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We investigate the significance of change-points within fully nonparametric regression contexts, with a particular focus on panel data where data generation processes vary across units, and error terms may display complex dependency…

Econometrics · Economics 2025-01-07 Likai Chen , Georg Keilbar , Liangjun Su , Weining Wang

In multi-agent systems, agents observe data, and use them to make inferences and take actions. As a result sensing and control naturally interfere, more so from a real-time perspective. A natural consequence is that in multi-agent systems…

Systems and Control · Electrical Eng. & Systems 2020-11-13 Aneesh Raghavan , John S. Baras

The nonparametric test for change-point detection proposed by Gombay and Horv\'ath is revisited and extended in the broader setting of empirical process theory. The resulting testing procedure for potentially multivariate observations is…

Methodology · Statistics 2012-11-06 Mark Holmes , Ivan Kojadinovic , Jean-François Quessy

Although multivariate count data are routinely collected in many application areas, there is surprisingly little work developing flexible models for characterizing their dependence structure. This is particularly true when interest focuses…

Methodology · Statistics 2020-05-19 Arkaprava Roy , David B Dunson

Modern multivariate machine learning and statistical methodologies estimate parameters of interest while leveraging prior knowledge of the association between outcome variables. The methods that do allow for estimation of relationships do…

Methodology · Statistics 2021-06-10 Ben Sherwood , Bradley S. Price

The functional ANOVA expansion of a multivariate mapping plays a fundamental role in statistics. The expansion is unique once a unique distribution is assigned to the covariates. Recent investigations in the environmental and climate…

Computation · Statistics 2018-01-17 Emanuele Borgonovo , Max D. Morris , Elmar Plischke

Rank-based approaches are among the most popular nonparametric methods for univariate data in tackling statistical problems such as hypothesis testing due to their robustness and effectiveness. However, they are unsatisfactory for more…

Methodology · Statistics 2023-07-04 Doudou Zhou , Hao Chen

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

While there appears to be a general consensus in the literature on the definition of the estimand and estimator associated with the Wilcoxon-Mann-Whitney test, it seems somewhat less clear as to how best to estimate the variance. In…

Methodology · Statistics 2022-08-03 Claus P. Nowak , Markus Pauly , Edgar Brunner

Causal mediation analysis has historically been limited in two important ways: (i) a focus has traditionally been placed on binary treatments and static interventions, and (ii) direct and indirect effect decompositions have been pursued…

Methodology · Statistics 2022-01-13 Nima S. Hejazi , Kara E. Rudolph , Mark J. van der Laan , Iván Díaz

A key methodological challenge in observational studies with interference between units is twofold: (1) each unit's outcome may depend on many others' treatments, and (2) treatment assignments may exhibit complex dependencies across units.…

Methodology · Statistics 2025-12-17 Souhardya Sengupta , Kosuke Imai , Georgia Papadogeorgou

In this study, we introduce an innovative methodology aimed at enhancing Fisher's Linear Discriminant Analysis (LDA) in the context of high-dimensional data classification scenarios, specifically addressing situations where each feature…

Applications · Statistics 2024-01-18 Seungyeon Oh , Hoyoung Park

Various methods to control the influence of a covariate on a response variable are compared. In particular, ANOVA with or without homogeneity of variances (HOV) of errors and Kruskal-Wallis (K-W) tests on covariate-adjusted residuals and…

Applications · Statistics 2009-07-27 Elvan Ceyhan , Carla L. Goad

Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way…

Machine Learning · Computer Science 2024-01-02 Yusuf Sale , Paul Hofman , Lisa Wimmer , Eyke Hüllermeier , Thomas Nagler

We propose a method for learning Markov network structures for continuous data without invoking any assumptions about the distribution of the variables. The method makes use of previous work on a non-parametric estimator for mutual…

Machine Learning · Computer Science 2017-08-09 Janne Leppä-aho , Santeri Räisänen , Xiao Yang , Teemu Roos

Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these…

Methodology · Statistics 2017-04-25 Weixin Cai , Nima S. Hejazi , Alan E. Hubbard

Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…

Methodology · Statistics 2022-08-31 J. Zhang , W. Guo , J. S. Carpenter , Andrew Leroux , K. R. Merikangas , N. G. Martin , I. B. Hickie , H. Shou , H. Li

We propose a method to reduce variance in treatment effect estimates in the setting of high-dimensional data. In particular, we introduce an approach for learning a metric to be used in matching treatment and control groups. The metric…

Applications · Statistics 2017-12-15 Jonathan Bates , Alexander Cloninger

Estimation of genewise variance arises from two important applications in microarray data analysis: selecting significantly differentially expressed genes and validation tests for normalization of microarray data. We approach the problem by…

Statistics Theory · Mathematics 2010-11-11 Jianqing Fan , Yang Feng , Yue S. Niu

We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations. Their asymptotic properties are theoretically investigated…

Methodology · Statistics 2022-11-15 Mark Holmes , Ivan Kojadinovic , Alex Verhoijsen