Related papers: An adaptive-to-model test for partially parametric…
From a model-building perspective, we propose a paradigm shift for fitting over-parameterized models. Philosophically, the mindset is to fit models to future observations rather than to the observed sample. Technically, given an imputation…
We consider semiparametric transformation models, where after pre-estimation of a parametric transformation of the response the data are modeled by means of nonparametric regression. We suggest subsequent procedures for testing lack-of-fit…
Monocular depth estimation is one of the fundamental tasks in environmental perception and has achieved tremendous progress in virtue of deep learning. However, the performance of trained models tends to degrade or deteriorate when employed…
Random feature ridge regression is often analyzed in the high-dimensional regime under the homogeneous sampling model $x_i=\Sigma^{1/2}x_i'$, where the vectors $x_i'$ have iid entries and the same covariance matrix $\Sigma$ is shared by all…
Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…
We propose a novel resampling-based method to construct an asymptotically exact test for any subset of hypotheses on coefficients in high-dimensional linear regression. It can be embedded into any multiple testing procedure to make…
This paper proposes a Kolmogorov-Smirnov type statistic and a Cram\'er-von Mises type statistic to test linearity in semi-functional partially linear regression models. Our test statistics are based on a residual marked empirical process…
Mediation analysis aims to assess if, and how, a certain exposure influences an outcome of interest through intermediate variables. This problem has recently gained a surge of attention due to the tremendous need for such analyses in…
Inference of instrumental variable regression models with many weak instruments attracts many attentions recently. To extend the classical Anderson-Rubin test to high-dimensional setting, many procedures adopt ridge-regularization. However,…
A regression method for proportional, or fractional, data with mixed effects is outlined, designed for analysis of datasets in which the outcomes have substantial weight at the bounds. In such cases a normal approximation is particularly…
We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…
The cost and scarcity of fully supervised labels in statistical machine learning encourage using partially labeled data for model validation as a cheaper and more accessible alternative. Effectively collecting and leveraging weakly…
This article presents two novel adaptive-sparse polynomial dimensional decomposition (PDD) methods for solving high-dimensional uncertainty quantification problems in computational science and engineering. The methods entail global…
We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…
Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…
We study the problem of similarity learning and its application to image retrieval with large-scale data. The similarity between pairs of images can be measured by the distances between their high dimensional representations, and the…
We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response. The test statistics are built from continuous functionals…
Testing for white noise is a classical yet important problem in statistics, especially for diagnostic checks in time series modeling and linear regression. For high-dimensional time series in the sense that the dimension $p$ is large in…
Measurement involves the determination of quantitative estimates of physical quantities from experiment, along with estimates of their associated uncertainties. Herewith an experimental system model is the key to extracting information from…
Extremile regression, as a least squares analog of quantile regression, is potentially useful tool for modeling and understanding the extreme tails of a distribution. However, existing extremile regression methods, as nonparametric…