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The interpretability of prediction mechanisms with respect to the underlying prediction problem is often unclear. While several studies have focused on developing prediction models with meaningful parameters, the causal relationships…

Machine Learning · Statistics 2017-09-05 Patrick Blöbaum , Shohei Shimizu

Constant (naive) imputation is still widely used in practice as this is a first easy-to-use technique to deal with missing data. Yet, this simple method could be expected to induce a large bias for prediction purposes, as the imputed input…

Statistics Theory · Mathematics 2024-02-07 Alexis Ayme , Claire Boyer , Aymeric Dieuleveut , Erwan Scornet

In this paper, we address the problem of how a network of agents can collaboratively fit a linear model when each agent only ever has an arbitrary summand of the regression data. This problem generalizes previously studied…

Optimization and Control · Mathematics 2014-08-06 François D. Côté , Ioannis N. Psaromiligkos , Warren J. Gross

We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…

Methodology · Statistics 2021-08-10 Karl Oskar Ekvall

We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an $\epsilon$…

Statistics Theory · Mathematics 2026-03-18 Kabir Aladin Verchand , Ankit Pensia , Saminul Haque , Rohith Kuditipudi

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…

Machine Learning · Statistics 2016-03-09 Masaaki Imaizumi , Kohei Hayashi

In this article, we investigate the robust optimal design problem for the prediction of response when the fitted regression models are only approximately specified, and observations might be missing completely at random. The intuitive idea…

Methodology · Statistics 2022-10-19 Rui Hu , Ion Bica , Zhichun Zhai

We draw connections between simple neural networks and under-determined linear systems to comprehensively explore several interesting theoretical questions in the study of neural networks. First, we emphatically show that it is unsurprising…

Numerical Analysis · Mathematics 2020-11-02 Austin R. Benson , Anil Damle , Alex Townsend

Due to its strong interpretability, linear regression is widely used in social science, from which significance test provides the significance level of models or coefficients in the traditional statistical inference. However, linear…

Machine Learning · Computer Science 2020-06-08 Jiaye Teng , Yang Yuan

We introduce and analyze an improved variant of nearest neighbors (NN) for estimation with missing data in latent factor models. We consider a matrix completion problem with missing data, where the $(i, t)$-th entry, when observed, is given…

Machine Learning · Statistics 2024-01-31 Raaz Dwivedi , Katherine Tian , Sabina Tomkins , Predrag Klasnja , Susan Murphy , Devavrat Shah

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Methodology · Statistics 2021-08-27 Ioannis Kalogridis , Stefan Van Aelst

In this paper we investigate the problem of designing experiments for series estimators in nonparametric regression models with correlated observations. We use projection based estimators to derive an explicit solution of the best linear…

Statistics Theory · Mathematics 2018-12-14 Holger Dette , Maria Konstantinou , Kirsten Schorning

In data-mining applications, we are frequently faced with a large fraction of missing entries in the data matrix, which is problematic for most discriminant machine learning algorithms. A solution that we explore in this paper is the use of…

Machine Learning · Computer Science 2018-01-09 Olivier Delalleau , Aaron Courville , Yoshua Bengio

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

This paper considers an empirical likelihood inference for parameters defined by general estimating equations, when data are missing at random. The efficiency of existing estimators depends critically on correctly specifying the conditional…

Methodology · Statistics 2016-12-06 Tianqing Liu , Xiaohui Yuan , Zhaohai Li , Aiyi Liu

It is increasingly common to encounter time-varying random fields on networks (metabolic networks, sensor arrays, distributed computing, etc.). This paper considers the problem of optimal, nonlinear prediction of these fields, showing from…

Probability · Mathematics 2022-02-17 Cosma Rohilla Shalizi

Often in real-world datasets, especially in high dimensional data, some feature values are missing. Since most data analysis and statistical methods do not handle gracefully missing values, the first step in the analysis requires the…

Machine Learning · Statistics 2016-12-08 Yehezkel S. Resheff , Daphna Weinshall

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

Methodology · Statistics 2021-12-14 Siegfried Hörmann , Fatima Jammoul

When observations are curves over some natural time interval, the field of functional data analysis comes into play. Functional linear processes account for temporal dependence in the data. The prediction problem for functional linear…

Methodology · Statistics 2023-12-12 Johannes Klepsch , Claudia Klüppelberg

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Methodology · Statistics 2016-07-04 Abhik Ghosh , Ayanendranath Basu