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This paper develops new tools to quantify uncertainty in optimal decision making and to gain insight into which variables one should collect information about given the potential cost of measuring a large number of variables. We investigate…

Methodology · Statistics 2021-05-11 Yunan Wu , Lan Wang , Haoda Fu

A common problem in Phase II clinical trials is the comparison of dose response curves corresponding to different treatment groups. If the effect of the dose level is described by parametric regression models and the treatments differ in…

Statistics Theory · Mathematics 2016-03-16 Chrystel Feller , Kirsten Schorning , Holger Dette , Georgina Bermann , Björn Bornkamp

Robust statistical estimators offer resilience against outliers but are often computationally challenging, particularly in high-dimensional sparse settings. Modern optimization techniques are utilized for robust sparse association…

Computation · Statistics 2025-02-03 Pia Pfeiffer , Andreas Alfons , Peter Filzmoser

We address the problem of inferring the causal direction between two variables by comparing the least-squares errors of the predictions in both possible directions. Under the assumption of an independence between the function relating cause…

Artificial Intelligence · Computer Science 2019-01-25 Patrick Blöbaum , Dominik Janzing , Takashi Washio , Shohei Shimizu , Bernhard Schölkopf

In scientific applications, there often are several competing models that could be fit to the observed data, so quantification of the model uncertainty is of fundamental importance. In this paper, we develop an inferential model (IM)…

Statistics Theory · Mathematics 2016-06-07 Ryan Martin , Huiping Xu , Zuoyi Zhang , Chuanhai Liu

Two-step estimators often called upon to fit censored regression models in many areas of science and engineering. Since censoring incurs a bias in the naive least-squares fit, a two-step estimator first estimates the bias and then fits a…

Methodology · Statistics 2014-03-17 Yuekai Sun , Jonathan E. Taylor

When using dyadic data (i.e., data indexed by pairs of units), researchers typically assume a linear model, estimate it using Ordinary Least Squares and conduct inference using ``dyadic-robust" variance estimators. The latter assumes that…

Econometrics · Economics 2024-11-20 Nathan Canen , Ko Sugiura

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

Methodology · Statistics 2024-01-19 Jerzy Wieczorek

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…

Methodology · Statistics 2017-03-16 Fatma Sevinc Kurnaz , Irene Hoffmann , Peter Filzmoser

In this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two different parameterizations of the model and investigate local optimal designs with respect to the $c$-, $D$- and…

Methodology · Statistics 2008-09-30 H. Dette , C. Kiss

This paper considers statistical inference for the explained variance $\beta^{\intercal}\Sigma \beta$ under the high-dimensional linear model $Y=X\beta+\epsilon$ in the semi-supervised setting, where $\beta$ is the regression vector and…

Methodology · Statistics 2020-12-01 T. Tony Cai , Zijian Guo

Regression analysis is a well known quantitative research method that primarily explores the relationship between one or more independent variables and a dependent variable. Conducting regression analysis manually on large datasets with…

Machine Learning · Computer Science 2022-05-17 Ayon Roy , Tausif Al Zubayer , Nafisa Tabassum , Muhammad Nazrul Islam , Md. Abdus Sattar

We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular $T$-optimality criterion are derived, which in many…

Statistics Theory · Mathematics 2009-08-14 Holger Dette , Stefanie Titoff

Missing covariates in regression or classification problems can prohibit the direct use of advanced tools for further analysis. Recent research has realized an increasing trend towards the usage of modern Machine Learning algorithms for…

Machine Learning · Statistics 2022-03-23 Burim Ramosaj , Justus Tulowietzki , Markus Pauly

In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…

Statistics Theory · Mathematics 2015-05-06 Serafim Kalliadasis , Sebastian Krumscheid , Grigorios A. Pavliotis

In this paper we compare two regression curves by measuring their difference by the area between the two curves, represented by their $L^1$-distance. We develop asymptotic confidence intervals for this measure and statistical tests to…

Statistics Theory · Mathematics 2023-02-03 Patrick Bastian , Holger Dette , Lukas Koletzko , Kathrin Möllenhoff

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…

Methodology · Statistics 2020-01-29 Mengyan Li , Runze Li , Yanyuan Ma

We consider the problem of estimating a low-dimensional parameter in high-dimensional linear regression. Constructing an approximately unbiased estimate of the parameter of interest is a crucial step towards performing statistical…

Statistics Theory · Mathematics 2021-07-30 Michael Celentano , Andrea Montanari

To increase statistical efficiency in a randomized experiment, researchers often use stratification (i.e., blocking) in the design stage. However, conventional practices of stratification fail to exploit valuable information about the…

Methodology · Statistics 2025-10-28 Zikai Li