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This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the…

Numerical Analysis · Mathematics 2026-03-05 Jiaming Sui , Junxiong Jia , Jinglai Li

Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

Machine Learning · Computer Science 2020-09-14 Mario Michael Krell , Bilal Wehbe

We introduce an innovative method for incremental nonparametric probabilistic inference in high-dimensional state spaces. Our approach leverages \slices from high-dimensional surfaces to efficiently approximate posterior distributions of…

Artificial Intelligence · Computer Science 2024-05-28 Moshe Shienman , Ohad Levy-Or , Michael Kaess , Vadim Indelman

Regression discontinuity designs have become one of the most popular research designs in empirical economics. We argue, however, that widely used approaches to building confidence intervals in regression discontinuity designs exhibit…

Econometrics · Economics 2025-12-01 Aditya Ghosh , Guido Imbens , Stefan Wager

A fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is developed. The method proposed may be…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Yu. I. Bogdanov

The composite quantile regression (CQR) was introduced by Zou and Yuan [Ann. Statist. 36 (2008) 1108--1126] as a robust regression method for linear models with heavy-tailed errors while achieving high efficiency. Its penalized counterpart…

Methodology · Statistics 2023-10-16 Haeseong Moon , Wen-Xin Zhou

I consider unsupervised extensions of the fast stepwise linear regression algorithm \cite{efroymson1960multiple}. These extensions allow one to efficiently identify highly-representative feature variable subsets within a given set of…

Machine Learning · Computer Science 2017-06-13 Jonathan Landy

High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…

Methodology · Statistics 2016-06-28 Sang-Yun Oh , Bala Rajaratnam , Joong-Ho Won

Nonlinear regression problem is one of the most popular and important statistical tasks. The first methods like least squares estimation go back to Gauss and Legendre. Recent models and developments in statistics and machine learning like…

Statistics Theory · Mathematics 2025-02-20 Vladimir Spokoiny

We produce methodology for regression analysis when the geographic locations of the independent and dependent variables do not coincide, in which case we speak of misaligned data. We develop and investigate two complementary methods for…

Econometrics · Economics 2022-07-12 Guillaume Allaire Pouliot

Consider the regression problem where the response $Y\in\mathbb{R}$ and the covariate $X\in\mathbb{R}^d$ for $d\geq 1$ are \textit{unmatched}. Under this scenario, we do not have access to pairs of observations from the distribution of $(X,…

Statistics Theory · Mathematics 2023-09-19 Mona Azadkia , Fadoua Balabdaoui

In this paper, we present a novel and effective inference approach to conduct both finite- and large-sample inference for high-dimensional linear regression models. This approach is developed under the so-called repro samples framework, in…

Methodology · Statistics 2025-12-01 Peng Wang , Min-Ge Xie , Linjun Zhang

This article proposes a novel solution for stretchy polynomial regression learning. The solution comes in primal and dual closed-forms similar to that of ridge regression. Essentially, the proposed solution stretches the covariance…

Machine Learning · Computer Science 2014-08-26 Kar-Ann Toh

This paper investigates the problem of making inference about a parametric model for the regression of an outcome variable $Y$ on covariates $(V,L)$ when data are fused from two separate sources, one which contains information only on $(V,…

Methodology · Statistics 2020-12-15 Katherine Evans , BaoLuo Sun , James Robins , Eric J. Tchetgen Tchetgen

A randomized misfit approach is presented for the efficient solution of large-scale PDE-constrained inverse problems with high-dimensional data. The purpose of this paper is to offer a theory-based framework for random projections in this…

Numerical Analysis · Computer Science 2017-04-18 Ellen B. Le , Aaron Myers , Tan Bui-Thanh , Quoc P. Nguyen

Whilst influence functions for linear discriminant analysis (LDA) have been found for a single discriminant when dealing with two groups, until now these have not been derived in the setting of a general number of groups. In this paper we…

Statistics Theory · Mathematics 2019-10-01 Luke A. Prendergast , Jodie A. Smith

In functional data analysis, functional linear regression has attracted significant attention recently. Herein, we consider the case where both the response and covariates are functions. There are two available approaches for addressing…

Methodology · Statistics 2021-09-28 Mauro Bernardi , Antonio Canale , Marco Stefanucci

In multiple domains, statistical tasks are performed in distributed settings, with data split among several end machines that are connected to a fusion center. In various applications, the end machines have limited bandwidth and power, and…

Machine Learning · Computer Science 2026-01-05 Rodney Fonseca , Boaz Nadler

A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The…

Methodology · Statistics 2020-12-11 Ufuk Beyaztas , Han Lin Shang

The long-tailed distribution is a common phenomenon in the real world. Extracted large scale image datasets inevitably demonstrate the long-tailed property and models trained with imbalanced data can obtain high performance for the…

Computer Vision and Pattern Recognition · Computer Science 2023-10-18 Konstantinos Panagiotis Alexandridis , Shan Luo , Anh Nguyen , Jiankang Deng , Stefanos Zafeiriou