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Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…

Methodology · Statistics 2024-01-30 Ambarish Chattopadhyay , Jose R. Zubizarreta

The interpretation of coefficients from multivariate linear regression relies on the assumption that the conditional expectation function is linear in the variables. However, in many cases the underlying data generating process is…

Econometrics · Economics 2025-12-16 Nadav Kunievsky

In this paper a useful subfamily of the exponential family has been considered. The ML estimation based on upper record values has been calculated for the parameter, Cumulative Density Function, and Probability Density Function of the…

Statistics Theory · Mathematics 2017-11-06 S. D. Gore , S. Hosseini , P. Nasiri

The majority of existing post-hoc explanation approaches for machine learning models produce independent, per-variable feature attribution scores, ignoring a critical inherent characteristics of homogeneously structured data, such as visual…

Machine Learning · Computer Science 2023-02-14 Vadim Borisov , Gjergji Kasneci

A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile function of the identified family of distributions…

Probability · Mathematics 2011-07-26 M. Ahsanullah , V. B. Nevzorov , George P. Yanev

We investigate records in a growing sequence of identical and independently distributed random variables. The record equals the largest value in the sequence, and our focus is on the increment, defined as the difference between two…

Statistical Mechanics · Physics 2014-01-03 P. W. Miller , E. Ben-Naim

We establish exponential inequalities for a class of V-statistics under strong mixing conditions. Our theory is developed via a novel kernel expansion based on random Fourier features and the use of a probabilistic method. This type of…

Statistics Theory · Mathematics 2020-01-07 Yandi Shen , Fang Han , Daniela Witten

Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…

Operator Algebras · Mathematics 2021-04-20 Wiktor Ejsmont , Uwe Franz , Kamil Szpojankowski

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

Methodology · Statistics 2015-04-23 Werner Brannath , Martin Scharpenberg

We consider learning from labeled data collected across multiple environments, where the data distribution may vary across these environments. This problem is commonly approached from a causal perspective, seeking invariant representations…

Machine Learning · Statistics 2026-04-30 Yuli Slavutsky , David M. Blei

Considered two linear regression models of a given response variable with some predictor set and its subset. It is shown that there is a linear relationship between coefficients of these models. Some corollaries of the proved theorem is…

Statistics Theory · Mathematics 2011-09-15 V. G. Panov

Regression is one of the most fundamental statistical inference problems. A broad definition of regression problems is as estimation of the distribution of an outcome using a family of probability models indexed by covariates. Despite the…

Statistics Theory · Mathematics 2023-09-26 Peter Mueller , Fernando Andrés Quintana , Garritt L. Page

Linear regression is arguably the most fundamental statistical model; however, the validity of its use in randomized clinical trials, despite being common practice, has never been crystal clear, particularly when stratified or…

Methodology · Statistics 2023-02-14 Wei Ma , Fuyi Tu , Hanzhong Liu

This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

Probability · Mathematics 2022-10-20 Alperen Y. Özdemir

Extensions of previous linear regression models for interval data are presented. A more flexible simple linear model is formalized. The new model may express cross-relationships between mid-points and spreads of the interval data in a…

Statistics Theory · Mathematics 2012-10-23 Angela Blanco-Fernández , Marta García-Bárzana , Ana Colubi , Erricos J. Kontoghiorghes

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

Methodology · Statistics 2014-03-18 Giuliano Galimberti , Elena Scardovi , Gabriele Soffritti

We consider outlier-robust and sparse estimation of linear regression coefficients, when the covariates and the noises are contaminated by adversarial outliers and noises are sampled from a heavy-tailed distribution. Our results present…

Statistics Theory · Mathematics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

The goal of regression analysis is to predict the value of a numeric outcome variable y given a vector of joint values of other (predictor) variables x. Usually a particular x-vector does not specify a repeatable value for y, but rather a…

Machine Learning · Statistics 2020-01-29 Jerome H. Friedman

Identification of matching records in multiple files can be a challenging and error-prone task. Linkage error can considerably affect subsequent statistical analysis based on the resulting linked file. Several recent papers have studied…

Methodology · Statistics 2020-10-27 Zhenbang Wang , Emanuel Ben-David , Martin Slawski

This paper deals with Bayesian estimations of scale parameter of the exponential distribution based on upper record range (Rn). This has been done in two steps; point and interval. In the first step the quadratic, squared error and absolute…

Probability · Mathematics 2013-06-26 P. Nasiri , S. Hosseini , M. Yarmohammadi , F. Hatami