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Emergence is a pregnant property in various fields. It is the fact for a phenomenon to appear surprisingly and to be such that it seems at first sight that it is not possible to predict its apparition. That is the reason why it has often…

Computational Complexity · Computer Science 2023-08-23 Hervé Zwirn

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

Methodology · Statistics 2015-04-23 Werner Brannath , Martin Scharpenberg

Nonparanormal models describe the joint distribution of multivariate responses via latent Gaussian, and thus parametric, copulae while allowing flexible nonparametric marginals. Some aspects of such distributions, for example conditional…

Methodology · Statistics 2025-12-16 Torsten Hothorn

The most widely used method for finding relationships between several quantities is multiple regression. This however is restricted to a single dependent variable. We present a more general method which allows models to be constructed with…

Statistics Theory · Mathematics 2011-09-06 Chris Tofallis

Protesting mildly against the notion of an exactly correct parametric model the view is adopted that the logistic regression equation is merely an approximation to the underlying, true function. The behaviour of likelihood based estimators…

Statistics Theory · Mathematics 2026-05-27 Nils Lid Hjort

We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference,…

Machine Learning · Statistics 2021-10-11 Themistoklis Botsas , Lachlan R. Mason , Indranil Pan

Supervised machine learning (ML) and deep learning (DL) algorithms excel at predictive tasks, but it is commonly assumed that they often do so by exploiting non-causal correlations, which may limit both interpretability and…

Machine Learning · Statistics 2023-06-21 Maximilian Pichler , Florian Hartig

This book is meant to provide an introduction to linear models and the theories behind them. Our goal is to give a rigorous introduction to the readers with prior exposure to ordinary least squares. In machine learning, the output is…

Machine Learning · Computer Science 2025-05-12 Jun Lu

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

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…

Statistics Theory · Mathematics 2021-04-14 David Azriel , Lawrence D. Brown , Michael Sklar , Richard Berk , Andreas Buja , Linda Zhao

The large majority of inferences drawn in empirical political research follow from model-based associations (e.g. regression). Here, we articulate the benefits of predictive modeling as a complement to this approach. Predictive models aim…

Methodology · Statistics 2016-12-20 Skyler J. Cranmer , Bruce A. Desmarais

This paper is concerned with the well known Jeffreys-Lindley paradox. In a Bayesian set up, the so-called paradox arises when a point null hypothesis is tested and an objective prior is sought for the alternative hypothesis. In particular,…

Statistics Theory · Mathematics 2015-03-16 Cristiano Villa , Stephen Walker

Statistical modeling is a powerful tool for developing and testing theories by way of causal explanation, prediction, and description. In many disciplines there is near-exclusive use of statistical modeling for causal explanation and the…

Methodology · Statistics 2011-01-06 Galit Shmueli

Consider the regression problem where the response $Y\in\mathbb{R}$ and the covariate $X\in\mathbb{R}^d$ for $d\geq 1$ are \textit{unmatched}. Under this scenario, we do not have access to pairs of observations from the distribution of $(X,…

Statistics Theory · Mathematics 2023-09-19 Mona Azadkia , Fadoua Balabdaoui

We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the threshold parameter. Our Lasso estimator not only selects…

Statistics Theory · Mathematics 2019-08-23 Sokbae Lee , Myung Hwan Seo , Youngki Shin

The detection of influential observations for the standard least squares regression model is a question that has been extensively studied. LAD regression diagnostics offers alternative approaches whose main feature is the robustness. In…

Statistics Theory · Mathematics 2014-10-03 Giuseppe Melfi , Susana Faria

In the paper, using the language of spin-half particles, Hardy's paradox is examined within different semantics: a partial one, a many-valued one, and one defined as a set of weak values of projection operators. As it is shown in this…

Quantum Physics · Physics 2018-06-06 Arkady Bolotin

Double descent is a surprising phenomenon in machine learning, in which as the number of model parameters grows relative to the number of data, test error drops as models grow ever larger into the highly overparameterized (data…

Consider a linear regression model with independent and identically normally distributed random errors. Suppose that the parameter of interest is a specified linear combination of the regression parameters. We prove that the usual…

Statistics Theory · Mathematics 2017-10-18 Paul Kabaila , Khageswor Giri , Hannes Leeb
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