Related papers: On relationship between regression models and inte…
This paper presents a new approach for trees-based regression, such as simple regression tree, random forest and gradient boosting, in settings involving correlated data. We show the problems that arise when implementing standard…
The coefficient of determination is well defined for linear models and its extension is long wanted for mixed-effects models. We revisit its extension to define measures for proportions of variation explained by the whole model, fixed…
In this article, we review the different models and methods to understand and estimate correlated evolution within the same genome, individual or species. We describe correlated evolution among traits, among genetic components and finally…
We consider linear random coefficient regression models, where the regressors are allowed to have a finite support. First, we investigate identifiability, and show that the means and the variances and covariances of the random coefficients…
A fundamental aspect of relational data, such as from a social network, is the possibility of dependence among the relations. In particular, the relations between members of one pair of nodes may have an effect on the relations between…
Transfer learning refers to the promising idea of initializing model fits based on pre-training on other data. We particularly consider regression modeling settings where parameter estimates from previous data can be used as anchoring…
We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…
Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…
When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…
In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly correlated. Canonical variables are pairs of these new random…
When we interpret linear regression as estimating causal effects justified by quasi-experimental treatment variation, what do we mean? This paper formalizes a minimal criterion for quasi-experimental interpretation and characterizes its…
Language models have recently been shown capable of performing regression wherein numeric predictions are represented as decoded strings. In this work, we provide theoretical grounds for this capability and furthermore investigate the…
Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…
This paper discusses linear regression of strongly correlated data that arises, for example, in magnetohydrodynamic equilibrium reconstructions. We have proved that, generically, the covariance matrix of the estimated regression parameters…
Regression models for circular variables are less developed, since the concept of building a linear predictor from linear combinations of covariates and various random effects, breaks the circular nature of the variable. In this paper, we…
Seemingly unrelated regression models generalize linear regression models by considering multiple regression equations that are linked by contemporaneously correlated disturbances. Robust inference for seemingly unrelated regression models…
The covariance between real finite variance random variables can be expressed as the commutator of taking expectations and multiplying, both viewed as operators extended to act jointly on pairs of functions. The efficient influence curve of…
We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…
Classical functional linear regression models the relationship between a scalar response and a functional covariate, where the coefficient function is assumed to be identical for all subjects. In this paper, the classical model is extended…
The objective of this work is to propose an asymptotic correction method for the estimators of parameters from regression models with covariates subject to classification errors. A correction was developed based on the least squares…