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We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

Tensors are becoming prevalent in modern applications such as medical imaging and digital marketing. In this paper, we propose a sparse tensor additive regression (STAR) that models a scalar response as a flexible nonparametric function of…

Machine Learning · Statistics 2021-03-08 Botao Hao , Boxiang Wang , Pengyuan Wang , Jingfei Zhang , Jian Yang , Will Wei Sun

This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…

Econometrics · Economics 2021-01-29 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

We proposed the tensor-input tree (TT) method for scalar-on-tensor and tensor-on-tensor regression problems. We first address scalar-on-tensor problem by proposing scalar-output regression tree models whose input variable are tensors (i.e.,…

Machine Learning · Computer Science 2025-07-10 Hengrui Luo , Akira Horiguchi , Li Ma

This article aims to seek a selection and estimation procedure for a class of tensor regression problems with multivariate covariates and matrix responses, which can provide theoretical guarantees for model selection in finite samples.…

Statistics Theory · Mathematics 2023-10-10 Yang Chen , Ziyan Luo

We study asymptotic behavior of one-step weighted $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent weighted…

Statistics Theory · Mathematics 2015-07-07 Yu. Yu. Linke

Contemporary applications, such as recommendation systems and mobile health monitoring, require real-time processing and analysis of sequentially arriving high-dimensional tensor data. Traditional offline learning, involving the storage and…

Machine Learning · Statistics 2026-02-16 Xin Wen , Will Wei Sun , Yichen Zhang

Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

Recently, tensor data (or multidimensional array) have been generated in many modern applications, such as functional magnetic resonance imaging (fMRI) in neuroscience and videos in video analysis. Many efforts are made in recent years to…

Machine Learning · Computer Science 2023-08-10 Jiaqi Zhang , Yinghao Cai , Zhaoyang Wang , Beilun Wang

The rapid growth of online network platforms generates large-scale network data and it poses great challenges for statistical analysis using the spatial autoregression (SAR) model. In this work, we develop a novel distributed estimation and…

Computation · Statistics 2023-11-29 Yimeng Ren , Zhe Li , Xuening Zhu , Yuan Gao , Hansheng Wang

This work proposes a systematic model reduction approach based on rank adaptive tensor recovery for partial differential equation (PDE) models with high-dimensional random parameters. Since the standard outputs of interest of these models…

Numerical Analysis · Mathematics 2019-02-15 Kejun Tang , Qifeng Liao

Researchers are increasingly incorporating numeric high-order data, i.e., numeric tensors, within their practice. Just like the matrix/vector (MV) paradigm, the development of multi-purpose, but high-performance, sparse data structures and…

Mathematical Software · Computer Science 2018-02-09 Adam P. Harrison , Dileepan Joseph

High-dimensional linear regression has been thoroughly studied in the context of independent and identically distributed data. We propose to investigate high-dimensional regression models for independent but non-identically distributed…

Statistics Theory · Mathematics 2026-05-20 Jérémie Bigot , Issa-Mbenard Dabo , Camille Male

We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…

Methodology · Statistics 2021-08-10 Karl Oskar Ekvall

In this paper, we focus on distributed estimation and support recovery for high-dimensional linear quantile regression. Quantile regression is a popular alternative tool to the least squares regression for robustness against outliers and…

Machine Learning · Statistics 2024-06-04 Caixing Wang , Ziliang Shen

The computational complexity of simultaneous inference methods in high-dimensional linear regression models quickly increases with the number variables. This paper proposes a computationally efficient method based on the Moore-Penrose…

Statistics Theory · Mathematics 2021-02-02 Tom Boot , Didier Nibbering

Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…

Numerical Analysis · Mathematics 2022-09-30 Andrei Chertkov , Gleb Ryzhakov , Georgii Novikov , Ivan Oseledets

Distributional effects, captured by quantile frameworks, are well-received for characterizing heterogeneous impacts of economic factors across the unobserved relative ranks. Censored outcome, endogenous regressor and heteroskedastic error…

Econometrics · Economics 2026-04-06 Xi Wang

As tensor-valued data become increasingly common in time series analysis, there is a growing need for flexible and interpretable models that can handle high-dimensional predictors and responses across multiple modes. We propose a unified…

Methodology · Statistics 2025-06-10 Shibo Li , Yao Zheng

Tensor networks are a tool first employed in the context of many-body quantum physics that now have a wide range of uses across the computational sciences, from numerical methods to machine learning. Methods integrating tensor networks into…

Machine Learning · Computer Science 2026-04-27 John Gardiner , Javier Lopez-Piqueres