Related papers: Simultaneous Inference for Time Series Functional …
We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…
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…
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…
The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…
In the common partially linear single-index model we establish a Bahadur representation for a smoothing spline estimator of all model parameters and use this result to prove the joint weak convergence of the estimator of the index link…
The existing theory of penalized quantile regression for longitudinal data has focused primarily on point estimation. In this work, we investigate statistical inference. We propose a wild residual bootstrap procedure and show that it is…
In this paper, we propose a novel approach to detect heteroskedasticity in regression models with regressors contaminated by measurement error. Specifically, inspired by the integrated conditional moment (ICM) approach, we construct test…
Granger-causality in the frequency domain is an emerging tool to analyze the causal relationship between two time series. We propose a bootstrap test on unconditional and conditional Granger-causality spectra, as well as on their…
We provide uniform confidence bands for kernel ridge regression (KRR), a widely used nonparametric regression estimator for nonstandard data such as preferences, sequences, and graphs. Despite the prevalence of these data--e.g., student…
Background: The most widely used approach to joint modelling of repeated measurement and time to event data is to combine a linear Gaussian random effects model for the repeated measurements with a log-Gaussian frailty model for the…
We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…
This paper proposes a robust method for fault detection and severity estimation in multivariate time-series data to enhance predictive maintenance of mechanical systems. We use the Temporal Graph Convolutional Network (T-GCN) model to…
In many applications, data often arise from multiple groups that may share similar characteristics. A joint estimation method that models several groups simultaneously can be more efficient than estimating parameters in each group…
We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…
Reinforcement learning agent-based simulation (RL-ABS) has become an important tool for electricity market mechanism analysis and evaluation. In the modeling of monotone, bounded, multi-segment stepwise bids, existing methods typically let…
Unsupervised/self-supervised time series representation learning is a challenging problem because of its complex dynamics and sparse annotations. Existing works mainly adopt the framework of contrastive learning with the time-based…
Insurers are faced with the challenge of estimating the future reserves needed to handle historic and outstanding claims that are not fully settled. A well-known and widely used technique is the chain-ladder method, which is a deterministic…
This paper extends doubly robust censoring unbiased transformations to a broad class of censored data structures under the assumption of coarsening at random and positivity. This includes the classic survival and competing risks setting,…
Today, generalized linear mixed models are broadly used in many fields. However, the development of tools for performing simultaneous inference has been largely neglected in this domain. A framework for joint inference is indispensable to…
Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…