Related papers: Variance components and generalized Sobol' indices
We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or…
Factor importance measures the impact of each feature on output prediction accuracy. Many existing works focus on the model-based importance, but an important feature in one learning algorithm may hold little significance in another model.…
This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…
We describe a framework for reformulating and solving optimization problems that generalizes the well-known framework originally introduced by Benders. We discuss details of the application of the procedures to several classes of…
In global sensitivity analysis, the well known Sobol' sensitivity indices aim to quantify how the variance in the output of a mathematical model can be apportioned to the different variances of its input random variables. These indices are…
Classical analysis of variance requires that model terms be labeled as fixed or random and typically culminate by comparing variability from each batch (factor) to variability from errors; without a standard methodology to assess the…
In this paper we develop elements of the global calculus of Fourier integral operators in $R^n$ under minimal decay assumptions on phases and amplitudes. We also establish global weighted Sobolev $L^2$ estimates for a class of Fourier…
Multilevel estimators aim at reducing the variance of Monte Carlo statistical estimators, by combining samples generated with simulators of different costs and accuracies. In particular, the recent work of Schaden and Ullmann (2020) on the…
In uncertainty quantification, evaluating sensitivity measures under specific conditions (i.e., conditional Sobol' indices) is essential for systems with parameterized responses, such as spatial fields or varying operating conditions.…
It is common to encounter large-scale monotone inclusion problems where the objective has a finite sum structure. We develop a general framework for variance-reduced forward-backward splitting algorithms for this problem. This framework…
This paper develops a variance estimation framework for matching estimators that enables valid population inference for treatment effects. We provide theoretical analysis of a variance estimator that addresses key limitations in the…
In the modern age, rankings data is ubiquitous and it is useful for a variety of applications such as recommender systems, multi-object tracking and preference learning. However, most rankings data encountered in the real world is…
In many applications we seek to maximize an expectation with respect to a distribution over discrete variables. Estimating gradients of such objectives with respect to the distribution parameters is a challenging problem. We analyze…
Global sensitivity analysis (GSA) is used to quantify the influence of uncertain variables in a mathematical model. Prior to performing GSA, the user must specify (or implicitly assume), a probability distribution to model the uncertainty,…
Adjusting for covariates is a well established method to estimate the total causal effect of an exposure variable on an outcome of interest. Depending on the causal structure of the mechanism under study there may be different adjustment…
In this paper, we consider the partially linear single-index models with longitudinal data. To deal with the variable selection problem in this context, we propose a penalized procedure combined with two bias correction methods, resulting…
This paper refines the main results from our previous study on sparse bounds of generalized commutators of multilinear fractional singular integral operators in \cite{CenSong2412}. The key improvements are: 1. We replace pointwise…
We provide a precise statement and self contained proof of a Sobolev inequality (cf. [A, page 236 and page 237]) stated in the original paper. Higher order and fractional inequalities are treated as well.
A method for implicit variable selection in mixture of experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariates. Robust class membership predictors are identified using a…
The development and use of dimension reduction methods is prevalent in modern statistical literature. This paper reviews a class of dimension reduction techniques which aim to simultaneously select relevant predictors and find clusters…