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We propose a method for estimating coefficients in multivariate regression when there is a clustering structure to the response variables. The proposed method includes a fusion penalty, to shrink the difference in fitted values from…

Machine Learning · Statistics 2018-03-28 Bradley S. Price , Ben Sherwood

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

This paper studies high-dimensional regression models with lasso when data is sampled under multi-way clustering. First, we establish convergence rates for the lasso and post-lasso estimators. Second, we propose a novel inference method…

Econometrics · Economics 2019-08-22 Harold D. Chiang , Yuya Sasaki

The scalar-on-function regression model has become a popular analysis tool to explore the relationship between a scalar response and multiple functional predictors. Most of the existing approaches to estimate this model are based on the…

Methodology · Statistics 2022-03-11 Ufuk Beyaztas , Han Lin Shang

The distributional single index model is a semiparametric regression model in which the conditional distribution functions $P(Y \leq y | X = x) = F_0(\theta_0(x), y)$ of a real-valued outcome variable $Y$ depend on $d$-dimensional…

Statistics Theory · Mathematics 2024-01-23 Fadoua Balabdaoui , Alexander Henzi , Lukas Looser

We study gradient flow on the multi-index regression problem for high-dimensional Gaussian data. Multi-index functions consist of a composition of an unknown low-rank linear projection and an arbitrary unknown, low-dimensional link…

Machine Learning · Statistics 2023-11-03 Alberto Bietti , Joan Bruna , Loucas Pillaud-Vivien

We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the…

Methodology · Statistics 2024-04-03 Jing Lei , Kehui Chen , Haeun Moon

Learned index structures aim to accelerate queries by training machine learning models to approximate the rank function associated with a database attribute. While effective in practice, their theoretical limitations are not fully…

Data Structures and Algorithms · Computer Science 2026-01-13 Luis Alberto Croquevielle , Roman Sokolovskii , Thomas Heinis

This article develops the theoretical framework needed to study the multinomial logistic regression model for complex sample design with pseudo minimum phi-divergence estimators. Through a numerical example and simulation study new…

Methodology · Statistics 2016-06-06 Elena Castilla , Nirian Martin , Leandro Pardo

Motivated by recent data analyses in biomedical imaging studies, we consider a class of image-on-scalar regression models for imaging responses and scalar predictors. We propose using flexible multivariate splines over triangulations to…

Methodology · Statistics 2021-06-04 Shan Yu , Guannan Wang , Li Wang , Lijian Yang

Marginally specified models have recently become a popular tool for discrete longitudinal data analysis. Nonetheless, they introduce complex constraint equations and model fitting algorithms. Moreover, there is a lack of available software…

Methodology · Statistics 2014-05-15 Ozgur Asar , Ozlem Ilk

The Conway-Maxwell-Poisson (CMP) or COM-Poison regression is a popular model for count data due to its ability to capture both under dispersion and over dispersion. However, CMP regression is limited when dealing with complex nonlinear…

Methodology · Statistics 2020-04-27 Suneel Babu Chatla , Galit Shmueli

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Econometrics · Economics 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The…

Methodology · Statistics 2020-12-11 Ufuk Beyaztas , Han Lin Shang

We consider the problem of how many samples from a Gaussian multi-index model are required to weakly reconstruct the relevant index subspace. Despite its increasing popularity as a testbed for investigating the computational complexity of…

Machine Learning · Computer Science 2025-06-11 Leonardo Defilippis , Yatin Dandi , Pierre Mergny , Florent Krzakala , Bruno Loureiro

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…

Methodology · Statistics 2022-12-02 Joel L. Horowitz , Sokbae Lee

We propose a new class of estimators of the multivariate response linear regression coefficient matrix that exploits the assumption that the response and predictors have a joint multivariate Normal distribution. This allows us to indirectly…

Methodology · Statistics 2015-07-17 Aaron J. Molstad , Adam J. Rothman

Inspired by logistic regression, we introduce a regression model for data tuples consisting of a binary response and a set of covariates residing in a metric space without vector structures. Based on the proposed model we also develop a…

Methodology · Statistics 2024-02-15 Yinan Lin , Zhenhua Lin