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Parameter shrinkage applied optimally can always reduce error and projection variances from those of maximum likelihood estimation. Many variables that actuaries use are on numerical scales, like age or year, which require parameters at…

Applications · Statistics 2020-12-22 Gary Venter , Şule Şahin

Bounded continuous data on the unit interval frequently arise in applied fields and often exhibit a non-negligible proportion of observations at the boundaries. Inflated regression models address this feature by combining a continuous…

Methodology · Statistics 2026-03-05 Francisco F. Queiroz , Johannes Brachem , Paul F. V. Wiemann , Thomas Kneib

We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…

Statistics Theory · Mathematics 2021-08-05 Shuzhen Yang , Jianfeng Yao

Large-scale population-level datasets, such as the UK Biobank and the All of Us Research Program, often lack covariates needed for a specific analysis, such as genetic or lifestyle measures, while related studies measure them. This creates…

Methodology · Statistics 2026-05-07 Huali Zhao , Tianying Wang

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

Semi-supervised anomaly detection~(SSAD) is a task where normal data and a limited number of anomalous data are available for training. In practical situations, SSAD methods suffer adapting to domain shifts, since anomalous data are…

Machine Learning · Computer Science 2023-04-06 Tomoya Nishida , Takashi Endo , Yohei Kawaguchi

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Machine Learning · Statistics 2021-10-12 K. P. Chowdhury

In this paper, we address the issue of estimating and inferring distributional treatment effects in randomized experiments. The distributional treatment effect provides a more comprehensive understanding of treatment heterogeneity compared…

Econometrics · Economics 2025-01-15 Tatsushi Oka , Shota Yasui , Yuta Hayakawa , Undral Byambadalai

We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…

Methodology · Statistics 2023-10-17 Rahul Ghosal , Marcos Matabuena

A new statistical model designed for regression analysis with a sparse design matrix is proposed. This new model utilizes the positions of the limited non-zero elements in the design matrix to decompose the regression model into…

Applications · Statistics 2022-01-17 Hsien-Wei Chen

Popular zero-shot models suffer due to artifacts inherited from pretraining. One particularly detrimental issue, caused by unbalanced web-scale pretraining data, is mismatched label distribution. Existing approaches that seek to repair the…

Machine Learning · Computer Science 2024-10-31 Changho Shin , Jitian Zhao , Sonia Cromp , Harit Vishwakarma , Frederic Sala

We present a method for incorporating missing data in non-parametric statistical learning without the need for imputation. We focus on a tree-based method, Bayesian Additive Regression Trees (BART), enhanced with "Missingness Incorporated…

Machine Learning · Statistics 2014-02-14 Adam Kapelner , Justin Bleich

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

Missing values are unavoidable in many applications of machine learning and present challenges both during training and at test time. When variables are missing in recurring patterns, fitting separate pattern submodels have been proposed as…

Machine Learning · Computer Science 2023-11-27 Lena Stempfle , Ashkan Panahi , Fredrik D. Johansson

Compositional data are met in many different fields, such as economics, archaeometry, ecology, geology and political sciences. Regression where the dependent variable is a composition is usually carried out via a log-ratio transformation of…

Methodology · Statistics 2017-06-08 Michail Tsagris , Connie Stewart

Nonparametric regression imputation is commonly used in missing data analysis. However, it suffers from the ``curse of dimension". The problem can be alleviated by the explosive sample size in the era of big data, while the large-scale data…

Methodology · Statistics 2023-09-26 Ruoyu Wang , Miaomiao Su , Qihua Wang

Statistical inferences for high-dimensional regression models have been extensively studied for their wide applications ranging from genomics, neuroscience, to economics. However, in practice, there are often potential unmeasured…

Methodology · Statistics 2023-09-12 Jing Ouyang , Kean Ming Tan , Gongjun Xu

Semisupervised methods inevitably invoke some assumption that links the marginal distribution of the features to the regression function of the label. Most commonly, the cluster or manifold assumptions are used which imply that the…

Statistics Theory · Mathematics 2011-12-02 Martin Azizyan , Aarti Singh , Larry Wasserman

This paper introduces the $f$-sensitivity model, a new sensitivity model that characterizes the violation of unconfoundedness in causal inference. It assumes the selection bias due to unmeasured confounding is bounded "on average"; compared…

Methodology · Statistics 2022-09-07 Ying Jin , Zhimei Ren , Zhengyuan Zhou

Researchers often impute continuous variables under an assumption of normality, yet many incomplete variables are skewed. We find that imputing skewed continuous variables under a normal model can lead to bias; the bias is usually mild for…

Methodology · Statistics 2017-07-19 Paul T. von Hippel