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This paper considers a general class of nonparametric time series regression models where the regression function can be time-dependent. We establish an asymptotic theory for estimates of the time-varying regression functions. For this…

Statistics Theory · Mathematics 2015-03-19 Ting Zhang , Wei Biao Wu

An important problem in network analysis is predicting a node attribute using both network covariates, such as graph embedding coordinates or local subgraph counts, and conventional node covariates, such as demographic characteristics.…

Methodology · Statistics 2023-02-24 Robert Lunde , Elizaveta Levina , Ji Zhu

Deep neural networks are powerful tools to model observations over time with non-linear patterns. Despite the widespread use of neural networks in such settings, most theoretical developments of deep neural networks are under the assumption…

Machine Learning · Statistics 2022-10-24 Mingliang Ma , Abolfazl Safikhani

The study of random graphs and networks had an explosive development in the last couple of decades. Meanwhile, techniques for the statistical analysis of sequences of networks were less developed. In this paper we focus on networks…

Disordered Systems and Neural Networks · Physics 2017-04-18 Daniel Fraiman , Nicolas Fraiman , Ricardo Fraiman

The aim of this work is to enable inference of deep networks that retain high accuracy for the least possible model complexity, with the latter deduced from the data during inference. To this end, we revisit deep networks that comprise…

Machine Learning · Computer Science 2019-05-07 Konstantinos P. Panousis , Sotirios Chatzis , Sergios Theodoridis

Generalized linear models are one of the most efficient paradigms for predicting the correlated stochastic activity of neuronal networks in response to external stimuli, with applications in many brain areas. However, when dealing with…

Disordered Systems and Neural Networks · Physics 2020-11-17 Gabriel Mahuas , Giulio Isacchini , Olivier Marre , Ulisse Ferrari , Thierry Mora

I study a regression model in which one covariate is an unknown function of a latent driver of link formation in a network. Rather than specify and fit a parametric network formation model, I introduce a new method based on matching pairs…

Econometrics · Economics 2021-06-02 Eric Auerbach

The fundamental lemma from behavioral systems theory yields a data-driven non-parametric system representation that has shown great potential for the data-efficient control of unknown linear and weakly nonlinear systems, even in the…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Johannes Teutsch , Sebastian Ellmaier , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…

Machine Learning · Computer Science 2025-03-24 Yujia Zheng , Yang Liu , Jiaxiong Yao , Yingyao Hu , Kun Zhang

Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address this challenge in a semi-parametric context: estimating the…

Statistics Theory · Mathematics 2025-03-04 Licong Lin , Koulik Khamaru , Martin J. Wainwright

Univariate or multivariate ordinal responses are often assumed to arise from a latent continuous parametric distribution, with covariate effects which enter linearly. We introduce a Bayesian nonparametric modeling approach for univariate…

Methodology · Statistics 2016-09-21 Maria DeYoreo , Athanasios Kottas

This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…

Methodology · Statistics 2023-11-27 Ying Jin , Dominik Rothenhäusler

Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…

Dynamical Systems · Mathematics 2026-04-07 Stefano Galatolo , Valerio Lucarini

Linear regression is arguably the most fundamental statistical model; however, the validity of its use in randomized clinical trials, despite being common practice, has never been crystal clear, particularly when stratified or…

Methodology · Statistics 2023-02-14 Wei Ma , Fuyi Tu , Hanzhong Liu

A key functionality of emerging connected autonomous systems such as smart cities, smart transportation systems, and the industrial Internet-of-Things, is the ability to process and learn from data collected at different physical locations.…

Machine Learning · Computer Science 2021-03-09 Konstantinos Gatsis

This paper investigates statistical inference for noisy matrix completion in a semi-supervised model when auxiliary covariates are available. The model consists of two parts. One part is a low-rank matrix induced by unobserved latent…

Methodology · Statistics 2024-03-27 Shujie Ma , Po-Yao Niu , Yichong Zhang , Yinchu Zhu

Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between…

Machine Learning · Statistics 2021-11-24 Aliaksandr Hubin , Geir Storvik , Florian Frommlet

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

Methodology · Statistics 2025-03-14 Matteo D'Alessandro , Magne Thoresen

The success of deep learning has inspired recent interests in applying neural networks in statistical inference. In this paper, we investigate the use of deep neural networks for nonparametric regression with measurement errors. We propose…

Machine Learning · Statistics 2020-07-16 Zhirui Hu , Zheng Tracy Ke , Jun S Liu

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

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