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We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…

Statistics Theory · Mathematics 2012-11-13 Ming Yuan , T. Tony Cai

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. There is a great amount of work about linear and nonlinear QR models. Specifically, nonparametric estimation of the…

Methodology · Statistics 2020-01-13 Eliana Christou

A quantifier is a supervised machine learning algorithm, focused on estimating the class prevalence in a dataset rather than labeling its individual observations. We introduce Continuous Sweep, a new parametric binary quantifier inspired by…

Machine Learning · Statistics 2024-10-14 Kevin Kloos , Julian D. Karch , Quinten A. Meertens , Mark de Rooij

We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…

Methodology · Statistics 2021-04-20 Yihe Wang , Sihai Dave Zhao

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

Econometrics · Economics 2019-05-28 Ryo Okui , Takahide Yanagi

We derive streamlined mean field variational Bayes algorithms for fitting linear mixed models with crossed random effects. In the most general situation, where the dimensions of the crossed groups are arbitrarily large, streamlining is…

Methodology · Statistics 2022-04-15 Marianne Menictas , Gioia Di Credico , Matt P. Wand

Inspired by logistic regression, we introduce a regression model for data tuples consisting of a binary response and a set of covariates residing in a metric space without vector structures. Based on the proposed model we also develop a…

Methodology · Statistics 2024-02-15 Yinan Lin , Zhenhua Lin

Quantum algorithms to integrate nonlinear PDEs governing flow problems are challenging to discover but critical to enhancing the practical usefulness of quantum computing. We present here a near-optimal, robust, and end-to-end quantum…

Randomization, as a key technique in clinical trials, can eliminate sources of bias and produce comparable treatment groups. In randomized experiments, the treatment effect is a parameter of general interest. Researchers have explored the…

Methodology · Statistics 2023-12-05 Fuyi Tu , Wei Ma , Hanzhong Liu

This paper introduces a general framework for estimating variance components in the linear mixed models via general unbiased estimating equations, which include some well-used estimators such as the restricted maximum likelihood estimator.…

Methodology · Statistics 2021-05-18 Tatsuya Kubokawa , Shonosuke Sugasawa , Hiromasa Tamae , Sanjay Chaudhuri

Probability estimation is essential for every statistical data compression algorithm. In practice probability estimation should be adaptive, recent observations should receive a higher weight than older observations. We present a…

Information Theory · Computer Science 2015-01-12 Christopher Mattern

We develop a method to generate predictive regions that cover a multivariate response variable with a user-specified probability. Our work is composed of two components. First, we use a deep generative model to learn a representation of the…

Machine Learning · Computer Science 2022-12-26 Shai Feldman , Stephen Bates , Yaniv Romano

We initiate the study of smoothed analysis for the sequential probability assignment problem with contexts. We study information-theoretically optimal minmax rates as well as a framework for algorithmic reduction involving the maximum…

Machine Learning · Computer Science 2023-03-10 Alankrita Bhatt , Nika Haghtalab , Abhishek Shetty

This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of…

Methodology · Statistics 2023-06-06 María Alonso-Pena , Irène Gijbels , Rosa M. Crujeiras

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

Quantile regression is a powerful tool capable of offering a richer view of the data as compared to least-squares regression. Quantile regression is typically performed individually on a few quantiles or a grid of quantiles without…

Methodology · Statistics 2026-03-26 Ta-Hsin Li , Nimrod Megiddo

In this article, we propose a penalized high dimensional semiparametric model average quantile prediction approach that is robust for forecasting the conditional quantile of the response. We consider a two-step estimation procedure. In the…

Statistics Theory · Mathematics 2018-09-06 Jingwen Tu , Hu Yang , Chaohui Guo

We propose a new general approach for estimating the effect of a binary treatment on a continuous and potentially highly skewed response variable, the generalized quantile treatment effect (GQTE). The GQTE is defined as the difference…

Statistics Theory · Mathematics 2015-09-04 Sergio Venturini , Francesca Dominici , Giovanni Parmigiani

In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…

Computation · Statistics 2013-07-11 Yuao Hu , Kaifeng Zhao , Heng Lian

For Standard Model processes in which on-shell intermediate hadronic states contribute - including inclusive semileptonic decays and long-distance effects in rare exclusive decays such as $D\to \pi \ell\ell$ and $B\to K^{(\ast)}\ell\ell$ -…

High Energy Physics - Lattice · Physics 2026-03-17 Andreas Jüttner