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Regression, the task of predicting a continuous scalar target y based on some features x is one of the most fundamental tasks in machine learning and statistics. It has been observed and theoretically analyzed that the classical approach,…

Machine Learning · Statistics 2025-02-19 Lawrence Stewart , Francis Bach , Quentin Berthet

For linear models that may have asymmetric errors, we study variable selection by cross-validation. The data are split into training and validation sets, with the number of observations in the validation set much larger than in the training…

Methodology · Statistics 2026-01-16 Bilel Bousselmi , Gabriela Ciuperca

Variance estimation is a fundamental problem in statistical modeling. In ultrahigh dimensional linear regressions where the dimensionality is much larger than sample size, traditional variance estimation techniques are not applicable.…

Methodology · Statistics 2010-12-27 Jianqing Fan , Shaojun Guo , Ning Hao

Genomic datasets contain the effects of various unobserved biological variables in addition to the variable of primary interest. These latent variables often affect a large number of features (e.g., genes) and thus give rise to dense latent…

Applications · Statistics 2021-11-02 Nora Yujia Payne , Johann A. Gagnon-Bartsch

A common problem in health research is that we have a large database with many variables measured on a large number of individuals. We are interested in measuring additional variables on a subsample; these measurements may be newly…

Methodology · Statistics 2022-03-22 Thomas Lumley , Tong Chen

Randomization is a basis for the statistical inference of treatment effects without strong assumptions on the outcome-generating process. Appropriately using covariates further yields more precise estimators in randomized experiments. R. A.…

Statistics Theory · Mathematics 2020-01-03 Xinran Li , Peng Ding

The deconfounder was proposed as a method for estimating causal parameters in a context with multiple causes and unobserved confounding. It is based on recovery of a latent variable from the observed causes. We disentangle the causal…

Statistics Theory · Mathematics 2024-03-04 Jeffrey Adams , Niels Richard Hansen

This paper deals with estimation with functional covariates. More precisely, we aim at estimating the regression function $m$ of a continuous outcome $Y$ against a standard Wiener coprocess $W$. Following Cadre and Truquet (2015) and Cadre,…

Statistics Theory · Mathematics 2020-11-23 Karine Bertin , Nicolas Klutchnikoff

Variable selection is a procedure to attain the truly important predictors from inputs. Complex nonlinear dependencies and strong coupling pose great challenges for variable selection in high-dimensional data. In addition, real-world…

Methodology · Statistics 2023-07-04 Keyao Wang , Huiwen Wang , Jichang Zhao , Lihong Wang

This paper presents a novel method to make statistical inferences for both the model support and regression coefficients in a high-dimensional logistic regression model. Our method is based on the repro samples framework, in which we…

Methodology · Statistics 2024-03-18 Xiaotian Hou , Linjun Zhang , Peng Wang , Min-ge Xie

Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…

Machine Learning · Computer Science 2024-10-29 Anna Sokol , Nuno Moniz , Nitesh Chawla

This article considers ultrahigh-dimensional forecasting problems with survival response variables. We propose a two-step model averaging procedure for improving the forecasting accuracy of the true conditional mean of a survival response…

Methodology · Statistics 2022-11-28 Xiaodong Yan , Hongni Wang , Wei Wang , Jinhan Xie , Yanyan Ren , Xinjun Wang

People typically learn through exposure to visual concepts associated with linguistic descriptions. For instance, teaching visual object categories to children is often accompanied by descriptions in text or speech. In a machine learning…

Computer Vision and Pattern Recognition · Computer Science 2016-12-30 Mohamed Elhoseiny , Ahmed Elgammal , Babak Saleh

The selection of essential variables in logistic regression is vital because of its extensive use in medical studies, finance, economics and related fields. In this paper, we explore four main typologies (test-based, penalty-based,…

Methodology · Statistics 2022-05-17 Souvik Bag , Kapil Gupta , Soudeep Deb

Data augmentation methods for Natural Language Processing tasks are explored in recent years, however they are limited and it is hard to capture the diversity on sentence level. Besides, it is not always possible to perform data…

Computation and Language · Computer Science 2022-05-20 M. Şafak Bilici , Mehmet Fatih Amasyali

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

In the regression problem, we consider the problem of estimating the variance function by the means of aggregation methods. We focus on two particular aggregation setting: Model Selection aggregation (MS) and Convex aggregation (C) where…

Machine Learning · Statistics 2021-10-07 Ahmed Zaoui

We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…

Machine Learning · Computer Science 2016-07-29 Aida Brankovic , Alessandro Falsone , Maria Prandini , Luigi Piroddi

We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or…

Methodology · Statistics 2007-07-17 Remy Cottet , Robert Kohn , David Nott

The wayward quality of continuous prompts stresses the importance of their interpretability as unexpected and unpredictable behaviors appear following training, especially in the context of large language models automating people-sensitive…

Computation and Language · Computer Science 2024-02-15 Pascal Passigan , Kidus Yohannes , Joshua Pereira