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This paper presents a new approach for trees-based regression, such as simple regression tree, random forest and gradient boosting, in settings involving correlated data. We show the problems that arise when implementing standard…
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…
Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore…
The study of time series has motivated many researchers, particularly on the area of multivariate-analysis. The study of co-movements and dependency between random variables leads us to develop metrics to describe existing connection…
Modern network data analysis often involves analyzing network structures alongside covariate features to gain deeper insights into underlying patterns. However, traditional covariate-assisted statistical network models may not adequately…
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…
Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…
Higher educational institutions constantly look for ways to meet students' needs and support them through graduation. Recent work in the field of learning analytics have developed methods for grade prediction and course recommendations.…
Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…
Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…
The analysis of spatial point patterns that occur in the network domain have recently gained much attraction and various intensity functions and measures have been proposed. However, the linkage of spatial network statistics to regression…
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…
We consider the estimation of regression models on strata defined using a categorical covariate, in order to identify interactions between this categorical covariate and the other predictors. A basic approach requires the choice of a…
Temporal data, obtained in the setting where it is only possible to observe one time point per experiment, is widely used in different research fields, yet remains insufficiently addressed from the statistical point of view. Such data often…
Sparse models for high-dimensional linear regression and machine learning have received substantial attention over the past two decades. Model selection, or determining which features or covariates are the best explanatory variables, is…
We present Collaborative Trees, a novel tree model designed for regression prediction, along with its bagging version, which aims to analyze complex statistical associations between features and uncover potential patterns inherent in the…
Understanding covariate-varying interdependencies among features is of great interest in various applications. Motivated by microbiome studies where microbial abundances and interactions vary with environmental factors, we develop a…
Learning representations that capture the underlying data generating process is a key problem for data efficient and robust use of neural networks. One key property for robustness which the learned representation should capture and which…
A novel framework is proposed for handling the complex task of modelling and analysis of longitudinal, multivariate, heterogeneous clinical data. This method uses temporal abstraction to convert the data into a more appropriate form for…
Randomized experiments are the gold standard for causal inference, and justify simple comparisons across treatment groups. Regression adjustment provides a convenient way to incorporate covariate information for additional efficiency. This…