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Interval linear programming provides a tool for solving real-world optimization problems under interval-valued uncertainty. Instead of approximating or estimating crisp input data, the coefficients of an interval program may perturb…
We derive randomization-based models for experiments with a chain of randomizations. The estimation theory for these models leads to formulae for the estimators of treatment effects, their standard errors, and expected mean squares in the…
Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…
Distributed statistical learning problems arise commonly when dealing with large datasets. In this setup, datasets are partitioned over machines, which compute locally, and communicate short messages. Communication is often the bottleneck.…
We develop a new approximative estimation method for conditional Shapley values obtained using a linear regression model. We develop a new estimation method and outperform existing methodology and implementations. Compared to the sequential…
Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…
A constrained multivariate linear model is a multivariate linear model with the columns of its coefficient matrix constrained to lie in a known subspace. This class of models includes those typically used to study growth curves and…
The paper presents a construction of a quantitative measure of variability for parameter estimates in the data fitting problem under interval uncertainty. It shows the degree of variability and ambiguity of the estimate, and the need for…
In small area estimation different data sources are integrated in order to produce reliable estimates of target parameters (e.g., a mean or a proportion) for a collection of small subsets (areas) of a finite population. Regression models…
Traditionally regression analysis answers questions about the relationships among variables based on the assumption that the observation values of variables are precise numbers. It has long been dominated by least squares techniques, mostly…
Confidence intervals are a popular way to visualize and analyze data distributions. Unlike p-values, they can convey information both about statistical significance as well as effect size. However, very little work exists on applying…
We address a classical problem in statistics: adding two-way interaction terms to a regression model. As the covariate dimension increases quadratically, we develop an estimator that adapts well to this increase, while providing accurate…
We present a framework for performing efficient regression in general metric spaces. Roughly speaking, our regressor predicts the value at a new point by computing a Lipschitz extension --- the smoothest function consistent with the…
Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…
A method of modeling data with gaps by a sequence of curves has been developed. The new method is a generalization of iterative construction of singular expansion of matrices with gaps. Under discussion are three versions of the method…
Sparse linear regression is a vast field and there are many different algorithms available to build models. Two new papers published in Statistical Science study the comparative performance of several sparse regression methodologies,…
Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between…
This article is motivated by the objective of providing a new analytically tractable and fully frequentist framework to characterize and implement regression trees while also allowing a multivariate (potentially high dimensional) response.…
This work is devoted to dissipative extension theory for dissipative linear relations. We give a self-consistent theory of extensions by generalizing the theory on symmetric extensions of symmetric operators. Several results on the…
In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…