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Control charts for process monitoring are widely used in practice. Most control charts require the monitored (residuals) process to be serially independent (and to satisfy specified distributional assumptions), whereas undetected dependence…

Methodology · Statistics 2026-05-27 Christian H. Weiß , José M. Amigó

Modern causal inference methods allow machine learning to be used to weaken parametric modeling assumptions. However, the use of machine learning may result in complications for inference. Doubly-robust cross-fit estimators have been…

Methodology · Statistics 2022-03-11 Paul N Zivich , Alexander Breskin

The mixed effects model for repeated measures (MMRM) has been widely used for the analysis of longitudinal clinical data collected at a number of fixed time points. We propose a robust extension of the MMRM for skewed and heavy-tailed data…

Methodology · Statistics 2019-08-12 Yongqiang Tang

Measurement error is a common challenge for causal inference studies using electronic health record (EHR) data, where clinical outcomes and treatments are frequently mismeasured. Researchers often address measurement error by conducting…

High-dimensional compositional data are frequently encountered in many fields of modern scientific research. In regression analysis of compositional data, the presence of covariate measurement errors poses grand challenges for existing…

Methodology · Statistics 2024-07-23 Wenxi Tan , Lingzhou Xue , Songshan Yang , Xiang Zhan

We provide a collection of results on covariance expressions between Monte Carlo based multi-output mean, variance, and Sobol main effect variance estimators from an ensemble of models. These covariances can be used within multi-fidelity…

Computation · Statistics 2024-07-01 Thomas O. Dixon , James E. Warner , Geoffrey F. Bomarito , Alex A. Gorodetsky

To derive recommendations on how to analyze longitudinal data, we examined Type I error rates of Multilevel Linear Models (MLM) and repeated measures Analysis of Variance (rANOVA) using SAS and SPSS.We performed a simulation with the…

Applications · Statistics 2018-11-06 Nicolas Haverkamp , André Beauducel

The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…

Statistical Mechanics · Physics 2011-07-28 Florian Angeletti , Marc Mézard , Eric Bertin , Patrice Abry

We show how the massive data compression algorithm MOPED can be used to reduce, by orders of magnitude, the number of simulated datasets that are required to estimate the covariance matrix required for the analysis of gaussian-distributed…

Cosmology and Nongalactic Astrophysics · Physics 2017-10-18 Alan Heavens , Elena Sellentin , Damien de Mijolla , Alvise Vianello

Biopharmaceutical products, particularly monoclonal antibodies (mAbs), have gained prominence in the pharmaceutical market due to their high specificity and efficacy. As these products are projected to constitute a substantial portion of…

Quantitative Methods · Quantitative Biology 2024-09-05 Thanh Tung Khuat , Robert Bassett , Ellen Otte , Bogdan Gabrys

In clinical trials, mixed effects models for repeated measures (MMRM) and pattern mixture models (PMM) are often used to analyze longitudinal continuous outcomes. We describe a simple missing data imputation algorithm for the MMRM that can…

Methodology · Statistics 2016-10-13 Yongqiang Tang

In today's rapidly evolving landscape of automation and manufacturing systems, the efficient resolution of productivity losses is paramount. This study introduces a data-driven ensemble approach, utilizing the cyclic multivariate time…

Machine Learning · Computer Science 2024-08-01 Jonas Gram , Brandon K. Sai , Thomas Bauernhansl

Macro-AUC is the arithmetic mean of the class-wise AUCs in multi-label learning and is commonly used in practice. However, its theoretical understanding is far lacking. Toward solving it, we characterize the generalization properties of…

Machine Learning · Computer Science 2023-06-05 Guoqiang Wu , Chongxuan Li , Yilong Yin

In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variables model where the unknown measurement error distribution is…

Methodology · Statistics 2023-10-24 Linh H. Nghiem , Cornelis J. Potgieter

An increasing number of applications are exploiting sampling-based algorithms for planning, optimization, and inference. The Markov Chain Monte Carlo (MCMC) algorithms form the computational backbone of this emerging branch of machine…

Machine Learning · Computer Science 2025-07-18 Shirui Zhao , Jun Yin , Lingyun Yao , Martin Andraud , Wannes Meert , Marian Verhelst

Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniques, e.g., based on principal components, or directly based…

Statistics Theory · Mathematics 2026-01-23 Claudia Kirch , Hedvika Ranošová , Martin Wendler

The statistical properties of estimator using covariance matrix for the account of point-to-point correlations due to systematic errors are analyzed. It is shown that the covariance matrix estimator (CME) is consistent for the realistic…

High Energy Physics - Experiment · Physics 2007-05-23 Alekhin Sergey

We present a novel approach for the analysis of multivariate case-control georeferenced data using Bayesian inference in the context of disease mapping, where the spatial distribution of different types of cancers is analyzed. Extending…

A multivariate mixed-effects model seems to be the most appropriate for gene expression data collected in a crossover trial. It is, however, difficult to obtain reliable results using standard statistical inference when some responses are…

Methodology · Statistics 2023-09-12 Savita Pareek , Kalyan Das , Siuli Mukhopadhyay

Background: Policy evaluation studies that assess how state-level policies affect health-related outcomes are foundational to health and social policy research. The relative ability of newer analytic methods to address confounding, a key…

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