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We show how random subspace methods can be adapted to estimating local projections with many controls. Random subspace methods have their roots in the machine learning literature and are implemented by averaging over regressions estimated…

Econometrics · Economics 2024-06-04 Viet Hoang Dinh , Didier Nibbering , Benjamin Wong

In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

Statistics Theory · Mathematics 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

Spatial areal models encounter the well-known and challenging problem of spatial confounding. This issue makes it arduous to distinguish between the impacts of observed covariates and spatial random effects. Despite previous research and…

Methodology · Statistics 2024-01-08 A. Urdangarin , T. Goicoa , T. Kneib , M. D. Ugarte

The spatial scan statistic is widely used to detect disease clusters in epidemiological surveillance. Since the seminal work by~\cite{kulldorff1997}, numerous extensions have emerged, including methods for defining scan regions, detecting…

Methodology · Statistics 2025-02-11 Takayuki Kawashima , Daisuke Yoneoka , Yuta Tanoue , Akifumi Eguchi , Shuhei Nomura

This review article focuses on regularised estimation procedures applicable to geostatistical and spatial econometric models. These methods are particularly relevant in the case of big geospatial data for dimensionality reduction or model…

Methodology · Statistics 2026-04-30 Philipp Otto , Alessandro Fassò , Paolo Maranzano

Causal inference on time series data is a challenging problem, especially in the presence of unobserved confounders. This work focuses on estimating the causal effect between two time series that are confounded by a third, unobserved time…

Machine Learning · Statistics 2024-11-19 Felix Schur , Jonas Peters

Sliced inverse regression is one of the most popular sufficient dimension reduction methods. Originally, it was designed for independent and identically distributed data and recently extend to the case of serially and spatially dependent…

Methodology · Statistics 2021-07-07 Christoph Muehlmann , Hannu Oja , Klaus Nordhausen

Confounding by unmeasured spatial variables has received some attention in the spatial statistics and causal inference literatures, but concepts and approaches have remained largely separated. In this paper, we aim to bridge these distinct…

Methodology · Statistics 2020-06-03 Patrick Schnell , Georgia Papadogeorgou

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

Methodology · Statistics 2020-09-22 Baoluo Sun , Zhiqiang Tan

Representational Similarity Analysis (RSA) is a popular method for analyzing neuroimaging and behavioral data. Here we evaluate the accuracy and reliability of RSA in the context of model selection, and compare it to that of regression.…

Methodology · Statistics 2025-11-18 Chuanji Gao , Gang Chen , Svetlana V. Shinkareva , Rutvik H. Desai

The analysis of spatial point patterns that occur in the network domain have recently gained much attraction and various intensity functions and measures have been proposed. However, the linkage of spatial network statistics to regression…

Applications · Statistics 2016-07-25 Matthias Eckardt , Jorge Mateu

Regularized models are often sensitive to the scales of the features in the data and it has therefore become standard practice to normalize (center and scale) the features before fitting the model. But there are many different ways to…

Machine Learning · Statistics 2025-07-04 Johan Larsson , Jonas Wallin

Spatial regression or geographically weighted regression models have been widely adopted to capture the effects of auxiliary information on a response variable of interest over a region. In contrast, relationships between response and…

Methodology · Statistics 2021-04-29 Shonosuke Sugasawa , Daisuke Murakami

Unmeasured, spatially-structured factors can confound associations between spatial environmental exposures and health outcomes. Adding flexible splines to a regression model is a simple approach for spatial confounding adjustment, but the…

Applications · Statistics 2020-06-22 Joshua P. Keller , Adam A. Szpiro

Data types that lie in metric spaces but not in vector spaces are difficult to use within the usual regression setting, either as the response and/or a predictor. We represent the information in these variables using distance matrices which…

Methodology · Statistics 2016-01-20 Julian Faraway

Latest least squares regression (LSR) methods mainly try to learn slack regression targets to replace strict zero-one labels. However, the difference of intra-class targets can also be highlighted when enlarging the distance between…

Computer Vision and Pattern Recognition · Computer Science 2019-10-09 Zhe Chen , Xiao-Jun Wu , Josef Kittler

Adjusting for an unmeasured confounder is generally an intractable problem, but in the spatial setting it may be possible under certain conditions. In this paper, we derive necessary conditions on the coherence between the treatment…

Methodology · Statistics 2020-12-23 Yawen Guan , Garritt L. Page , Brian J Reich , Massimo Ventrucci , Shu Yang

This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in econometrics. High dimensional sparse models arise in situations where many regressors (or series terms) are available and the…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen

While adaptive sensing has provided improved rates of convergence in sparse regression and classification, results in nonparametric regression have so far been restricted to quite specific classes of functions. In this paper, we describe an…

Statistics Theory · Mathematics 2015-03-20 Adam D. Bull

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson