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The goal of this presentation is to build an efficient non-parametric Bayes classifier in the presence of large numbers of predictors. When analyzing such data, parametric models are often too inflexible while non-parametric procedures tend…

Methodology · Statistics 2013-01-07 Abhishek Bhattacharya

Regression methods assume that accurate labels are available for training. However, in certain scenarios, obtaining accurate labels may not be feasible, and relying on multiple specialists with differing opinions becomes necessary. Existing…

Machine Learning · Statistics 2023-05-15 Milene Regina dos Santos , Rafael Izbicki

This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to…

Econometrics · Economics 2021-01-29 Yoonseok Lee , Yulong Wang

Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis , Annamaria Guolo , Cristiano Varin

Nonlinear panel data models with fixed individual effects provide an important set of tools for describing microeconometric data. In a large class of such models (including probit, proportional hazard and quantile regression to name just a…

Econometrics · Economics 2020-02-07 Antonio F. Galvao , Jiaying Gu , Stanislav Volgushev

Randomized trials balance all covariates on average and provide the gold standard for estimating treatment effects. Chance imbalances nevertheless exist more or less in realized treatment allocations and intrigue an important question: what…

Methodology · Statistics 2023-07-18 Anqi Zhao , Peng Ding

Statistics is sometimes described as the science of reasoning under uncertainty. Statistical models provide one view of this uncertainty, but what is frequently neglected is the 'invisible' portion of uncertainty: that assumed not to exist…

Methodology · Statistics 2026-03-18 Oliver L. Pescott , Robin J. Boyd , Gary D. Powney , Gavin B. Stewart

It is not always clear how to adjust for control data in causal inference, balancing the goals of reducing bias and variance. We show how, in a setting with repeated experiments, Bayesian hierarchical modeling yields an adaptive procedure…

Methodology · Statistics 2025-01-23 Andrew Gelman , Matthijs Vákár

Covariate adjustment is an important tool in the analysis of randomized clinical trials and observational studies. It can be used to increase efficiency and thus power, and to reduce possible bias. While most statistical tests in randomized…

Methodology · Statistics 2011-08-03 Xiaoru Wu , Zhiliang Ying

We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable alternative to, or even used alongside, the instrumental variable…

General Economics · Economics 2022-03-29 Ravi Kashyap

In a recent paper Birke and Bissantz (2008) considered the problem of nonparametric estimation in inverse regression models with convolution-type operators. For multivariate predictors nonparametric methods suffer from the curse of…

Statistics Theory · Mathematics 2013-03-19 T. Hildebrandt , N. Bissantz , H. Dette

Regression method has been widely used to explore relationship between dependent and independent variables. In practice, data issues such as censoring and missing data often exist. When the response variable is (fixed) censored, Tobit…

Methodology · Statistics 2021-07-06 Hailin Huang

In this paper we consider nonparametric estimation for dependent data, where the observations do not necessarily come from a linear process. We study density estimation and also discuss associated problems in nonparametric regression using…

Statistics Theory · Mathematics 2007-06-28 Jan Johannes , Suhasini Subba Rao

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

The causal effect of an intervention (treatment/exposure) on an outcome can be estimated by: i) specifying knowledge about the data-generating process; ii) assessing under what assumptions a target quantity, such as for example a causal…

Methodology · Statistics 2021-03-05 Michael Schomaker

In numerous regular statistical models, median bias reduction (Kenne Pagui et al., 2017) has proven to be a noteworthy improvement over maximum likelihood, alternative to mean bias reduction. The estimator is obtained as solution to a…

Methodology · Statistics 2020-12-01 Euloge Clovis Kenne Pagui , Alessandra Salvan , Nicola Sartori

Concerns have been expressed over the validity of statistical inference under covariate-adaptive randomization despite the extensive use in clinical trials. In the literature, the inferential properties under covariate-adaptive…

Methodology · Statistics 2022-07-05 Li Yang , Wei Ma , Yichen Qin , Feifang Hu

In the context of nonparametric regression models with one-sided errors, we consider parametric transformations of the response variable in order to obtain independence between the errors and the covariates. We focus in this paper on…

Statistics Theory · Mathematics 2019-01-31 Natalie Neumeyer , Leonie Selk , Charles Tillier

Adjusting for (baseline) covariates with working regression models becomes standard practice in the analysis of randomized clinical trials (RCT). When the dimension $p$ of the covariates is large relative to the sample size $n$,…

Methodology · Statistics 2025-12-24 Yujia Gu , Lin Liu , Wei Ma

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely
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