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We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the…

Statistics Theory · Mathematics 2019-03-26 Minwoo Chae , Lizhen Lin , David B. Dunson

Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…

Machine Learning · Statistics 2020-07-01 Yuhao Zhou , Jiaxin Shi , Jun Zhu

We introduce a general framework for regression in the errors-in-variables regime, allowing for full flexibility about the dimensionality of the data, observational error probability density types, the (nonlinear) model type and the…

Methodology · Statistics 2024-11-19 Wolfgang Hoegele , Sarah Brockhaus

Meta-analysis, because of both logistical convenience and statistical efficiency, is widely popular for synthesizing information on common parameters of interest across multiple studies. We propose developing a generalized meta-analysis…

Methodology · Statistics 2018-11-27 Prosenjit Kundu , Runlong Tang , Nilanjan Chatterjee

Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…

Methodology · Statistics 2023-04-21 Ioannis Kalogridis , Gerda Claeskens , Stefan Van Aelst

In Selk and Gertheiss (2022) a nonparametric prediction method for models with multiple functional and categorical covariates is introduced. The dependent variable can be categorical (binary or multi-class) or continuous, thus both…

Statistics Theory · Mathematics 2023-04-04 Leonie Selk

Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…

Methodology · Statistics 2016-01-01 Kevin Lee , Lingzhou Xue

Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…

Methodology · Statistics 2026-05-01 Jing Ouyang , Chengyu Cui , Yunxiao Chen , Kean Ming Tan , Gongjun Xu

Mixing phenomena in hyperspectral images depend on a variety of factors such as the resolution of observation devices, the properties of materials, and how these materials interact with incident light in the scene. Different parametric and…

Computer Vision and Pattern Recognition · Computer Science 2017-11-27 Tales Imbiriba , José Carlos Moreira Bermudez , Cédric Richard , Jean-Yves Tourneret

We consider deconvolution from repeated observations with unknown error distribution. So far, this model has mostly been studied under the additional assumption that the errors are symmetric. We construct an estimator for the non-symmetric…

Statistics Theory · Mathematics 2014-07-15 Johanna Kappus , Fabienne Comte

We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly…

Statistics Theory · Mathematics 2012-11-12 R. de Jonge , J. H. van Zanten

Diffusion models accomplish remarkable success in data generation tasks across various domains. However, the iterative sampling process is computationally expensive. Consistency models are proposed to learn consistency functions to map from…

Machine Learning · Computer Science 2025-05-07 Yiding Chen , Yiyi Zhang , Owen Oertell , Wen Sun

Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…

Applications · Statistics 2020-02-04 Vincent Adam , Alexandre Hyafil

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…

Machine Learning · Computer Science 2024-06-12 Andres Altieri , Marco Romanelli , Georg Pichler , Florence Alberge , Pablo Piantanida

Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly used loss functions in statistical inference are unbounded. In…

Statistics Theory · Mathematics 2009-09-03 T. Tony Cai , Harrison H. Zhou

The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that…

Applications · Statistics 2017-09-27 Denis Chetverikov , Daniel Wilhelm

We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We…

Machine Learning · Statistics 2010-07-16 Lauren A. Hannah , David M. Blei , Warren B. Powell

Given a random sample of observations, mixtures of normal densities are often used to estimate the unknown continuous distribution from which the data come. Here we propose the use of this semiparametric framework for testing symmetry about…

Methodology · Statistics 2012-04-23 Silvia Bacci , Francesco Bartolucci

Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly…

Methodology · Statistics 2021-11-08 Dylan Spicker , Michael P Wallace , Grace Y Yi

This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…

Econometrics · Economics 2021-01-29 Matias D. Cattaneo , Michael Jansson , Xinwei Ma
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