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This paper considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a…

Computation · Statistics 2014-05-09 Björn Bornkamp

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…

Econometrics · Economics 2019-09-24 Christoph Breunig

Nonstationarity is a major challenge in analyzing spatial data. For example, daily precipitation measurements may have increased variability and decreased spatial smoothness in areas with high mean rainfall. Common nonstationary covariance…

Methodology · Statistics 2019-05-31 Geoffrey Colin Lee Peterson , Joseph Guinness , Adam Terando , Brian J. Reich

Semicontinuous outcomes commonly arise in a wide variety of fields, such as insurance claims, healthcare expenditures, rainfall amounts, and alcohol consumption. Regression models, including Tobit, Tweedie, and two-part models, are widely…

Methodology · Statistics 2024-03-26 Lu Yang

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

This paper presents an in-depth mathematical analysis of the Monte Carlo replica method, commonly used in global fitting studies within the high-energy physics theory field. For the first time, we offer a rigorous derivation of the…

High Energy Physics - Phenomenology · Physics 2024-10-10 Mark N. Costantini

Statistical models typically capture uncertainties in our knowledge of the corresponding real-world processes, however, it is less common for this uncertainty specification to capture uncertainty surrounding the values of the inputs to the…

Methodology · Statistics 2023-05-10 Samuel E. Jackson , David C. Woods

In a regression model, prediction is typically performed after model selection. The large variability in the model selection makes the prediction unstable. Thus, it is essential to reduce the variability in model selection and improve…

Computation · Statistics 2024-04-11 Wataru Yoshida , Kei Hirose

The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only…

Methodology · Statistics 2017-12-13 Torsten Hothorn , Thomas Kneib , Peter Bühlmann

Publication bias, the fact that studies identified for inclusion in a meta analysis do not represent all studies on the topic of interest, is commonly recognized as a threat to the validity of the results of a meta analysis. One way to…

Methodology · Statistics 2023-04-17 Kaspar Rufibach

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

Methodology · Statistics 2020-06-17 Hangjin Jiang

Quantifying the heterogeneity is an important issue in meta-analysis, and among the existing measures, the $I^2$ statistic is most commonly used. In this paper, we first illustrate with a simple example that the $I^2$ statistic is heavily…

Methodology · Statistics 2025-06-10 Ke Yang , Enxuan Lin , Wangli Xu , Liping Zhu , Tiejun Tong

We study a special case of the problem of statistical learning without the i.i.d. assumption. Specifically, we suppose a learning method is presented with a sequence of data points, and required to make a prediction (e.g., a classification)…

Machine Learning · Computer Science 2018-05-22 Steve Hanneke , Liu Yang

Meta-analysis, because of both logistical convenience and statistical efficiency, is widely popular for synthesizing information on common parameters of interest across multiple studies. We propose developing a generalized meta-analysis…

Methodology · Statistics 2018-11-27 Prosenjit Kundu , Runlong Tang , Nilanjan Chatterjee

Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…

Methodology · Statistics 2015-03-09 James Watson , Chris Holmes

High concentration episodes for NO$_2$ are increasingly dealt with by authorities through traffic restrictions which are activated when air quality deteriorates beyond certain thresholds. Foreseeing the probability that pollutant…

Applications · Statistics 2020-03-26 Sebastián Pérez Vasseur , José L. Aznarte

We derive rates of contraction of posterior distributions on nonparametric models resulting from sieve priors. The aim of the paper is to provide general conditions to get posterior rates when the parameter space has a general structure,…

Statistics Theory · Mathematics 2016-05-03 Julyan Arbel , Ghislaine Gayraud , Judith Rousseau

To deal with non-linear relations between the predictors and the response, we can use transformations to make the data look linear or approximately linear. In practice, however, transformation methods may be ineffective, and it may be more…

Methodology · Statistics 2023-01-02 Mithun Kumar Acharjee , Kumer Pial Das

Nonlinear Mixed effects models are hidden variables models that are widely used in many fields such as pharmacometrics. In such models, the distribution characteristics of hidden variables can be specified by including several parameters…

Methodology · Statistics 2021-10-19 Edouard Ollier
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