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If error distribution has heteroscedasticity, it voliates the assumption of linear regression. Expectile regression is a powerful tool for estimating the conditional expectiles of a response variable in this setting. Since multiple levels…

Methodology · Statistics 2022-08-03 Jinghang Lin , Yuan Huang , Shuangge Ma

Performing statistical inference in high-dimension is an outstanding challenge. A major source of difficulty is the absence of precise information on the distribution of high-dimensional estimators. Here, we consider linear regression in…

Statistics Theory · Mathematics 2016-06-15 Adel Javanmard , Andrea Montanari

Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical…

Methodology · Statistics 2015-10-22 T. Tony Cai , Anru Zhang

We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarded an infinite-dimensional nuisance parameter. Using a…

Econometrics · Economics 2020-09-18 Bas Werker , Bo Zhou

The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…

Methodology · Statistics 2025-02-04 Yidong Zhou , Hans-Georg Müller

In this paper, we consider a general distributed estimation problem in relay-assisted sensor networks by taking into account time-varying asymmetric communications, fading channels and intermittent measurements. Motivated by centralized…

Information Theory · Computer Science 2016-04-20 Shanying Zhu , Yeng Chai Soh , Lihua Xie

Fitting high-dimensional statistical models often requires the use of non-linear parameter estimation procedures. As a consequence, it is generally impossible to obtain an exact characterization of the probability distribution of the…

Methodology · Statistics 2014-04-03 Adel Javanmard , Andrea Montanari

Classical distributed estimation scenarios typically assume timely and reliable exchanges of information over the sensor network. This paper, in contrast, considers single time-scale distributed estimation via a sensor network subject to…

Systems and Control · Electrical Eng. & Systems 2021-09-08 Mohammadreza Doostmohammadian , Usman A. Khan , Mohammad Pirani , Themistoklis Charalambous

Collaborative learning across heterogeneous model architectures presents significant challenges in ensuring interoperability and preserving privacy. We propose a communication-efficient distributed learning framework that supports model…

Machine Learning · Computer Science 2025-09-30 Mounssif Krouka , Mehdi Bennis

In this paper, we present a novel framework incorporating a combination of sparse models in different domains. We posit the observed data as generated from a linear combination of a sparse Gaussian Markov model (with a sparse precision…

Machine Learning · Computer Science 2012-07-03 Majid Janzamin , Animashree Anandkumar

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

In applied time-to-event analysis, a flexible parametric approach is to model the hazard rate as a piecewise constant function of time. However, the change points and values of the piecewise constant hazard are usually unknown and need to…

Methodology · Statistics 2024-08-08 Manuel Rosenbaum , Jan Beyersmann , Michael Vogt

Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…

Methodology · Statistics 2023-09-13 Cole Manschot , Emily C. Hector

A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Sivaraman Dasarathan , Cihan Tepedelenlioglu

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

Machine Learning · Computer Science 2024-05-28 Yu-Jie Zhang , Zhen-Yu Zhang , Peng Zhao , Masashi Sugiyama

We study distributed estimation of a high-dimensional static parameter vector through a group of sensors whose communication network is modeled by a fixed directed graph. Different from existing time-triggered communication schemes, an…

Systems and Control · Electrical Eng. & Systems 2021-08-10 Xingkang He , Yu Xing , Junfeng Wu , Karl H. Johansson

This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…

Econometrics · Economics 2026-01-21 Yoichi Arai , Taisuke Otsu , Myung Hwan Seo

We consider parameter estimation in distributed networks, where each sensor in the network observes an independent sample from an underlying distribution and has $k$ bits to communicate its sample to a centralized processor which computes…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-23 Yanjun Han , Ayfer Özgür , Tsachy Weissman

Under a single-index regression assumption, we introduce a new semiparametric procedure to estimate a conditional density of a censored response. The regression model can be seen as a generalization of Cox regression model and also as a…

Statistics Theory · Mathematics 2009-03-22 Olivier Bouaziz , Olivier Lopez

This paper considers the problem of distributed state estimation using multi-robot systems. The robots have limited communication capabilities and, therefore, communicate their measurements intermittently only when they are physically close…

Robotics · Computer Science 2019-03-12 Reza Khodayi-mehr , Yiannis Kantaros , Michael M. Zavlanos