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In this study, a scalable online kernel learning framework is proposed for estimating bidirectional causal effects in systems characterized by mutual dependence and heteroskedasticity. Traditional causal inference often focuses on…

Machine Learning · Statistics 2025-11-24 Masahiro Tanaka

Uniformly valid inference for cointegrated vector autoregressive processes has so far proven difficult due to certain discontinuities arising in the asymptotic distribution of the least squares estimator. We extend asymptotic results from…

Statistics Theory · Mathematics 2023-12-08 Christian Holberg , Susanne Ditlevsen

This paper addresses estimation in a longitudinal regression model for association between a scalar outcome and a set of longitudinally-collected functional covariates or predictor curves. The framework consists of estimating a time-varying…

Applications · Statistics 2020-06-30 Madan G. Kundu , Jaroslaw Harezlak , Timothy W. Randolph

In this paper, we consider a single-index mixed model with longitudinal data. A new set of estimating equations is proposed to estimate the single-index coefficient. The link function is estimated by using the local linear smoothing.…

Methodology · Statistics 2010-04-06 Zhen Pang , Liugen Xue

We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the…

Statistics Theory · Mathematics 2007-06-13 Hans-Georg Muller , Ulrich Stadtmuller

This paper studies high-dimensional regression with two-way structured data. To estimate the high-dimensional coefficient vector, we propose the generalized matrix decomposition regression (GMDR) to efficiently leverage any auxiliary…

Methodology · Statistics 2023-02-17 Yue Wang , Ali Shojaie , Timothy W. Randolph , Parker Knight , Jing Ma

This paper presents a significant advancement in the estimation of the Composite Link Model within a penalized likelihood framework, specifically designed to address indirect observations of grouped count data. While the model is effective…

Methodology · Statistics 2025-12-16 Carlo G. Camarda , María Durbán

Surrogate modeling for systems with high-dimensional quantities of interest remains challenging, particularly when training data are costly to acquire. This work develops multifidelity methods for multiple-input multiple-output linear…

Machine Learning · Statistics 2026-03-31 Vignesh Sella , Julie Pham , Karen Willcox , Anirban Chaudhuri

Many high dimensional and high-throughput biological datasets have complex sample correlation structures, which include longitudinal and multiple tissue data, as well as data with multiple treatment conditions or related individuals. These…

Methodology · Statistics 2018-08-20 Chris McKennan , Dan Nicolae

Wearable devices permit the continuous monitoring of biological processes, such as blood glucose metabolism, and behavior, such as sleep quality and physical activity. The continuous monitoring often occurs in epochs of 60 seconds over…

Methodology · Statistics 2024-04-23 Yuanyuan Luan , Roger S. Zoh , Erjia Cui , Xue Lan , Sneha Jadhav , Carmen D. Tekwe

High resolution microarrays and second-generation sequencing platforms are powerful tools to investigate genome-wide alterations in DNA copy number, methylation and gene expression associated with a disease. An integrated genomic profiling…

Applications · Statistics 2013-04-22 Ronglai Shen , Sijian Wang , Qianxing Mo

This paper is motivated by a regression analysis of electroencephalography (EEG) neuroimaging data with high-dimensional correlated responses with multi-level nested correlations. We develop a divide-and-conquer procedure implemented in a…

Methodology · Statistics 2020-05-29 Emily C. Hector , Peter X. -K. Song

Inferring causal relationships or related associations from observational data can be invalidated by the existence of hidden confounding. We focus on a high-dimensional linear regression setting, where the measured covariates are affected…

Methodology · Statistics 2021-07-22 Zijian Guo , Domagoj Ćevid , Peter Bühlmann

Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…

Methodology · Statistics 2024-10-29 Yuming Zhang , Stéphane Guerrier , Runze Li

Valid uncertainty quantification after model selection remains challenging in high-dimensional linear regression, especially within the possibilistic inferential model (PIM) framework. We develop possibilistic inferential models for…

Methodology · Statistics 2025-12-23 Yaohui Lin

In the last few decades, the study of ordinal data in which the variable of interest is not exactly observed but only known to be in a specific ordinal category has become important. In Psychometrics such variables are analysed under the…

Econometrics · Economics 2025-01-22 Bernard M. S. van Praag , J. Peter Hop , William H. Greene

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

Econometrics · Economics 2024-01-15 Chenlei Leng , Degui Li , Hanlin Shang , Yingcun Xia

In many applications, linear models fit the data poorly. This article studies an appealing alternative, the generalized regression model. This model only assumes that there exists an unknown monotonically increasing link function connecting…

Methodology · Statistics 2017-07-24 Fang Han , Hongkai Ji , Zhicheng Ji , Honglang Wang

Repeated-measure designs allow comparisons within a group as well as between groups, and are commonly referred to as split-plot designs. While originating in agricultural experiments, they are now widely used in medical research,…

Computation · Statistics 2025-12-22 Paavo Sattler , Nils Hichert

We develop a uniform inference theory for high-dimensional slope parameters in threshold regression models, allowing for either cross-sectional or time series data. We first establish oracle inequalities for prediction errors, and L1…

Econometrics · Economics 2025-09-16 Jiatong Li , Hongqiang Yan
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