the random lasso method, for variable selection in linear models. The method consists of two major steps. In step 1, the lasso method is applied to many bootstrap samples, each using a set of…

In this paper, a new family of resampling-based penalization procedures for model selection is defined in a general framework. It generalizes several methods, including Efron's bootstrap penalization and the leave-one-out penalization…

Biased sampling designs can be highly efficient when studying rare (binary) or low variability (continuous) endpoints. We consider longitudinal data settings in which the probability of being sampled depends on a repeatedly measured…

We introduce a generic estimator for the false discovery rate of any model selection procedure, in common statistical modeling settings including the Gaussian linear model, Gaussian graphical model, and model-X setting. We prove that our…

The rapid development of machine learning (ML) and artificial intelligence (AI) applications requires the training of large numbers of models. This growing demand highlights the importance of training models without human supervision, while…

Beta regression models are widely used for modeling continuous data limited to the unit interval, such as proportions, fractions, and rates. The inference for the parameters of beta regression models is commonly based on maximum likelihood…