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Many statistical applications require an estimate of a covariance matrix and/or its inverse. When the matrix dimension is large compared to the sample size, which happens frequently, the sample covariance matrix is known to perform poorly…

Statistics Theory · Mathematics 2012-07-24 Olivier Ledoit , Michael Wolf

This thesis designs a prediction system based on matrix factorization to predict the classification accuracy of a specific model on a particular dataset. In this thesis, we conduct comprehensive empirical research on more than fifty…

Machine Learning · Computer Science 2023-05-02 Yunbo Dong

This paper is concerned with model averaging estimation for partially linear functional score models. These models predict a scalar response using both parametric effect of scalar predictors and non-parametric effect of a functional…

Methodology · Statistics 2021-05-04 Shishi Liu , Hao Zhang , Jingxiao Zhang

In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…

Methodology · Statistics 2025-01-14 Yanmei Shi , Meiling Hao , Yanlin Tang , Xu Guo

This paper studies the problem of estimating a large coefficient matrix in a multiple response linear regression model when the coefficient matrix could be both of low rank and sparse in the sense that most nonzero entries concentrate on a…

Methodology · Statistics 2016-03-18 Zhuang Ma , Zongming Ma , Tingni Sun

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

Recently, efficient fine-tuning of large-scale pre-trained models has attracted increasing research interests, where linear probing (LP) as a fundamental module is involved in exploiting the final representations for task-dependent…

Computer Vision and Pattern Recognition · Computer Science 2023-10-03 Mingze Gao , Qilong Wang , Zhenyi Lin , Pengfei Zhu , Qinghua Hu , Jingbo Zhou

Chirp signal models and their generalizations have been used to model many natural and man-made phenomena in signal processing and time series literature. In recent times, several methods have been proposed for parameter estimation of these…

Methodology · Statistics 2022-09-08 Abhinek Shukla , Rhythm Grover , Debasis Kundu , Amit Mitra

Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In contrast, few…

Statistics Theory · Mathematics 2017-10-13 Efstathia Bura , Sabrina Duarte , Liliana Forzani , Ezequiel Smucler , Mariela Sued

This paper considers a linear regression model with an endogenous regressor which arises from a nonlinear transformation of a latent variable. It is shown that the corresponding coefficient can be consistently estimated without external…

Econometrics · Economics 2023-11-08 Jörg Breitung , Alexander Mayer , Dominik Wied

The gradient information of multilayer perceptron with a linear neuron is modified with functional derivative for the global minimum search benchmarking problems. From this approach, we show that the landscape of the gradient derived from…

Machine Learning · Computer Science 2023-03-09 Heeyuen Koh

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…

Methodology · Statistics 2023-11-16 Haohui Han , Liya Fu

We study the problem of signal source localization using received signal strength measurements. We begin by presenting verifiable geometric conditions for sensor deployment that ensure the model's asymptotic localizability. Then we…

Systems and Control · Electrical Eng. & Systems 2025-05-20 Shenghua Hu , Guangyang Zeng , Wenchao Xue , Haitao Fang , Junfeng Wu , Biqiang Mu

We establish non-asymptotic efficiency guarantees for tensor decomposition-based inference in count data models. Under a Poisson framework, we consider two related goals: (i) parametric inference, the estimation of the full distributional…

Statistics Theory · Mathematics 2025-11-10 Oscar López , Arvind Prasadan , Carlos Llosa-Vite , Richard B. Lehoucq , Daniel M. Dunlavy

In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

Statistics Theory · Mathematics 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

The linear matter power spectrum is an essential ingredient in all theoretical models for interpreting large-scale-structure observables. Although Boltzmann codes such as CLASS or CAMB are very efficient at computing the linear spectrum,…

Cosmology and Nongalactic Astrophysics · Physics 2022-06-20 Giovanni Aricò , Raul E. Angulo , Matteo Zennaro

Real-world applications such as magnetic resonance imaging with multiple coils, multi-user communication, and diffuse optical tomography often assume a linear model where several sparse signals sharing common sparse supports are acquired by…

Information Theory · Computer Science 2018-10-17 Junan Zhu , Dror Baron

Multilayer perceptron (MLP), one of the most fundamental neural networks, is extensively utilized for classification and regression tasks. In this paper, we establish a new generalization error bound, which reveals how the variance of…

Machine Learning · Computer Science 2025-08-29 Feijiang Li , Liuya Zhang , Jieting Wang , Tao Yan , Yuhua Qian

We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the…

Computation · Statistics 2016-03-29 Julio E. Castrillon-Candas , Marc G. Genton , Rio Yokota
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