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Spike-and-slab and horseshoe regression are arguably the most popular Bayesian variable selection approaches for linear regression models. However, their performance can deteriorate if outliers and heteroskedasticity are present in the…

Methodology · Statistics 2022-10-20 Alberto Cabezas , Marco Battiston , Christopher Nemeth

For highly skewed or fat-tailed distributions, mean or median-based methods often fail to capture the central tendencies in the data. Despite being a viable alternative, estimating the conditional mode given certain covariates (or mode…

Econometrics · Economics 2024-12-10 Eduardo Schirmer Finn , Eduardo Horta

Cross-validation is a well-known and widely used bandwidth selection method in nonparametric regression estimation. However, this technique has two remarkable drawbacks: (i) the large variability of the selected bandwidths, and (ii) the…

Methodology · Statistics 2021-05-11 D. Barreiro-Ures , R. Cao , M. Francisco-Fernández

We establish statistical properties of random-weighting methods in LASSO regression under different regularization parameters $\lambda_n$ and suitable regularity conditions. The random-weighting methods in view concern repeated optimization…

Methodology · Statistics 2022-05-25 Tun Lee Ng , Michael A. Newton

We consider the nonparametric regression problem when the covariates are located on an unknown smooth compact submanifold of a Euclidean space. Under defining a random geometric graph structure over the covariates we analyze the asymptotic…

Statistics Theory · Mathematics 2024-11-05 Paul Rosa , Judith Rousseau

A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…

Two popular variable screening methods under the ultra-high dimensional setting with the desirable sure screening property are the sure independence screening (SIS) and the forward regression (FR). Both are classical variable screening…

Methodology · Statistics 2015-11-05 Ming-Yen Cheng , Sanying Feng , Gaorong Li , Heng Lian

We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…

Statistics Theory · Mathematics 2008-04-29 Heng Lian

The regression discontinuity (RD) design is a popular approach to causal inference in non-randomized studies. This is because it can be used to identify and estimate causal effects under mild conditions. Specifically, for each subject, the…

Methodology · Statistics 2014-02-11 George Karabatsos , Stephen G. Walker

This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…

Econometrics · Economics 2026-01-21 Yoichi Arai , Taisuke Otsu , Myung Hwan Seo

We propose a strategy for greedy sampling in the context of non-intrusive interpolation-based surrogate modeling for frequency-domain problems. We rely on a non-intrusive and cheap error indicator to drive the adaptive selection of the…

Numerical Analysis · Mathematics 2023-12-06 Davide Pradovera

This paper investigates and extends the computationally attractive nonparametric random coefficients estimator of Fox, Kim, Ryan, and Bajari (2011). We show that their estimator is a special case of the nonnegative LASSO, explaining its…

Econometrics · Economics 2019-09-20 Florian Heiss , Stephan Hetzenecker , Maximilian Osterhaus

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…

Applications · Statistics 2011-04-19 Sijian Wang , Bin Nan , Saharon Rosset , Ji Zhu

This study considers regression analysis of a circular response with an error-prone linear covariate. Starting with an existing estimator of the circular regression function that assumes error-free covariate, three approaches are proposed…

Methodology · Statistics 2025-08-25 Nicholas Woolsey , Xianzheng Huang

Ranking and selection (R&S) aims to select the best alternative with the largest mean performance from a finite set of alternatives. Recently, considerable attention has turned towards the large-scale R&S problem which involves a large…

Methodology · Statistics 2025-09-09 Zaile Li , Weiwei Fan , L. Jeff Hong

It is known that greedy methods perform well for maximizing monotone submodular functions. At the same time, such methods perform poorly in the face of non-monotonicity. In this paper, we show - arguably, surprisingly - that invoking the…

Machine Learning · Computer Science 2017-04-07 Moran Feldman , Christopher Harshaw , Amin Karbasi

We consider the visual feature selection to improve the estimation quality required for the accurate navigation of a robot. We build upon a key property that asserts: contributions of trackable features (landmarks) appear linearly in the…

Robotics · Computer Science 2019-02-05 Hossein K. Mousavi , Nader Motee

Sampling is a fundamental topic in graph signal processing, having found applications in estimation, clustering, and video compression. In contrast to traditional signal processing, the irregularity of the signal domain makes selecting a…

Information Theory · Computer Science 2018-02-14 Luiz F. O. Chamon , Alejandro Ribeiro

There is a clear need for efficient algorithms to tune hyperparameters for statistical learning schemes, since the commonly applied search methods (such as grid search with N-fold cross-validation) are inefficient and/or approximate.…

Machine Learning · Computer Science 2020-04-07 Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

Suppose that we observe independent random pairs $(X_1,Y_1)$, $(X_2,Y_2)$, >..., $(X_n,Y_n)$. Our goal is to estimate regression functions such as the conditional mean or $\beta$--quantile of $Y$ given $X$, where $0<\beta <1$. In order to…

Computation · Statistics 2009-01-29 Lutz Duembgen , Arne Kovac
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