Related papers: Inject Machine Learning into Significance Test for…
Modern statistical machine translation (SMT) systems usually use a linear combination of features to model the quality of each translation hypothesis. The linear combination assumes that all the features are in a linear relationship and…
We outline how modern likelihood theory, which provides essentially exact inferences in a variety of parametric statistical problems, may routinely be applied in practice. Although the likelihood procedures are based on analytical…
Linear regression on network-linked observations has been an essential tool in modeling the relationship between response and covariates with additional network structures. Previous methods either lack inference tools or rely on restrictive…
We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…
Despite the effectiveness of recurrent neural network language models, their maximum likelihood estimation suffers from two limitations. It treats all sentences that do not match the ground truth as equally poor, ignoring the structure of…
Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regressions remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more…
For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…
Estimating the test performance of a model, possibly under distribution shift, without having access to the ground-truth labels is a challenging, yet very important problem for the safe deployment of machine learning algorithms in the wild.…
Object grasping is a crucial technology enabling robots to perceive and interact with the environment sufficiently. However, in practical applications, researchers are faced with missing or noisy ground truth while training the…
Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…
This book is meant to provide an introduction to linear models and the theories behind them. Our goal is to give a rigorous introduction to the readers with prior exposure to ordinary least squares. In machine learning, the output is…
The automatic evaluation of Language Model (LM) responses is a critical piece in the development of benchmarks and metrics, both for model training and quality assessment of production model endpoints. The current approaches to response…
Estimating linear regression using least squares and reporting robust standard errors is very common in financial economics, and indeed, much of the social sciences and elsewhere. For thick tailed predictors under heteroskedasticity this…
Testing the significance of a variable or group of variables $X$ for predicting a response $Y$, given additional covariates $Z$, is a ubiquitous task in statistics. A simple but common approach is to specify a linear model, and then test…
Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…
Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…
This paper is concerned with inference on the regression function of a high-dimensional linear model when outcomes are missing at random. We propose an estimator which combines a Lasso pilot estimate of the regression function with a bias…
We introduce a rank-based bent linear regression with an unknown change point. Using a linear reparameterization technique, we propose a rank-based estimate that can make simultaneous inference on all model parameters, including the…
Fine-tuning is a common practice in deep learning, achieving excellent generalization results on downstream tasks using relatively little training data. Although widely used in practice, it is lacking strong theoretical understanding. We…
Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…