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Overfitting in linear regression is broken down into two main causes. First, the formula for the estimator includes 'forbidden knowledge' about training observations' residuals, and it loses this advantage when deployed out-of-sample.…

Methodology · Statistics 2022-09-27 Chris Rohlfs

Many non-equilibrium, active processes are observed at a coarse-grained level, where different microscopic configurations are projected onto the same observable state. Such "lumped" observables display memory, and in many cases the…

Statistical Mechanics · Physics 2024-04-29 Kristian Blom , Kevin Song , Etienne Vouga , Aljaž Godec , Dmitrii E. Makarov

We designed and ran an experiment to test how often people's choices are reversed by others' recommendations when facing different levels of confirmation and conformity pressures. In our experiment participants were first asked to provide…

Computers and Society · Computer Science 2011-08-30 Haiyi Zhu , Bernardo A. Huberman , Yarun Luon

Stein unbiased risk estimation is generalized twice, from the Gaussian shift model to nonparametric families of smooth densities, and from the quadratic risk to more general divergence type distances. The development relies on a connection…

Statistics Theory · Mathematics 2011-05-12 Werner Ehm

Data in non-Euclidean spaces are commonly encountered in many fields of Science and Engineering. For instance, in Robotics, attitude sensors capture orientation which is an element of a Lie group. In the recent past, several researchers…

Statistics Theory · Mathematics 2021-12-01 Chun-Hao Yang , Baba C. Vemuri

Convex regression is a method for estimating the convex function from a data set. This method has played an important role in operations research, economics, machine learning, and many other areas. However, it has been empirically observed…

Methodology · Statistics 2024-10-17 Zhiqiang Liao , Sheng Dai , Eunji Lim , Timo Kuosmanen

For a multivariate normal set up, it is well known that the maximum likelihood estimator of covariance matrix is neither admissible nor minimax under the Stein loss function. For the past six decades, a bunch of researches have followed…

Statistics Theory · Mathematics 2024-12-03 Ming-Tien Tsai

Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is \emph{a priori} known or suspected that a subset of the covariates do not significantly contribute to the overall fit of…

Applications · Statistics 2011-09-13 SM Enayetur Raheem , S. Ejaz Ahmed

Let $W$ be a random variable with mean zero and variance $\sigma^2$. The distribution of a variate $W^*$, satisfying $EWf(W)=\sigma ^2 Ef'(W^*)$ for smooth functions $f$, exists uniquely and defines the zero bias transformation on the…

Probability · Mathematics 2007-05-23 Larry Goldstein , Gesine Reinert

We consider the estimation of a structural function which models a non-parametric relationship between a response and an endogenous regressor given an instrument in presence of dependence in the data generating process. Assuming an…

Statistics Theory · Mathematics 2016-04-08 Nicolas Asin , Jan Johannes

We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimizes a convex risk functional under the l1-constraint. It is…

Statistics Theory · Mathematics 2007-06-13 Anatoli Juditsky , Alexander Nazin , Alexandre Tsybakov , Nicolas Vayatis

Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…

Machine Learning · Statistics 2024-10-02 Qin Li , Maria Oprea , Li Wang , Yunan Yang

Highlights: \begin{itemize} \item Relativistic effect of crystal dynamics "freezing". \item Non-statistical model of thermodynamic equilibration. \end{itemize} The dynamics of oscillations of a one-dimensional atomic chain is investigated…

Materials Science · Physics 2020-10-13 A. Yu. Zakharov , M. A. Zakharov

Classical semiparametric inference with missing outcome data is not robust to contamination of the observed data and a single observation can have arbitrarily large influence on estimation of a parameter of interest. This sensitivity is…

Methodology · Statistics 2021-03-02 Eva Cantoni , Xavier de Luna

We show that quantum state tomography with perfect knowledge of the measurement apparatus proves to be, in some instances, inferior to strategies discarding all information about the measurement at hand, as in the case of data pattern…

Quantum Physics · Physics 2021-08-11 L. Motka , M. Paur , J. Rehacek , Z. Hradil , L. L. Sanchez-Soto

Model averaging (MA), a technique for combining estimators from a set of candidate models, has attracted increasing attention in machine learning and statistics. In the existing literature, there is an implicit understanding that MA can be…

Statistics Theory · Mathematics 2024-04-30 Jingfu Peng

Let $X$ be a random vector with distribution $P_{\theta}$ where $\theta$ is an unknown parameter. When estimating $\theta$ by some estimator $\varphi(X)$ under a loss function $L(\theta,\varphi)$, classical decision theory advocates that…

Methodology · Statistics 2012-03-23 Dominique Fourdrinier , Martin T. Wells

A variation in the environment of a system, such as the temperature, the concentration of a chemical solution or the appearance of a magnetic field, may lead to a drift in one of the parameters. If the parameter crosses a bifurcation point,…

Adaptation and Self-Organizing Systems · Physics 2023-08-16 Julia Cantisán , Serhiy Yanchuk , Jesús M. Seoane , Miguel A. F. Sanjuán , Jürgen Kurths

Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…

Methodology · Statistics 2023-07-20 Tamara Broderick , Ryan Giordano , Rachael Meager

Let $\boldsymbol{\xi}=(\xi_1,\ldots,\xi_m)$ be a negatively associated mean zero random vector with components that obey the bound $|\xi_i| \le B, i=1,\ldots,m$, and whose sum $W = \sum_{i=1}^m \xi_i$ has variance 1, the bound \[…

Probability · Mathematics 2018-09-11 Nathakhun Wiroonsri