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A large family of linear codes with flexible parameters from almost bent functions and perfect nonlinear functions are constructed and their parameters are determined. Some constructed linear codes and their related codes are optimal in the…
In this paper, a linear model with grouped explanatory variables is considered. The idea is to perform an automatic detection of different successive groups of the unknown coefficients under the assumption that the number of groups is of…
Causal models communicate our assumptions about causes and effects in real-world phe- nomena. Often the interest lies in the identification of the effect of an action which means deriving an expression from the observed probability…
We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
We address the problem of prediction for extreme observations by proposing an extremal linear prediction method. We construct an inner product space of nonnegative random variables derived from transformed-linear combinations of independent…
A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…
Multivariate linear regression models often face the problem of heteroscedasticity caused by multiple explanatory variables. The weighted least squares estimation with univariate-dependent weights has limitations in constructing weight…
Traditionally model averaging has been viewed as an alternative to model selection with the ultimate goal to incorporate the uncertainty associated with the model selection process in standard errors and confidence intervals by using a…
We develop a new approach to learn the parameters of regression models with hidden variables. In a nutshell, we estimate the gradient of the regression function at a set of random points, and cluster the estimated gradients. The centers of…
This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent…
Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…
A common problem in data analysis is the separation of signal and background. We revisit and generalise the so-called $sWeights$ method, which allows one to calculate an empirical estimate of the signal density of a control variable using a…
In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…
Sparse covariates are frequent in classification and regression problems and in these settings the task of variable selection is usually of interest. As it is well known, sparse statistical models correspond to situations where there are…
In this article, we develop a distributed variable screening method for generalized linear models. This method is designed to handle situations where both the sample size and the number of covariates are large. Specifically, the proposed…
Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…
We present a weighted estimator of the covariance and correlation in bipartite complex systems with a double layer of heterogeneity. The advantage provided by the weighted estimators lies in the fact that the unweighted sample covariance…
Causal effect estimation is a critical task in statistical learning that aims to find the causal effect on subjects by identifying causal links between a number of predictor (or, explanatory) variables and the outcome of a treatment. In a…
Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and…
Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…