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This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learning algorithms to estimate the conditional distribution of…

Methodology · Statistics 2021-10-26 Matteo Sesia , Yaniv Romano

Many variables of interest in clinical medicine, like disease severity, are recorded using discrete ordinal categories such as normal/mild/moderate/severe. These labels are used to train and evaluate disease severity prediction models.…

In some contexts, mixture models can fit certain variables well at the expense of others in ways beyond the analyst's control. For example, when the data include some variables with non-trivial amounts of missing values, the mixture model…

Methodology · Statistics 2016-09-06 Maria DeYoreo , Jerome P. Reiter , D. Sunshine Hillygus

Learning the cumulative distribution function (CDF) of an outcome variable conditional on a set of features remains challenging, especially in high-dimensional settings. Conditional transformation models provide a semi-parametric approach…

Machine Learning · Computer Science 2021-10-05 Philipp F. M. Baumann , Torsten Hothorn , David Rügamer

Through Ecological Momentary Assessment (EMA) studies, a number of time-series data is collected across multiple individuals, continuously monitoring various items of emotional behavior. Such complex data is commonly analyzed in an…

Machine Learning · Computer Science 2023-10-12 Mandani Ntekouli , Gerasimos Spanakis , Lourens Waldorp , Anne Roefs

The premise of independence among subjects in the same cluster/group often fails in practice, and models that rely on such untenable assumption can produce misleading results. To overcome this severe deficiency, we introduce a new…

Methodology · Statistics 2022-02-22 Jussiane Nader Gonçalves , Wagner Barreto-Souza , Hernando Ombao

This study concentrates on clustering problems and aims to find compact clusters that are informative regarding the outcome variable. The main goal is partitioning data points so that observations in each cluster are similar and the outcome…

Neural and Evolutionary Computing · Computer Science 2022-01-27 Zahra Ghasemi , Hadi Akbarzadeh Khorshidi , Uwe Aickelin

Discovering causal relationships from observational data is a fundamental yet challenging task. Invariant causal prediction (ICP, Peters et al., 2016) is a method for causal feature selection which requires data from heterogeneous settings…

Methodology · Statistics 2024-09-06 Lucas Kook , Sorawit Saengkyongam , Anton Rask Lundborg , Torsten Hothorn , Jonas Peters

Estimating a unit's responses to interventions with an associated dose, the "conditional average dose response" (CADR), is relevant in a variety of domains, from healthcare to business, economics, and beyond. Such a response typically needs…

Machine Learning · Computer Science 2024-07-29 Christopher Bockel-Rickermann , Toon Vanderschueren , Jeroen Berrevoets , Tim Verdonck , Wouter Verbeke

In conventional randomized controlled trials, adjustment for baseline values of covariates known to be at least moderately associated with the outcome increases the power of the trial. Recent work has shown particular benefit for more…

Methodology · Statistics 2023-11-27 James Willard , Shirin Golchi , Erica EM Moodie

This paper introduces a framework for Chance-Constrained Optimization with Complex Variables, addressing complex linear programming for both individual and joint probabilistic constraints in the complex domain. We first analyze the 3CP…

Optimization and Control · Mathematics 2026-05-25 Raneem Madani , Abdel Lisser , Zeno Toffano

Mendelian randomization is an instrumental variable method that utilizes genetic information to investigate the causal effect of a modifiable exposure on an outcome. In most cases, the exposure changes over time. Understanding the…

Methodology · Statistics 2024-03-11 Haodong Tian , Ashish Patel , Stephen Burgess

Conditional Monte Carlo (CMC) has been widely used for sensitivity estimation with discontinuous integrands as a standard simulation technique. A major limitation of using CMC in this context is that finding conditioning variables to ensure…

Probability · Mathematics 2016-03-22 Guiyun Feng , Guangwu Liu

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai

Background: Stepped wedge cluster randomized trials (SW-CRTs) involve sequential measurements within clusters over time. Initially, all clusters start in the control condition before crossing over to the intervention on a staggered…

Methodology · Statistics 2026-01-21 Jale Basten , Katja Ickstadt , Nina Timmesfeld

The paper introduces a new regression model designed for situations where both the response and covariates are non-stationary extremes. This method is specifically designed for situations where both the response variable and covariates are…

Methodology · Statistics 2025-06-26 Amina El Bernoussi , Mohamed El Arrouchi

Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy , Luca Scrucca

Expectile regression is a useful tool for exploring the relation between the response and the explanatory variables beyond the conditional mean. This article develops a continuous threshold expectile regression for modeling data in which…

Methodology · Statistics 2016-11-09 Feipeng Zhang , Qunhua Li

In this work, the possibility of clustering correlated random variables was examined, both because of their mutual similarity and because of their similarity to the principal components. The k-means algorithm and spectral algorithms were…

Machine Learning · Computer Science 2019-09-10 Zenon Gniazdowski , Dawid Kaliszewski

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…

Methodology · Statistics 2021-07-14 Ting Ye , Jun Shao , Yanyao Yi , Qingyuan Zhao