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Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. However, application of QR can become very challenging when dealing with high-dimensional data, making it necessary to use…

Methodology · Statistics 2019-12-11 Eliana Christou

Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional settings. Compared to penalized least squares, scalable…

Methodology · Statistics 2022-05-06 Rebeka Man , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

Kernel Regularized Least Squares (KRLS) is a popular method for flexibly estimating models that may have complex relationships between variables. However, its usefulness to many researchers is limited for two reasons. First, existing…

Machine Learning · Statistics 2023-09-12 Qing Chang , Max Goplerud

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Prediction and causal explanation are fundamentally distinct tasks of data analysis. In health applications, this difference can be understood in terms of the difference between prognosis (prediction) and prevention/treatment (causal…

Robust estimators for generalized linear models (GLMs) are not easy to develop due to the nature of the distributions involved. Recently, there has been growing interest in robust estimation methods, particularly in contexts involving a…

Methodology · Statistics 2025-07-08 Marina Valdora , Claudio Agostinelli

In many problems involving generalized linear models, the covariates are subject to measurement error. When the number of covariates p exceeds the sample size n, regularized methods like the lasso or Dantzig selector are required. Several…

Methodology · Statistics 2018-01-23 Øystein Sørensen , Arnoldo Frigessi , Magne Thoresen

Linear regression is a data analysis technique, which is categorized as supervised learning. By utilizing known data, we can predict unknown data. Recently, researchers have explored the use of quantum annealing (QA) to perform linear…

Quantum Physics · Physics 2024-10-14 Asuka Koura , Takashi Imoto , Katsuki Ura , Yuichiro Matsuzaki

This paper develops a bias correction scheme for a multivariate normal model under a general parameterization. In the model, the mean vector and the covariance matrix share the same parameters. It includes many important regression models…

Methodology · Statistics 2009-05-06 Alexandre G. Patriota , Artur J. Lemonte

Monte Carlo simulations are a crucial component when analysing the Standard Model and New physics processes at the Large Hadron Collider. This paper aims to explore the performance of generative models for complementing the statistics of…

High Energy Physics - Phenomenology · Physics 2024-07-22 Jan Gavranovič , Borut Paul Kerševan

Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…

High Energy Physics - Phenomenology · Physics 2026-05-13 Benjamin Nachman , Dennis Noll

Field observations form the basis of many scientific studies, especially in ecological and social sciences. Despite efforts to conduct such surveys in a standardized way, observations can be prone to systematic measurement errors. The…

Methodology · Statistics 2021-08-31 Shiv Shankar , Daniel Sheldon

Generalized linear models (GLMs) form one of the most popular classes of models in statistics. The gamma variant is used, for instance, in actuarial science for the modelling of claim amounts in insurance. A flaw of GLMs is that they are…

Methodology · Statistics 2024-02-12 Philippe Gagnon , Yuxi Wang

In paired randomized experiments individuals in a given matched pair may differ on prognostically important covariates despite the best efforts of practitioners. We examine the use of regression adjustment as a way to correct for persistent…

Methodology · Statistics 2017-11-27 Colin B. Fogarty

Linear quantile regression models aim at providing a detailed and robust picture of the (conditional) response distribution as function of a set of observed covariates. Longitudinal data represent an interesting field of application of such…

Methodology · Statistics 2015-07-30 Maria Francesca Marino , Nikos Tzavidis , Marco Alfo'

In this work we propose a framework for constructing goodness of fit tests in both low and high-dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or Lasso…

Methodology · Statistics 2017-04-11 Rajen D. Shah , Peter Bühlmann

In this paper, we present the results of Monte Carlo simulations for two popular techniques of long-range correlations detection - classical and modified rescaled range analyses. A focus is put on an effect of different distributional…

Statistical Finance · Quantitative Finance 2012-05-24 Ladislav Kristoufek

Genetic studies often involve quantitative traits. Identifying genetic features that influence quantitative traits can help to uncover the etiology of diseases. Quantile regression method considers the conditional quantiles of the response…

Statistics Theory · Mathematics 2015-11-04 Qianchuan He , Linglong Kong , Yanhua Wang , Sijian Wang , Timothy A. Chan , Eric Holland

We address the component-based regularisation of a multivariate Generalized Linear Mixed Model (GLMM). A set of random responses Y is modelled by a GLMM, using a set X of explanatory variables, a set T of additional covariates, and random…

Methodology · Statistics 2019-08-22 Jocelyn Chauvet , Catherine Trottier , Xavier Bry , Frederic Mortier

Prediction invariance of causal models under heterogeneous settings has been exploited by a number of recent methods for causal discovery, typically focussing on recovering the causal parents of a target variable of interest. Existing…

Methodology · Statistics 2026-03-10 Alice Polinelli , Veronica Vinciotti , Ernst C. Wit