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This paper develops a novel spatial quantile function-on-scalar regression model, which studies the conditional spatial distribution of a high-dimensional functional response given scalar predictors. With the strength of both quantile…

Methodology · Statistics 2020-12-22 Zhengwu Zhang , Xiao Wang , Linglong Kong , Hongtu Zhu

Many scientific studies collect data where the response and predictor variables are both functions of time, location, or some other covariate. Understanding the relationship between these functional variables is a common goal in these…

Methodology · Statistics 2019-02-12 Xiaoxiao Sun , Pang Du , Xiao Wang , Ping Ma

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Methodology · Statistics 2025-11-27 Ioannis Kalogridis , Stanislav Nagy

Irregular errors such as heteroscedasticity and nonnormality remain major challenges in linear modeling. These issues often lead to biased inference and unreliable measures of uncertainty. Classical remedies, such as robust standard errors…

Methodology · Statistics 2026-03-05 Elsayed Elamir

Addressing such diverse ends as safety alignment with human preferences, and the efficiency of learning, a growing line of reinforcement learning research focuses on risk functionals that depend on the entire distribution of returns. Recent…

Machine Learning · Computer Science 2022-09-22 Audrey Huang , Liu Leqi , Zachary Chase Lipton , Kamyar Azizzadenesheli

We address the challenge of estimation in the context of constant linear effect models with dense functional responses. In this framework, the conditional expectation of the response curve is represented by a linear combination of…

Methodology · Statistics 2024-10-07 Pratim Guha Niyogi , Ping-Shou Zhong

In various fields of data science, researchers are often interested in estimating the ratio of conditional expectation functions (CEFR). Specifically in causal inference problems, it is sometimes natural to consider ratio-based treatment…

Econometrics · Economics 2022-12-27 Kazuhiko Shinoda , Takahiro Hoshino

High-dimensional functional data have become increasingly prevalent in modern applications such as high-frequency financial data and neuroimaging data analysis. We investigate a class of high-dimensional linear regression models, where each…

Methodology · Statistics 2025-11-06 Xingche Guo , Yehua Li , Tailen Hsing

Hyperbolic balance laws with uncertain (random) parameters and inputs are ubiquitous in science and engineering. Quantification of uncertainty in predictions derived from such laws, and reduction of predictive uncertainty via data…

Statistics Theory · Mathematics 2021-04-28 Francesca Boso , Daniel M. Tartakovsky

We propose a functional accelerated failure time model to characterize effects of both functional and scalar covariates on the time to event of interest, and provide regularity conditions to guarantee model identifiability. For efficient…

Methodology · Statistics 2024-02-09 Changyu Liu , Wen Su , Kin-Yat Liu , Guosheng Yin , Xingqiu Zhao

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

Methodology · Statistics 2017-03-09 Jing Lei , Max G'Sell , Alessandro Rinaldo , Ryan J. Tibshirani , Larry Wasserman

Function-on-function regression has been a topic of substantial interest due to its broad applicability, where the relation between functional predictor and response is concerned. In this article, we propose a new framework for modeling the…

Methodology · Statistics 2025-06-04 Tongyu Li , Fang Yao

In this paper, a functional partial quantile regression approach, a quantile regression analog of the functional partial least squares regression, is proposed to estimate the function-on-function linear quantile regression model. A partial…

Methodology · Statistics 2021-09-14 Ufuk Beyaztas , Han Lin Shang , Aylin Alin

Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study…

Machine Learning · Computer Science 2020-07-01 Hongwei Sun , Qiang Wu

Consider a positive random variable of interest Y depending on a covariate X, and a random observation time T independent of Y given X. Assume that the only knowledge available about Y is its current status at time T: \delta = 1_{Y \leq T}.…

Statistics Theory · Mathematics 2013-04-11 Sandra Plancade

We consider a stochastic optimization problem involving two random variables: a context variable $X$ and a dependent variable $Y$. The objective is to minimize the expected value of a nonlinear loss functional applied to the conditional…

Optimization and Control · Mathematics 2026-03-16 Noel Smith , Andrzej Ruszczynski

Function-on-function linear regression is important for understanding the relationship between the response and the predictor that are both functions. In this article, we propose a reproducing kernel Hilbert space approach to…

Statistics Theory · Mathematics 2021-09-29 Holger Dette , Jiajun Tang

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…

Machine Learning · Computer Science 2025-07-25 Fan Chen , Zeyu Jia , Alexander Rakhlin , Tengyang Xie

In this work, we discuss a general class of the estimators for the cumulative distribution function (CDF) based on judgment post stratification (JPS) sampling scheme which includes both empirical and kernel distribution functions.…

Methodology · Statistics 2024-05-03 Mina Azizi Kouhanestani , Ehsan Zamanzade , Sareh Goli