English
Related papers

Related papers: Overfitting and correlations in model fitting with…

200 papers

The pursuit of experimental precision in the $CP$-violating weak phase $\phi_2$ ($\alpha$) is not without its challenges, in part due to the need to combine multiple physical observables from various related decay channels, and therein lies…

High Energy Physics - Phenomenology · Physics 2022-05-02 J. Dalseno

Deviations between the form of trajectory assumed in a fit to a set of measurements and the actual form of the trajectory can give rise to sequential correlations in the residuals from the fit. These correlations can provide a more powerful…

High Energy Physics - Experiment · Physics 2009-10-31 Robert V. Kowalewski , Paul D. Jackson

We consider the problem of sparsity testing in the high-dimensional linear regression model. The problem is to test whether the number of non-zero components (aka the sparsity) of the regression parameter $\theta^*$ is less than or equal to…

Statistics Theory · Mathematics 2020-04-24 Alexandra Carpentier , Nicolas Verzelen

Identifying structural parameters in linear simultaneous-equation models is a longstanding challenge. Recent work exploits information in higher-order moments of non-Gaussian data. In this literature, the structural errors are typically…

Econometrics · Economics 2025-09-11 Ziyu Jiang

We investigate simulation-based bandpower covariance matrices commonly used in cosmological parameter inferences such as the estimation of the tensor-to-scalar ratio $r$. We find that upper limits on $r$ can be biased low by tens of…

Cosmology and Nongalactic Astrophysics · Physics 2022-07-06 Dominic Beck , Ari Cukierman , W. L. Kimmy Wu

Linear regression models depend directly on the design matrix and its properties. Techniques that efficiently estimate model coefficients by partitioning rows of the design matrix are increasingly popular for large-scale problems because…

Machine Learning · Statistics 2019-07-23 Michael J. Kane , Bryan Lewis , Sekhar Tatikonda , Simon Urbanek

Model merging provides a way of cheaply combining individual models to produce a model that inherits each individual's capabilities. While some merging methods can approach the performance of multitask training, they are often heuristically…

Machine Learning · Computer Science 2026-04-03 Marawan Gamal Abdel Hameed , Derek Tam , Pascal Jr Tikeng Notsawo , Colin Raffel , Guillaume Rabusseau

Cross-correlation techniques provide a promising avenue for calibrating photometric redshifts and determining redshift distributions using spectroscopy which is systematically incomplete (e.g., current deep spectroscopic surveys fail to…

Instrumentation and Methods for Astrophysics · Physics 2012-01-20 Daniel J. Matthews , Jeffrey A. Newman

Model collapse occurs when generative models degrade after repeatedly training on their own synthetic outputs. We study this effect in overparameterized linear regression in a setting where each iteration mixes fresh real labels with…

Machine Learning · Statistics 2026-02-13 Anvit Garg , Sohom Bhattacharya , Pragya Sur

Overfitting describes a machine learning phenomenon where the model fits too closely to the training data, resulting in poor generalization. While this occurrence is thoroughly documented for many forms of supervised learning, it is not…

Machine Learning · Computer Science 2024-08-23 Zachary Rabin , Jim Davis , Benjamin Lewis , Matthew Scherreik

Ideally, all analyses of normally distributed data should include the full covariance information between all data points. In practice, the full covariance matrix between all data points is not always available. Either because a result was…

Methodology · Statistics 2026-02-23 Lukas Koch

The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically…

Statistical Finance · Quantitative Finance 2009-03-10 Gilles Zumbach

Detecting the components common or correlated across multiple data sets is challenging due to a large number of possible correlation structures among the components. Even more challenging is to determine the precise structure of these…

Information Theory · Computer Science 2019-02-01 Tanuj Hasija , Christian Lameiro , Timothy Marrinan , Peter J. Schreier

The frequency ratios $r_{01}$ and $r_{10}$ of KIC 11081729 decrease firstly and then increase with the increase in frequency. For different spectroscopic constraints, all models with overshooting parameter $\delta_{\mathrm{ov}}$ less than…

Solar and Stellar Astrophysics · Physics 2016-04-15 Wuming Yang

This work investigates the impact of imperfect statistical information in the uplink of massive MIMO systems. In particular, we first show why covariance information is needed and then propose two schemes for covariance matrix estimation. A…

Information Theory · Computer Science 2017-03-21 Emil Björnson , Luca Sanguinetti , Merouane Debbah

In many cases, the values of some model parameters are determined by maximising the likelihood of a set of data points given the parameter values. The presence of outliers in the data and correlations between data points complicate this…

Numerical Analysis · Computer Science 2017-08-28 M. de Jong

Data separation is a well-studied phenomenon that can cause problems in the estimation and inference from binary response models. Complete or quasi-complete separation occurs when there is a combination of regressors in the model whose…

Methodology · Statistics 2021-01-19 Susanne Köll , Ioannis Kosmidis , Christian Kleiber , Achim Zeileis

The effectiveness and validity of applying variation partitioning methods in community ecology has been questioned. Here, using mathematical deduction and numerical simulation, we made an attempt to uncover the underlying mechanisms…

Populations and Evolution · Quantitative Biology 2014-02-17 Youhua Chen

We describe an approach to improving model fitting and model generalization that considers the entropy of distributions of modelling residuals. We use simple simulations to demonstrate the observational signatures of overfitting on ordered…

Methodology · Statistics 2019-08-05 Barnaby Rowe

We study why overparameterization -- increasing model size well beyond the point of zero training error -- can hurt test error on minority groups despite improving average test error when there are spurious correlations in the data. Through…

Machine Learning · Computer Science 2020-08-28 Shiori Sagawa , Aditi Raghunathan , Pang Wei Koh , Percy Liang