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Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…

Methodology · Statistics 2025-01-08 Siliang Zhang , Yunxiao Chen

This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…

Statistics Theory · Mathematics 2013-12-23 Philippe Fraysse

Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…

Machine Learning · Statistics 2026-05-19 Tobias Brock , Thomas Nagler

Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic…

Computational Engineering, Finance, and Science · Computer Science 2008-11-06 Michel Fliess , Cédric Join , Hebertt Sira-Ramirez

Structured data in the form of networks are increasingly common in a number of fields, including the social sciences, biology, physics, computer science, and many others. A key task in network analysis is community detection, which…

Methodology · Statistics 2025-11-25 Martina Amongero , Pierpaolo De Blasi

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

Community detection, discovering the underlying communities within a network from observed connections, is a fundamental problem in network analysis, yet it remains underexplored for signed networks. In signed networks, both edge connection…

Methodology · Statistics 2026-02-17 Yichao Chen , Weijing Tang , Ji Zhu

We consider the minimum spanning tree problem in a setting where the edge weights are stochastic from unknown distributions, and the only available information is a single sample of each edge's weight distribution. In this setting, we…

Data Structures and Algorithms · Computer Science 2024-09-25 Ruben Hoeksma , Gavin Speek , Marc Uetz

We study models of weighted exponential random graphs in the large network limit. These models have recently been proposed to model weighted network data arising from a host of applications including socio-econometric data such as migration…

Probability · Mathematics 2018-07-12 Shankar Bhamidi , Suman Chakraborty , Skyler Cranmer , Bruce Desmarais

This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics settings where data are collected using an input-based sampling…

Econometrics · Economics 2022-06-29 Minji Bang , Wayne Yuan Gao , Andrew Postlewaite , Holger Sieg

We study low-rank matrix estimation for a generic inhomogeneous output channel through which the matrix is observed. This generalizes the commonly considered spiked matrix model with homogeneous noise to include for instance the dense…

Probability · Mathematics 2025-04-21 Alice Guionnet , Justin Ko , Florent Krzakala , Lenka Zdeborová

In this paper, we propose an empirical likelihood-based weighted estimator of regression parameter in quantile regression model with nonignorable missing covariates. The proposed estimator is computationally simple and achieves…

Methodology · Statistics 2017-10-10 Xiaohui Yuan , Xiaogang Dong

In this article, we construct empirical likelihood (EL)-weighted estimators of linear functionals of a probability measure in the presence of side information. Motivated by nuisance parameters in semiparametric models with possibly infinite…

Statistics Theory · Mathematics 2023-01-25 Shan Wang , Hanxiang Peng

A stepped wedge design is a unidirectional crossover design where clusters are randomized to distinct treatment sequences. While model-based analysis of stepped wedge designs is standard practice to evaluate treatment effects accounting for…

Methodology · Statistics 2024-09-13 Bingkai Wang , Xueqi Wang , Fan Li

Many statistical methods for network data parameterize the edge-probability by attributing latent traits to the vertices such as block structure and assume exchangeability in the sense of the Aldous-Hoover representation theorem. Empirical…

Machine Learning · Statistics 2015-12-07 Tue Herlau , Mikkel N. Schmidt , Morten Mørup

On signed social networks, balanced and unbalanced triangles are a critical motif due to their role as the foundations of Structural Balance Theory. The uses for these motifs have been extensively explored in networks with known edge signs,…

Data Structures and Algorithms · Computer Science 2026-02-17 Alexander Zhou , Haoyang Li , Anxin Tian , Zhiyuan Li , Yue Wang

We study transfer learning for estimation in latent variable network models. In our setting, the conditional edge probability matrices given the latent variables are represented by $P$ for the source and $Q$ for the target. We wish to…

Machine Learning · Computer Science 2024-06-07 Akhil Jalan , Arya Mazumdar , Soumendu Sundar Mukherjee , Purnamrita Sarkar

Previous statistical approaches to hierarchical clustering for social network analysis all construct an "ultrametric" hierarchy. While the assumption of ultrametricity has been discussed and studied in the phylogenetics literature, it has…

Applications · Statistics 2023-10-03 Sijia Fang , Karl Rohe

We develop an information-theoretic view of the stochastic block model, a popular statistical model for the large-scale structure of complex networks. A graph $G$ from such a model is generated by first assigning vertex labels at random…

Information Theory · Computer Science 2015-08-03 Yash Deshpande , Emmanuel Abbe , Andrea Montanari

Heteroskedastic errors can lead to inaccurate statistical conclusions if they are not properly handled. We introduce a test for heteroskedasticity for the nonparametric regression model with multiple covariates. It is based on a suitable…

Methodology · Statistics 2018-02-21 Justin Chown , Ursula U. Müller