English
Related papers

Related papers: To ignore dependencies is perhaps not a sin

200 papers

We present a result according to which certain functions of covariance matrices are maximized at scalar multiples of the identity matrix. This is used to show that experimental designs that are optimal under an assumption of independent,…

Statistics Theory · Mathematics 2024-01-18 Douglas P. Wiens

In multi-response regression models, the error covariance matrix is never known in practice. Thus, there is a need for optimal designs which are robust against possible misspecification of the error covariance matrix. In this paper, we…

Methodology · Statistics 2019-10-03 Lucy L. Gao , Julie Zhou

Experimental designs that are minimax in the presence of model misspecifications have been constructed so as to minimize the maximum, over classes of alternate response models, of the integrated mean squared error of the predicted values.…

Statistics Theory · Mathematics 2026-04-27 Rui Hu , Douglas P. Wiens

We consider the estimation of a structural function which models a non-parametric relationship between a response and an endogenous regressor given an instrument in presence of dependence in the data generating process. Assuming an…

Statistics Theory · Mathematics 2016-04-08 Nicolas Asin , Jan Johannes

We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…

Machine Learning · Computer Science 2017-07-31 Francis Bach

We prove that the ordinary least-squares (OLS) estimator attains nearly minimax optimal performance for the identification of linear dynamical systems from a single observed trajectory. Our upper bound relies on a generalization of…

Machine Learning · Computer Science 2018-05-25 Max Simchowitz , Horia Mania , Stephen Tu , Michael I. Jordan , Benjamin Recht

We study the least squares regression function estimator over the class of real-valued functions on $[0,1]^d$ that are increasing in each coordinate. For uniformly bounded signals and with a fixed, cubic lattice design, we establish that…

Statistics Theory · Mathematics 2017-09-01 Qiyang Han , Tengyao Wang , Sabyasachi Chatterjee , Richard J. Samworth

We study the problem of designing minimax procedures in linear regression under the quantile risk. We start by considering the realizable setting with independent Gaussian noise, where for any given noise level and distribution of inputs,…

Statistics Theory · Mathematics 2024-06-19 Ayoub El Hanchi , Chris J. Maddison , Murat A. Erdogdu

We consider the problem of adaptive inference on a regression function at a point under a multivariate nonparametric regression setting. The regression function belongs to a H\"older class and is assumed to be monotone with respect to some…

Statistics Theory · Mathematics 2020-12-01 Koohyun Kwon , Soonwoo Kwon

This work studies an experimental design problem where {the values of a predictor variable, denoted by $x$}, are to be determined with the goal of estimating a function $m(x)$, which is observed with noise. A linear model is fitted to…

Statistics Theory · Mathematics 2023-05-03 David Azriel

We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the…

Methodology · Statistics 2024-04-03 Jing Lei , Kehui Chen , Haeun Moon

We consider the problem of constructing confidence intervals (CIs) for a linear functional of a regression function, such as its value at a point, the regression discontinuity parameter, or a regression coefficient in a linear or partly…

Statistics Theory · Mathematics 2018-04-03 Timothy B. Armstrong , Michal Kolesár

There is a growing demand for efficient data removal to comply with regulations like the GDPR and to mitigate the influence of biased or corrupted data. This has motivated the field of machine unlearning, which aims to eliminate the…

Machine Learning · Statistics 2026-04-08 Jingyi Xie , Linjun Zhang , Sai Li

This paper establishes bounds on the performance of empirical risk minimization for large-dimensional linear regression. We generalize existing results by allowing the data to be dependent and heavy-tailed. The analysis covers both the…

Econometrics · Economics 2025-04-23 Christian Brownlees , Guðmundur Stefán Guðmundsson

This paper investigates the effect of the design matrix on the ability (or inability) to estimate a sparse parameter in linear regression. More specifically, we characterize the optimal rate of estimation when the smallest singular value of…

Statistics Theory · Mathematics 2024-02-02 Reese Pathak , Cong Ma

Randomized experiments are the gold standard for causal inference, and justify simple comparisons across treatment groups. Regression adjustment provides a convenient way to incorporate covariate information for additional efficiency. This…

Methodology · Statistics 2022-10-25 Anqi Zhao , Peng Ding

Least squares linear regression is one of the oldest and widely used data analysis tools. Although the theoretical analysis of the ordinary least squares (OLS) estimator is as old, several fundamental questions are yet to be answered.…

Statistics Theory · Mathematics 2019-10-16 Arun K. Kuchibhotla , Lawrence D. Brown , Andreas Buja , Junhui Cai

Designs which are minimax in the presence of model misspecifications have been constructed so as to minimize the maximum, over classes of alternate response models, of the integrated mean squared error of the predicted values. This mean…

Statistics Theory · Mathematics 2026-03-05 Douglas P. Wiens

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…

Statistics Theory · Mathematics 2023-01-18 Wenlong Mou , Peng Ding , Martin J. Wainwright , Peter L. Bartlett

In this paper, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and provide theoretical guarantees for the induced implicit regularization phenomenon. Specifically, we…

Machine Learning · Statistics 2021-11-18 Jianqing Fan , Zhuoran Yang , Mengxin Yu
‹ Prev 1 2 3 10 Next ›