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A severe limitation of many nonparametric estimators for random coefficient models is the exponential increase of the number of parameters in the number of random coefficients included into the model. This property, known as the curse of…

Econometrics · Economics 2024-08-15 Maximilian Osterhaus

We consider the problem of estimation of a linear functional in the Gaussian sequence model where the unknown vector theta in R^d belongs to a class of s-sparse vectors with unknown s. We suggest an adaptive estimator achieving a…

Statistics Theory · Mathematics 2017-10-09 Olivier Collier , Laëtitia Comminges , Alexandre B. Tsybakov , Nicolas Verzélen

Modeling inverse dynamics is crucial for accurate feedforward robot control. The model computes the necessary joint torques, to perform a desired movement. The highly non-linear inverse function of the dynamical system can be approximated…

Machine Learning · Computer Science 2017-11-15 Stephan Baier , Volker Tresp

Applications of functional data with large numbers of predictors have grown precipitously in recent years, driven, in part, by rapid advances in genotyping technologies. Given the large numbers of genetic mutations encountered in genetic…

Statistics Theory · Mathematics 2016-10-25 Zhaohu Fan , Matthew Reimherr

The paper considers variable selection in linear regression models where the number of covariates is possibly much larger than the number of observations. High dimensionality of the data brings in many complications, such as (possibly…

Methodology · Statistics 2016-11-29 Haeran Cho , Piotr Fryzlewicz

Sparse coding aims to model data vectors as sparse linear combinations of basis elements, but a majority of related studies are restricted to continuous data without spatial or temporal structure. A new model-based sparse coding (MSC)…

Methodology · Statistics 2021-08-24 Xin Xing , Rui Xie , Wenxuan Zhong

This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural…

Statistics Theory · Mathematics 2014-02-06 Zudi Lu , Qingguo Tang , Longsheng Cheng

Biomedical studies have a common interest in assessing relationships between multiple related health outcomes and high-dimensional predictors. For example, in reproductive epidemiology, one may collect pregnancy outcomes such as length of…

Applications · Statistics 2011-11-24 Bin Zhu , David B. Dunson , Allison E. Ashley-Koch

Sparse linear models are one of several core tools for interpretable machine learning, a field of emerging importance as predictive models permeate decision-making in many domains. Unfortunately, sparse linear models are far less flexible…

Machine Learning · Statistics 2024-01-03 Ryan Thompson , Amir Dezfouli , Robert Kohn

The model interpretation is essential in many application scenarios and to build a classification model with a ease of model interpretation may provide useful information for further studies and improvement. It is common to encounter with a…

Machine Learning · Statistics 2019-01-07 Wan-Ping Nicole Chen , Yuan-chin Ivan Chang

We consider a quadratic functional regression model in which a scalar response depends on a functional predictor; the common functional linear model is a special case. We wish to test the significance of the nonlinear term in the model. We…

Statistics Theory · Mathematics 2013-12-17 Lajos Horváth , Ron Reeder

Partial least squares (PLS) regression combines dimensionality reduction and prediction using a latent variable model. Since partial least squares regression (PLS-R) does not require matrix inversion or diagonalization, it can be applied to…

Methodology · Statistics 2014-08-05 Tzu-Yu Liu , Laura Trinchera , Arthur Tenenhaus , Dennis Wei , Alfred O. Hero

This paper considers multiple regression procedures for analyzing the relationship between a response variable and a vector of covariates in a nonparametric setting where both tuning parameters and the number of covariates need to be…

Statistics Theory · Mathematics 2007-06-13 Chad M. Schafer , Kjell A. Doksum

We consider statistical inference for a finite-dimensional parameter in a regular semiparametric model under a distributed setting with blockwise missingness, where entire blocks of variables are unavailable at certain sites and sharing…

Methodology · Statistics 2025-08-26 Jingyue Huang , Huiyuan Wang , Yuqing Lei , Yong Chen

We investigate structured sparsity methods for variable selection in regression problems where the target depends nonlinearly on the inputs. We focus on general nonlinear functions not limiting a priori the function space to additive…

Machine Learning · Statistics 2018-05-17 Magda Gregorová , Alexandros Kalousis , Stéphane Marchand-Maillet

Random field models have been widely employed to develop a predictor of an expensive function based on observations from an experiment. The traditional framework for developing a predictor with random field models can fail due to the…

Methodology · Statistics 2014-12-05 Matthew Plumlee

Missing values in datasets are common in applied statistics. For regression problems, theoretical work thus far has largely considered the issue of missing covariates as distinct from missing responses. However, in practice, many datasets…

Statistics Theory · Mathematics 2026-02-17 Benedict M. Risebrow , Thomas B. Berrett

Linear regression models have been extensively considered in the literature. However, in some practical applications they may not be appropriate all over the range of the covariate. In this paper, a more flexible model is introduced by…

Statistics Theory · Mathematics 2023-12-19 Graciela Boente , Florencia Leonardi , Daniela Rodriguez , Mariela Sued

In many problem settings, parameter vectors are not merely sparse but dependent in such a way that non-zero coefficients tend to cluster together. We refer to this form of dependency as "region sparsity." Classical sparse regression…

Machine Learning · Statistics 2019-01-28 Anqi Wu , Oluwasanmi Koyejo , Jonathan W. Pillow

This paper proposes a flexible new framework for constructing Neyman-orthogonal scores in semiparametric models involving infinite-dimensional nuisance parameters. While locally estimation is vital for integrating machine learning into…

Methodology · Statistics 2026-04-30 Kun Ren , Wen Su , Li Liu , Ian W. McKeague , Xingqiu Zhao
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