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This paper develops a class of Bayesian non- and semiparametric methods for estimating regression curves and surfaces. The main idea is to model the regression as locally linear, and then place suitable local priors on the local parameters.…

Methodology · Statistics 2026-02-26 Nils Lid Hjort

Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…

Methodology · Statistics 2015-03-09 James Watson , Chris Holmes

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…

Machine Learning · Statistics 2024-12-10 Behrad Moniri , Hamed Hassani

Species distribution models usually attempt to explain presence-absence or abundance of a species at a site in terms of the environmental features (socalled abiotic features) present at the site. Historically, such models have considered…

Methodology · Statistics 2018-09-25 Shinichiro Shirota , Alan E. Gelfand , Sudipto Banerjee

The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the…

Applications · Statistics 2019-05-17 Arrigo Coen , Beatriz Godínez-Chaparro

Inspired by empirical data on real world complex networks, the last few years have seen an explosion in proposed generative models to understand and explain observed properties of real world networks, including power law degree distribution…

Probability · Mathematics 2015-08-11 Shankar Bhamidi , Jimmy Jin , Andrew Nobel

Spatially distributed functional data are prevalent in many statistical applications such as meteorology, energy forecasting, census data, disease mapping, and neurological studies. Given their complex and high-dimensional nature,…

Statistics Theory · Mathematics 2024-02-06 Suneel Babu Chatla , Ruiqi Liu

We develop a model-free theory of general types of parametric regression for iid observations. The theory replaces the parameters of parametric models with statistical functionals, to be called "regression functionals'', defined on large…

Statistics Theory · Mathematics 2019-07-09 Andreas Buja , Lawrence Brown , Arun Kumar Kuchibhotla , Richard Berk , Ed George , Linda Zhao

The regression discontinuity (RD) design is a popular approach to causal inference in non-randomized studies. This is because it can be used to identify and estimate causal effects under mild conditions. Specifically, for each subject, the…

Methodology · Statistics 2014-02-11 George Karabatsos , Stephen G. Walker

Distributed lag models (DLMs) express the cumulative and delayed dependence between pairs of time-indexed response and explanatory variables. In practical application, users of DLMs examine the estimated influence of a series of lagged…

Applications · Statistics 2018-01-23 Alastair Rushworth

Many existing approaches for estimating parameters in settings with distributional shifts operate under an invariance assumption. For example, under covariate shift, it is assumed that $p(y|x)$ remains invariant. We refer to such…

Methodology · Statistics 2025-02-07 Yujin Jeong , Dominik Rothenhäusler

We develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex…

Methodology · Statistics 2014-10-17 Georgios Papageorgiou , Sylvia Richardson , Nicky Best

Performative prediction is an emerging paradigm in machine learning that addresses scenarios where the model's prediction may induce a shift in the distribution of the data it aims to predict. Current works in this field often rely on…

Machine Learning · Computer Science 2025-09-03 Guangzheng Zhong , Yang Liu , Jiming Liu

Linear regression is widely used to model relationships between responses and predictors. In modern applications, one encounters data where the responses are non-Euclidean random objects situated in a metric space, paired with Euclidean…

Methodology · Statistics 2026-05-20 Wookyeong Song , Paromita Dubey , Hans-Georg Müller , Alexander Petersen

Copula-based dependence modeling often relies on parametric formulations. This is mathematically convenient, but can be statistically inefficient when the parametric families are not suitable for the data and model in focus. A Bayesian…

Methodology · Statistics 2025-05-01 Ruyi Pan , Luis E. Nieto-Barajas , Radu V. Craiu

Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with strong and parametric assumptions about the random effects distribution. There is marked disagreement in the literature…

Methodology · Statistics 2012-01-11 Charles E. McCulloch , John M. Neuhaus

Conjugate pairs of distributions over infinite dimensional spaces are prominent in statistical learning theory, particularly due to the widespread adoption of Bayesian nonparametric methodologies for a host of models and applications. Much…

Machine Learning · Computer Science 2016-01-12 Robert Finn , Brian Kulis

For non-randomized studies, the regression discontinuity design (RDD) can be used to identify and estimate causal effects from a "locally-randomized" subgroup of subjects, under relatively mild conditions. However, current models focus…

Methodology · Statistics 2015-02-12 George Karabatsos , Stephen G. Walker

In this work, we explore the theoretical properties of conditional deep generative models under the statistical framework of distribution regression where the response variable lies in a high-dimensional ambient space but concentrates…

Statistics Theory · Mathematics 2026-02-02 Shivam Kumar , Yun Yang , Lizhen Lin
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