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Statistical models incorporating change points are common in practice, especially in the area of biomedicine. This approach is appealing in that a specific parameter is introduced to account for the abrupt change in the response variable…

Statistics Theory · Mathematics 2008-12-18 Hongling Zhou , Kung-Yee Liang

We develop a model-based empirical Bayes approach to variable selection problems in which the number of predictors is very large, possibly much larger than the number of responses (the so-called 'large p, small n' problem). We consider the…

Methodology · Statistics 2015-10-14 Haim Y. Bar , James G. Booth , Martin T. Wells

For a large class of time-dependent non-Hermitain Hamiltonians expressed in terms linear and bilinear combinations of the generators for an Euclidean Lie-algebra respecting different types of PT-symmetries, we find explicit solutions to the…

Quantum Physics · Physics 2019-01-17 Andreas Fring , Thomas Frith

We study the asymptotic behaviour of least squares estimators in regression models for long-range dependent random fields observed on spheres. The least squares estimator can be given as a weighted functional of long-range dependent random…

Statistics Theory · Mathematics 2019-05-23 Vo Anh , Andriy Olenko , Volodymyr Vaskovych

In many important statistical applications, the number of variables or parameters $p$ is much larger than the number of observations $n$. Suppose then that we have observations $y=X\beta+z$, where $\beta\in\mathbf{R}^p$ is a parameter…

Statistics Theory · Mathematics 2009-09-29 Emmanuel Candes , Terence Tao

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Statistics Theory · Mathematics 2011-03-09 Bo Kai , Runze Li , Hui Zou

Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…

Methodology · Statistics 2026-05-01 Jing Ouyang , Chengyu Cui , Yunxiao Chen , Kean Ming Tan , Gongjun Xu

Deciding which predictors to use plays an integral role in deriving statistical models in a wide range of applications. Motivated by the challenges of predicting events across a telecommunications network, we propose a semi-automated, joint…

Methodology · Statistics 2020-01-10 Aaron Lowther , Paul Fearnhead , Matthew Nunes , Kjeld Jensen

We study a high-dimensional generalized linear model and penalized empirical risk minimization with $\ell_1$ penalty. Our aim is to provide a non-trivial illustration that non-asymptotic bounds for the estimator can be obtained without…

Statistics Theory · Mathematics 2007-09-12 Sara A. van de Geer

A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that data from a head-neck position tracking system, one of biomechanical models, show…

Methodology · Statistics 2024-02-13 Hojun You , Kyubaek Yoon , Wei-Ying Wu , Jongeun Choi , Chae Young Lim

In this paper, a new expression for the partition function of the generalized Penner model given by Goulden, Harer and Jackson is derived. The Penner and the orthogonal Penner partition functions are special cases of this formula. The…

High Energy Physics - Theory · Physics 2015-06-18 Noureddine Chair

We study asymptotic behavior of one-step weighted $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent weighted…

Statistics Theory · Mathematics 2015-07-07 Yu. Yu. Linke

In this paper we consider the following problem $$\begin{cases} -\Delta_{g}u+V(x)u=\lambda\alpha(x)f(u), & \mbox{in }M\\ u\geq0, & \mbox{in }M\\ u\to0, & \mbox{as }d_{g}(x_{0},x)\to\infty \end{cases}$$where $(M,g)$ is a $N$-dimensional…

Analysis of PDEs · Mathematics 2017-04-10 Francesca Faraci , Csaba Farkas

This paper provides a specification test for semiparametric models with nonparametrically generated regressors. Such variables are not observed by the researcher but are nonparametrically identified and estimable. Applications of the test…

Econometrics · Economics 2023-10-26 Elia Lapenta

We study parameter estimation and asymptotic inference for sparse nonlinear regression. More specifically, we assume the data are given by $y = f( x^\top \beta^* ) + \epsilon$, where $f$ is nonlinear. To recover $\beta^*$, we propose an…

Machine Learning · Statistics 2015-11-17 Zhuoran Yang , Zhaoran Wang , Han Liu , Yonina C. Eldar , Tong Zhang

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…

Statistics Theory · Mathematics 2012-08-20 Ting Zhang , Wei Biao Wu

In some situations, the interpretability of the machine learning models plays a role as important as the model accuracy. Interpretability comes from the need to trust the prediction model, verify some of its properties, or even enforce them…

Machine Learning · Computer Science 2024-04-10 Guilherme Seidyo Imai Aldeia , Fabricio Olivetti de Franca

An evolving Riemannian manifold $(M,g_t)_{t\in I}$ consists of a smooth $d$-dimensional manifold $M$, equipped with a geometric flow $g_t$ of complete Riemannian metrics, parametrized by $I=(-\infty,T)$. Given an additional $C^{1,1}$ family…

Probability · Mathematics 2017-08-22 Li-Juan Cheng , Anton Thalmaier

This study explores the estimation of parameters in a matrix-valued linear regression model, where the $T$ responses $(Y_t)_{t=1}^T \in \mathbb{R}^{n \times p}$ and predictors $(X_t)_{t=1}^T \in \mathbb{R}^{m \times q}$ satisfy the…

Statistics Theory · Mathematics 2025-12-08 Nayel Bettache