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This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

For statistical inference on regression models with a diverging number of covariates, the existing literature typically makes sparsity assumptions on the inverse of the Fisher information matrix. Such assumptions, however, are often…

Methodology · Statistics 2021-06-08 Lu Xia , Bin Nan , Yi Li

Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…

Statistics Theory · Mathematics 2011-02-28 Yichao Wu , Jianqing Fan , Hans-Georg Müller

This paper deals with robust marginal estimation under a general regression model when missing data occur in the response and also in some of covariates. The target is a marginal location parameter which is given through an $M-$functional.…

Regression for spatially dependent outcomes poses many challenges, for inference and for computation. Non-spatial models and traditional spatial mixed-effects models each have their advantages and disadvantages, making it difficult for…

Methodology · Statistics 2017-08-02 John Hughes

In this article, we consider the problem of estimating the index parameter $\alpha_0$ in the single index model $E[Y |X] = f_0(\alpha_0^T X)$ with $f_0$ the unknown ridge function defined on $\mathbb{R}$, $X$ a d-dimensional covariate and…

Statistics Theory · Mathematics 2017-12-19 Fadoua Balabdaoui , Gian-Andrea Thanei

Regression models for circular variables are less developed, since the concept of building a linear predictor from linear combinations of covariates and various random effects, breaks the circular nature of the variable. In this paper, we…

Methodology · Statistics 2026-02-10 Xiang Ye , Janet Van Niekerk , Haavard Rue

This paper presents a practical and simple fully nonparametric multivariate smoothing procedure that adapts to the underlying smoothness of the true regression function. Our estimator is easily computed by successive application of existing…

Methodology · Statistics 2011-06-08 P. A. Cornillon , N. Hengartner , E. Matzner-Løber

We study high-dimensional regression with missing entries in the covariates. A common strategy in practice is to \emph{impute} the missing entries with an appropriate substitute and then implement a standard statistical procedure acting as…

Statistics Theory · Mathematics 2020-01-28 Kabir Aladin Chandrasekher , Ahmed El Alaoui , Andrea Montanari

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

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

This work proposes a machine-learning framework for constructing statistical models of errors incurred by approximate solutions to parameterized systems of nonlinear equations. These approximate solutions may arise from early termination of…

Numerical Analysis · Computer Science 2019-02-18 Brian A. Freno , Kevin T. Carlberg

Classical finite mixture regression is useful for modeling the relationship between scalar predictors and scalar responses arising from subpopulations defined by the differing associations between those predictors and responses. Here we…

Methodology · Statistics 2013-12-04 Adam Ciarleglio , R. Todd Ogden

We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and…

Statistics Theory · Mathematics 2015-10-15 Fei Jiang , Yanyuan Ma , Yuanjia Wang

We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…

Methodology · Statistics 2024-03-28 Christoph Schultheiss , Peter Bühlmann

In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…

Statistics Theory · Mathematics 2019-10-15 Mark Koudstaal , Dengdeng Yu , Dehan Kong , Fang Yao

The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…

Statistics Theory · Mathematics 2016-11-24 Dave Zachariah , Petre Stoica

A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…

Methodology · Statistics 2021-06-29 Haim Bar , James Booth , Martin T. Wells

Imputation of missing values is a strategy for handling non-responses in surveys or data loss in measurement processes, which may be more effective than ignoring them. When the variable represents a count, the literature dealing with this…

Applications · Statistics 2020-07-31 Gilma Hernández-Herrera , Albert Navarro , David Moriña

This paper presents an integrated framework for estimation and inference from generalized linear models using adjusted score equations that result in mean and median bias reduction. The framework unifies theoretical and methodological…

Methodology · Statistics 2019-01-15 Ioannis Kosmidis , Euloge Clovis Kenne Pagui , Nicola Sartori
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