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New procedures for detecting a change in the cross-sectional mean of panel data are proposed. The procedures rely on estimating nuisance parameters using certain cross-sectional means across panels using a weighted least squares regression.…
Under-reporting of count data poses a major roadblock for prediction and inference. In this paper, we focus on the Pogit model, which deconvolves the generating Poisson process from the censuring process controlling under-reporting using a…
Bayesian posterior distributions are widely used for inference, but their dependence on a statistical model creates some challenges. In particular, there may be lots of nuisance parameters that require prior distributions and posterior…
Little attention has been given to the correlation coefficient when data come from discrete or continuous non-normal populations. In this article, we consider the efficiency of two correlation coefficients which are from the same family,…
Many scientific and industrial processes produce data that is best analysed as vectors of relative values, often called compositions or proportions. The Dirichlet distribution is a natural distribution to use for composition or proportion…
The generalized negative binomial distribution (GNB) is a new flexible family of discrete distributions that are mixed Poisson laws with the mixing generalized gamma (GG) distributions. This family of discrete distributions is very wide and…
The distributional transform (DT) is amongst the computational methods used for estimation of high-dimensional multivariate normal copula models with discrete responses. Its advantage is that the likelihood can be derived conveniently under…
We introduce Poisson-response tensor-on-tensor regression (PToTR), a novel regression framework designed to handle tensor responses composed element-wise of random Poisson-distributed counts. Tensors, or multi-dimensional arrays, composed…
In this article, we investigate posterior convergence of nonparametric binary and Poisson regression under possible model misspecification, assuming general stochastic process prior with appropriate properties. Our model setup and objective…
Explicit finite-sample statistical guarantees on model performance are an important ingredient in responsible machine learning. Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an…
`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we…
In recent years, under deregulated environment, electric utility companies have been encouraged to ensure maximum system reliability through the employment of cost-effective long-term asset management strategies. To help achieve this goal,…
In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…
In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…
Considering discrete models, the univariate framework has been studied in depth compared to the multivariate one. This paper first proposes two criteria to define a sensu stricto multivariate discrete distribution. It then introduces the…
This paper provides a statistical analysis of three common methods of regression for Poisson data in the presence of Poisson background, namely the joint fit with two parametric models for the source and the background, the use of a…
This paper describes a compound Poisson-based random effects structure for modeling zero-inflated data. Data with large proportion of zeros are found in many fields of applied statistics, for example in ecology when trying to model and…
Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…
Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…
This paper presents Sparse Partitioning, a Bayesian method for identifying predictors that either individually or in combination with others affect a response variable. The method is designed for regression problems involving binary or…