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For many important problems the quantity of interest is an unknown function of the parameters, which is a random vector with known statistics. Since the dependence of the output on this random vector is unknown, the challenge is to identify…

Machine Learning · Statistics 2021-04-28 Themistoklis P. Sapsis

In this article, we investigate the robust optimal design problem for the prediction of response when the fitted regression models are only approximately specified, and observations might be missing completely at random. The intuitive idea…

Methodology · Statistics 2022-10-19 Rui Hu , Ion Bica , Zhichun Zhai

Researchers increasingly use meta-analysis to synthesize the results of several studies in order to estimate a common effect. When the outcome variable is continuous, standard meta-analytic approaches assume that the primary studies report…

We study the optimal sample complexity of variable selection in linear regression under general design covariance, and show that subset selection is optimal while under standard complexity assumptions, efficient algorithms for this problem…

Statistics Theory · Mathematics 2025-10-07 Ming Gao , Bryon Aragam

Two-phase designs measure variables of interest on a subcohort where the outcome and covariates are readily available or cheap to collect on all individuals in the cohort. Given limited resource availability, it is of interest to find an…

Methodology · Statistics 2022-01-11 Tong Chen , Thomas Lumley

The treatment assignment mechanism in a randomized clinical trial can be optimized for statistical efficiency within a specified class of randomization mechanisms. Optimal designs of this type have been characterized in terms of the…

Methodology · Statistics 2025-09-03 Wei Zhang , Zhiwei Zhang , Aiyi Liu

Most existing methods for testing equality of means of functional data from multiple populations rely on assumptions of equal covariance and/or Gaussianity. In this work we provide a new testing method based on a statistic that is…

Methodology · Statistics 2025-09-30 Chuang Xu , Andrew T. A. Wood , Yanrong Yang

Mean absolute deviation function is used to explore the pattern and the distribution of the data graphically to enable analysts gaining greater understanding of raw data and to foster quick and a deep understanding of the data as an…

Methodology · Statistics 2022-06-22 Elsayed A. H. Elamir

Diffusion models accomplish remarkable success in data generation tasks across various domains. However, the iterative sampling process is computationally expensive. Consistency models are proposed to learn consistency functions to map from…

Machine Learning · Computer Science 2025-05-07 Yiding Chen , Yiyi Zhang , Owen Oertell , Wen Sun

Consider the communication-constrained problem of nonparametric function estimation, in which each distributed terminal holds multiple i.i.d. samples. Under certain regularity assumptions, we characterize the minimax optimal rates for all…

Machine Learning · Computer Science 2025-01-15 Deheng Yuan , Tao Guo , Zhongyi Huang

We consider the functional regression model with multivariate response and functional predictors. Compared to fitting each individual response variable separately, taking advantage of the correlation between the response variables can…

Methodology · Statistics 2026-02-04 Ruiyan Luo , Xin Qi

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

The present paper discusses the problem of estimating the finite population mean of study variable in simple random sampling in the presence of non response and response error together. The estimators in this article use auxiliary…

Methodology · Statistics 2014-04-08 Prayas Sharma , Rajesh Singh

We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that…

Statistics Theory · Mathematics 2018-09-07 Victor-Emmanuel Brunel

In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…

Statistics Theory · Mathematics 2022-03-02 Gaëlle Chagny , Anouar Meynaoui , Angelina Roche

Imbalanced data is a frequently encountered problem in machine learning. Despite a vast amount of literature on sampling techniques for imbalanced data, there is a limited number of studies that address the issue of the optimal sampling…

Machine Learning · Computer Science 2022-07-12 Firuz Kamalov , Amir F. Atiya , Dina Elreedy

The estimation of cumulative distribution functions (CDF) is an important learning task with a great variety of downstream applications, such as risk assessments in predictions and decision making. In this paper, we study functional…

Machine Learning · Computer Science 2024-03-11 Qian Zhang , Anuran Makur , Kamyar Azizzadenesheli

Parallel black box optimization consists in estimating the optimum of a function using $\lambda$ parallel evaluations of $f$. Averaging the $\mu$ best individuals among the $\lambda$ evaluations is known to provide better estimates of the…

Optimization and Control · Mathematics 2021-08-11 Laurent Meunier , Iskander Legheraba , Yann Chevaleyre , Olivier Teytaud

We consider the problem of estimating the mean of a random vector based on $N$ independent, identically distributed observations. We prove the existence of an estimator that has a near-optimal error in all directions in which the variance…

Statistics Theory · Mathematics 2020-10-23 Gabor Lugosi , Shahar Mendelson

Using the asymptotical minimax framework, we examine convergence rates equivalency between a continuous functional deconvolution model and its real-life discrete counterpart over a wide range of Besov balls and for the $L^2$-risk. For this…

Statistics Theory · Mathematics 2010-10-06 Marianna Pensky , Theofanis Sapatinas