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In the context of regressing a response $Y$ on a predictor $X$, we consider estimating the local modes of the distribution of $Y$ given $X=x$ when $X$ is prone to measurement error. We propose two nonparametric estimation methods, with one…
Regression trees are a popular machine learning algorithm that fit piecewise constant models by recursively partitioning the predictor space. This paper focuses on statistical inference for a data-dependent model obtained from a fitted…
During the last decade, sampling-based path planning algorithms, such as Probabilistic RoadMaps (PRM) and Rapidly-exploring Random Trees (RRT), have been shown to work well in practice and possess theoretical guarantees such as…
We introduce a rank-based bent linear regression with an unknown change point. Using a linear reparameterization technique, we propose a rank-based estimate that can make simultaneous inference on all model parameters, including the…
We introduce a new criterion, the Rank Selection Criterion (RSC), for selecting the optimal reduced rank estimator of the coefficient matrix in multivariate response regression models. The corresponding RSC estimator minimizes the Frobenius…
In causal inference, properly selecting the propensity score (PS) model is an important topic and has been widely investigated in observational studies. There is also a large literature focusing on the missing data problem. However, there…
In this paper, we propose a novel approach to the rank minimization problem, termed rank residual constraint (RRC) model. Different from existing low-rank based approaches, such as the well-known nuclear norm minimization (NNM) and the…
Extracting a small subset of representative tuples from a large database is an important task in multi-criteria decision making. The regret-minimizing set (RMS) problem is recently proposed for representative discovery from databases.…
Inverse reinforcement learning (IRL) usually assumes the reward function model is pre-specified as a weighted sum of features and estimates the weighting parameters only. However, how to select features and determine a proper reward model…
This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…
Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…
We demonstrate the efficacy of symbolic regression (SR) to probe models of particle physics Beyond the Standard Model (BSM), by considering the so-called Constrained Minimal Supersymmetric Standard Model (CMSSM). Like many incarnations of…
This paper presents a brand new nonparametric density estimation strategy named the best-scored random forest density estimation whose effectiveness is supported by both solid theoretical analysis and significant experimental performance.…
We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These…
The reduced-rank regression model is a popular model to deal with multivariate response and multiple predictors, and is widely used in biology, chemometrics, econometrics, engineering, and other fields. In the reduced-rank regression…
In recent years, numerous screening methods have been published for ultrahigh-dimensional data that contain hundreds of thousands of features; however, most of these features cannot handle data with thousands of classes. Prediction models…
Sampling-based inference techniques are central to modern cosmological data analysis; these methods, however, scale poorly with dimensionality and typically require approximate or intractable likelihoods. In this paper we describe how…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
A connection between the General Linear Model (GLM) in combination with classical statistical inference and the machine learning (MLE)-based inference is described in this paper. Firstly, the estimation of the GLM parameters is expressed as…
Understanding how treatment effects vary on individual characteristics is critical in the contexts of personalized medicine, personalized advertising and policy design. When the characteristics are of practical interest are only a subset of…