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We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Computation · Statistics 2020-01-06 Michael Byrd , Monnie McGee

Standard nonlinear regression is commonly used when modeling indifference points due to its ability to closely follow observed data, resulting in a good model fit. However, standard nonlinear regression currently lacks a reasonable…

Methodology · Statistics 2024-06-07 Mingang Kim , Mikhail N. Koffarnus , Christopher T Franck

In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…

Methodology · Statistics 2020-12-21 Meng Yuan , Chunlin Wang , Boxi Lin , Pengfei Li

Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…

Machine Learning · Computer Science 2025-03-24 Yujia Zheng , Yang Liu , Jiaxiong Yao , Yingyao Hu , Kun Zhang

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

Methodology · Statistics 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

In this paper, we consider an unknown functional estimation problem in a general nonparametric regression model with the feature of having both multiplicative and additive noise.We propose two new wavelet estimators in this general context.…

Statistics Theory · Mathematics 2020-12-25 Christophe Chesneau , Salima El Kolei , Junke Kou , Fabien Navarro

In this paper we generalize three identification recursive algorithms belonging to the pseudo-linear class, by introducing a predictor established on a generalized orthonormal function basis. Contrary to the existing identification schemes…

Systems and Control · Computer Science 2019-08-14 Bernard Vau , Henri Bourlès

This paper develops a framework for the error analysis in nonparametric model fitting of fractional stochastic differential equations based on discrete observations. We identify and quantify the main error sources -- time discretization,…

Probability · Mathematics 2026-05-07 Mahdi Dehshiri , Kerlyns Martinez , Lauri Viitasaari

Nonparametric item response models provide a flexible framework in psychological and educational measurements. Douglas (2001) established asymptotic identifiability for a class of models with nonparametric response functions for long…

Statistics Theory · Mathematics 2025-01-08 Yinqiu He

Location estimation is a central problem in functional data analysis. In this paper, we investigate penalized spline estimators of location for discretely sampled functional data under a broad class of convex loss functions. Our framework…

Methodology · Statistics 2025-08-19 Ioannis Kalogridis

We study the assessment of semiparametric and other highly-parametrised models from the perspective of foundational principles of parametric statistical inference. In doing so, we highlight the possibility of avoiding the usual…

Methodology · Statistics 2026-05-05 Heather Battey , Nancy Reid

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…

Machine Learning · Computer Science 2024-06-12 Andres Altieri , Marco Romanelli , Georg Pichler , Florence Alberge , Pablo Piantanida

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

In various applications of regression analysis, in addition to errors in the dependent observations also errors in the predictor variables play a substantial role and need to be incorporated in the statistical modeling process. In this…

Statistics Theory · Mathematics 2020-09-03 Katharina Proksch , Nicolai Bissantz , Hajo Holzmann

Functional variables are often used as predictors in regression problems. A commonly-used parametric approach, called {\it scalar-on-function regression}, uses the $\ltwo$ inner product to map functional predictors into scalar responses.…

Methodology · Statistics 2020-06-02 Kyungmin Ahn , J. Derek Tucker , Wei Wu , Anuj Srivastava

We can, and should, do statistical inference on simulation models by adjusting the parameters in the simulation so that the values of {\em randomly chosen} functions of the simulation output match the values of those same functions…

Methodology · Statistics 2021-11-18 Cosma Rohilla Shalizi

In this paper, we develop new multiscale methods to test qualitative hypotheses about the regression function m in a nonparametric regression model with fixed design points and time series errors. In time series applications, m represents a…

Statistics Theory · Mathematics 2019-03-05 Marina Khismatullina , Michael Vogt

Fully nonparametric methods for regression from functional data have poor accuracy from a statistical viewpoint, reflecting the fact that their convergence rates are slower than nonparametric rates for the estimation of high-dimensional…

Statistics Theory · Mathematics 2012-11-22 Dong Chen , Peter Hall , Hans-Georg Müller

In this paper, we observe a fixed number of unknown $2\pi$-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name "shape invariant model." While the common…

Statistics Theory · Mathematics 2010-10-06 Myriam Vimond

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang