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Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…
Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…
This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…
A new statistical procedure, based on a modified spline basis, is proposed to identify the linear components in the panel data model with fixed effects. Under some mild assumptions, the proposed procedure is shown to consistently estimate…
Marginally specified models have recently become a popular tool for discrete longitudinal data analysis. Nonetheless, they introduce complex constraint equations and model fitting algorithms. Moreover, there is a lack of available software…
Designing scalable estimation algorithms is a core challenge in modern statistics. Here we introduce a framework to address this challenge based on parallel approximants, which yields estimators with provable properties that operate on the…
The line spectral estimation problem consists in recovering the frequencies of a complex valued time signal that is assumed to be sparse in the spectral domain from its discrete observations. Unlike the gridding required by the classical…
Current status data are commonly encountered in medical and epidemiological studies in which the failure time for study units is the outcome variable of interest. Data of this form are characterized by the fact that the failure time is not…
This paper presents a numerical method to implement the parameter estimation method using response statistics that was recently formulated by the authors. The proposed approach formulates the parameter estimation problem of It\^o drift…
We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…
We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…
Studies in environmental and epidemiological sciences are often spatially varying and observational in nature with the aim of establishing cause and effect relationships. One of the major challenges with such studies is the presence of…
We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…
Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…
In two-phase image segmentation, convex relaxation has allowed global minimisers to be computed for a variety of data fitting terms. Many efficient approaches exist to compute a solution quickly. However, we consider whether the nature of…
We present a new method in problems where estimates are needed for finite population domains with small or even zero sample sizes. In contrast to known estimation methods, an auxiliary information is used to model sizes of population units…
In this paper, we identify partial correlation information structures that allow for simpler reformulations in evaluating the maximum expected value of mixed integer linear programs with random objective coefficients. To this end, assuming…
This paper deals with the problem of estimating a slope parameter in a simple linear regression model, where independent variables have functional measurement errors. Measurement errors in independent variables, as is well known, cause…
Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…