Related papers: Distribution Assertive Regression
Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…
Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…
In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a…
We introduce and motivate generative modeling as a central task for machine learning and provide a critical view of the algorithms which have been proposed for solving this task. We overview how generative modeling can be defined…
We consider a distributed estimation method in a setting with heterogeneous streams of correlated data distributed across nodes in a network. In the considered approach, linear models are estimated locally (i.e., with only local data)…
The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…
We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…
Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…
For classification, the problem of class imbalance is well known and has been extensively studied. In this paper, we argue that imbalance in regression is an equally important problem which has so far been overlooked: Due to under- and…
Motivation: Gene selection has become a common task in most gene expression studies. The objective of such research is often to identify the smallest possible set of genes that can still achieve good predictive performance. The problem of…
Unwanted samples from private source categories in the learning objective of a partial domain adaptation setup can lead to negative transfer and reduce classification performance. Existing methods, such as re-weighting or aggregating target…
Errors in variables (Deming) regression of measurements spanning a wide range of values requires appropriate weighting to reflect nonconstant variance. Precision profile models, mathematical relationships between measurement variance and…
It is becoming increasingly common in regression to train neural networks that model the entire distribution even if only the mean is required for prediction. This additional modeling often comes with performance gain and the reasons behind…
Density regression characterizes the conditional density of the response variable given the covariates, and provides much more information than the commonly used conditional mean or quantile regression. However, it is often computationally…
This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the…
Recently, fitting probabilistic models have gained importance in many areas but estimation of such distributional models with very large data sets is a difficult task. In particular, the use of rather complex models can easily lead to…
Regression is one of the most fundamental statistical inference problems. A broad definition of regression problems is as estimation of the distribution of an outcome using a family of probability models indexed by covariates. Despite the…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
We go through the many considerations involved in fitting a model to data, using as an example the fit of a straight line to a set of points in a two-dimensional plane. Standard weighted least-squares fitting is only appropriate when there…
Many forecasting applications have a limited distributed target variable, which is zero for most observations and positive for the remaining observations. In the econometrics literature, there is much research about statistical model…