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Covariance estimation and selection for high-dimensional multivariate datasets is a fundamental problem in modern statistics. Gaussian directed acyclic graph (DAG) models are a popular class of models used for this purpose. Gaussian DAG…

Methodology · Statistics 2017-10-12 Xuan Cao , Kshitij Khare , Malay Ghosh

Many causal systems such as biological processes in cells can only be observed indirectly via measurements, such as gene expression. Causal representation learning -- the task of correctly mapping low-level observations to latent causal…

Machine Learning · Computer Science 2025-10-31 Elliot Layne , Jason Hartford , Sébastien Lachapelle , Mathieu Blanchette , Dhanya Sridhar

Recent years have seen an increased interest in using mean-field density based modelling and control strategy for deploying robotic swarms. In this paper, we study how to dynamically deploy the robots subject to their physical constraints…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Tongjia Zheng , Hai Lin

Motivated by research on gender identity norms and the distribution of the woman's share in a couple's total labor income, we consider functional additive regression models for probability density functions as responses with scalar…

Methodology · Statistics 2024-06-18 Eva-Maria Maier , Almond Stöcker , Bernd Fitzenberger , Sonja Greven

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

Binary density ratio estimation (DRE), the problem of estimating the ratio $p_1/p_2$ given their empirical samples, provides the foundation for many state-of-the-art machine learning algorithms such as contrastive representation learning…

Machine Learning · Computer Science 2021-12-08 Lantao Yu , Yujia Jin , Stefano Ermon

We employ distribution regression (DR) to estimate the joint distribution of two outcome variables conditional on chosen covariates. While Bivariate Distribution Regression (BDR) is useful in a variety of settings, it is particularly…

This paper proposes a dynamic regression (DR) framework that enhances existing deep spatiotemporal models by incorporating structured learning for the error process in traffic forecasting. The framework relaxes the assumption of time…

Machine Learning · Computer Science 2025-04-09 Vincent Zhihao Zheng , Seongjin Choi , Lijun Sun

Regression discontinuity (RD) analysis with latent variables as introduced by Morell et al. (2025), offers a useful augmentation of the conventional RD by incorporating measurement model. This approach is particularly relevant in education…

Methodology · Statistics 2026-04-07 Monica Morell , Youngjin Han , Muwon Kwon , Youjin Sung , Yang Liu , Ji Seung Yang

Vector autoregression has been widely used for modeling and analysis of multivariate time series data. In high-dimensional settings, model parameter regularization schemes inducing sparsity yield interpretable models and achieved good…

Methodology · Statistics 2023-06-08 Leo L. Duan , Zeyu Yuwen , George Michailidis , Zhengwu Zhang

Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…

Methodology · Statistics 2022-03-29 Ali Rafei , Carol A. C. Flannagan , Brady T. West , Michael R. Elliott

The concept of mobility prediction represents one of the key enablers for an efficient management of future cellular networks, which tend to be progressively more elaborate and dense due to the aggregation of multiple technologies. In this…

Signal Processing · Electrical Eng. & Systems 2019-07-26 Giulio Siracusano , Aurelio La Corte

This article proposes a novel framework that integrates Bayesian Additive Regression Trees (BART) into a Factor-Augmented Vector Autoregressive (FAVAR) model to forecast macro-financial variables and examine asymmetries in the transmission…

Econometrics · Economics 2025-06-16 Sofia Velasco

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 many complex applications, data heterogeneity and homogeneity exist simultaneously. Ignoring either one will result in incorrect statistical inference. In addition, coping with complex data that are non-Euclidean becomes more common. To…

Methodology · Statistics 2021-05-28 Zixuan Han , Tao Li , Jinhong You

Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic analysis, have been used to solve the DR problem. Recent…

Machine Learning · Computer Science 2024-10-15 Andrew Alden , Carmine Ventre , Blanka Horvath

Machine-learned regression models represent a promising tool to implement accurate and computationally affordable energy-density functionals to solve quantum many-body problems via density functional theory. However, while they can easily…

Computational Physics · Physics 2022-11-08 Emanuele Costa , Giuseppe Scriva , Rosario Fazio , Sebastiano Pilati

There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies. We describe a number of meta-algorithms that can take advantage of any supervised learning or regression method…

Statistics Theory · Mathematics 2019-06-18 Sören R. Künzel , Jasjeet S. Sekhon , Peter J. Bickel , Bin Yu

We show that rate-adaptive multivariate density estimation can be performed using Bayesian methods based on Dirichlet mixtures of normal kernels with a prior distribution on the kernel's covariance matrix parameter. We derive sufficient…

Statistics Theory · Mathematics 2013-08-22 Weining Shen , Surya T. Tokdar , Subhashis Ghosal

We perform Bayesian optimization using a Gaussian process perspective on Bayesian Additive Regression Trees (BART). Our BART Kernel (BARK) uses tree agreement to define a posterior over piecewise-constant functions, and we explore the space…

Machine Learning · Computer Science 2025-06-09 Toby Boyne , Jose Pablo Folch , Robert M Lee , Behrang Shafei , Ruth Misener