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This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…

Statistics Theory · Mathematics 2023-11-14 Yingjie Feng

The creativity and emergence of biological and psychological behavior are nonlinear. However, that does not necessarily mean only that the measurements of the behaviors are curvilinear. Furthermore, the linear model might fail to reduce…

Data Analysis, Statistics and Probability · Physics 2021-05-28 Damian G. Kelty-Stephen , Elizabeth Lane , Madhur Mangalam

Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…

Methodology · Statistics 2024-02-05 Mozhgan Taavoni , Mohammad Arashi

Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important…

Statistical Finance · Quantitative Finance 2015-10-14 Wen-Jie Xie , Zhi-Qiang Jiang , Gao-Feng Gu , Xiong Xiong , Wei-Xing Zhou

The development and use of dimension reduction methods is prevalent in modern statistical literature. This paper reviews a class of dimension reduction techniques which aim to simultaneously select relevant predictors and find clusters…

Methodology · Statistics 2022-02-18 Suchit Mehrotra

We study the fractal geometry of O($n$) loop configurations in two dimensions by means of scaling and a Monte Carlo method, and compare the results with predictions based on the Coulomb gas technique. The Monte Carlo algorithm is applicable…

Statistical Mechanics · Physics 2009-11-11 Chengxiang Ding , Xiaofeng Qian , Youjin Deng , Wenan Guo , Henk W. J. Blöte

Standard (network) meta-analysis methods for medical test accuracy evaluation analyse the data separately for each test threshold - wasting data - unless every study reports all thresholds. Previously proposed "multiple threshold" models…

Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Sébastien Combrexelle , Herwig Wendt , Nicolas Dobigeon , Jean-Yves Tourneret , Steve McLaughlin , Patrice Abry

Designing deep neural network classifiers that perform robustly on distributions differing from the available training data is an active area of machine learning research. However, out-of-distribution generalization for regression-the…

Machine Learning · Computer Science 2024-01-01 Benjamin Eyre , Elliot Creager , David Madras , Vardan Papyan , Richard Zemel

Orthogonal least square (OLS) is an important sparse signal recovery algorithm for compressive sensing, which enjoys superior probability of success over other well-known recovery algorithms under conditions of correlated measurement…

Information Theory · Computer Science 2018-08-02 Samrat Mukhopadhyay , Siddhartha Satpathi , Mrityunjoy Chakraborty

This study investigated the problem posed by using ordinary least squares (OLS) to estimate parameters of simple linear regression under a specific context of special relativity, where an independent variable is restricted to an open…

Other Statistics · Statistics 2020-06-01 Si Hyung Joo

The problem of estimating a linear functional based on observational data is canonical in both the causal inference and bandit literatures. We analyze a broad class of two-stage procedures that first estimate the treatment effect function,…

Statistics Theory · Mathematics 2022-09-28 Wenlong Mou , Martin J. Wainwright , Peter L. Bartlett

We present a novel method to estimate the multifractal spectrum of point distributions. The method incorporates two motivated criteria (barycentric pivot point selection and non-overlapping coverage) in order to reduce edge effects, improve…

Statistical Mechanics · Physics 2015-06-16 Yavor Kamer , Guy Ouillon , Didier Sornette

A well-known approach to the optical measure of oxygen is based on the quenching of luminescence by molecular oxygen. The main challenge for this measuring method is the development of an accurate mathematical model. Typically, this is…

Applied Physics · Physics 2020-07-28 Francesca Venturini , Umberto Michelucci , Michael Baumgartner

Inverse problem or parameter estimation of ordinary differential equations (ODEs), the iterative process of minimizing the mismatch between model-predicted and experimental states by tuning the parameter values within an optimization…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Siddharth Prabhu , Srinivas Rangarajan , Mayuresh Kothare

The application of the network approach to the urban case poses several questions in terms of how to deal with metric distances, what kind of graph representation to use, what kind of measures to investigate, how to deepen the correlation…

Other Condensed Matter · Physics 2007-05-23 Sergio Porta , Paolo Crucitti , Vito Latora

Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…

Statistics Theory · Mathematics 2025-04-17 Hang Liu , Anna Scaglione

The use of multitaper estimates for spectral proper orthogonal decomposition (SPOD) is explored. Multitaper and multitaper-Welch estimators that use discrete prolate spheroidal sequences (DPSS) as orthogonal data windows are compared to the…

Fluid Dynamics · Physics 2022-09-14 Oliver T. Schmidt

This paper provides an alternative to penalized estimators for estimation and vari- able selection in high dimensional linear regression models with measurement error or missing covariates. We propose estimation via bias corrected least…

Methodology · Statistics 2016-05-11 Abhishek Kaul , Hira L. Koul , Akshita Chawla , Soumendra N. Lahiri

Entropy is one of physical bases for fractal dimension definition, and the generalized fractal dimension was defined by Renyi entropy. Using fractal dimension, we can describe urban growth and form and characterize spatial complexity. A…

Physics and Society · Physics 2020-11-17 Yanguang Chen