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Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

Methodology · Statistics 2024-01-19 Jerzy Wieczorek

We consider the problem of model building for rare events prediction in longitudinal follow-up studies. In this paper, we compare several resampling methods to improve standard regression models on a real life example. We evaluate the…

Methodology · Statistics 2023-06-21 Pierre Druilhet , Mathieu Berthe , Stéphanie Léger

Regression discontinuity (RD) designs with multiple running variables arise in a growing number of empirical applications, including geographic boundaries and multi-score assignment rules. Although recent methodological work has extended…

Econometrics · Economics 2026-02-04 Artem Samiahulin

The paper considers a distributed robust estimation problem over a network with directed topology involving continuous time observers. While measurements are available to the observers continuously, the nodes interact according to a…

Optimization and Control · Mathematics 2014-01-09 V. Ugrinovskii , E. Fridman

The paper considers a distributed robust estimation problem over a network with directed topology involving continuous time observers. While measurements are available to the observers continuously, the nodes interact according to a…

Systems and Control · Computer Science 2014-05-09 V. Ugrinovskii , E. Fridman

Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…

Econometrics · Economics 2026-03-20 Claudia Noack , Tomasz Olma , Christoph Rothe

Regression experts consistently recommend plotting residuals for model diagnosis, despite the availability of many numerical hypothesis test procedures designed to use residuals to assess problems with a model fit. Here we provide evidence…

Applications · Statistics 2024-11-04 Weihao Li , Dianne Cook , Emi Tanaka , Susan VanderPlas

This paper is dedicated to a robust ordinal method for learning the preferences of a decision maker between subsets. The decision model, derived from Fishburn and LaValle (1996) and whose parameters we learn, is general enough to be…

Artificial Intelligence · Computer Science 2023-08-08 Hugo Gilbert , Mohamed Ouaguenouni , Meltem Ozturk , Olivier Spanjaard

We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but…

Econometrics · Economics 2019-05-14 Takayuki Toda , Ayako Wakano , Takahiro Hoshino

We study regression discontinuity designs when covariates are included in the estimation. We examine local polynomial estimators that include discrete or continuous covariates in an additive separable way, but without imposing any…

Econometrics · Economics 2019-07-02 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell , Rocio Titiunik

The increasing threat of emerging infectious diseases and antimicrobial resistance requires more efficient, high-quality research. Perpetual Observational Studies (POS) nested within a clinical research network can improve planning, quality…

Nowadays, the utilization of the ever expanding amount of data has made a huge impact on web technologies while also causing various types of security concerns. On one hand, potential gains are highly anticipated if different organizations…

Machine Learning · Computer Science 2020-04-13 Chaochao Chen , Liang Li , Wenjing Fang , Jun Zhou , Li Wang , Lei Wang , Shuang Yang , Alex Liu , Hao Wang

Modern data management systems often need to deal with massive, dynamic and inherently distributed data sources. We collect the data using a distributed network, and at the same time try to maintain a global view of the data at a central…

Data Structures and Algorithms · Computer Science 2016-08-04 Jiecao Chen , Qin Zhang

In the signal processing and statistics literature, the minimum description length (MDL) principle is a popular tool for choosing model complexity. Successful examples include signal denoising and variable selection in linear regression,…

Signal Processing · Electrical Eng. & Systems 2022-01-28 Zhenyu Wei , Raymond K. W. Wong , Thomas C. M. Lee

The development of sophisticated experimental means to control nanoscale systems has motivated efforts to design driving protocols which minimize the energy dissipated to the environment. Computational models are a crucial tool in this…

Statistical Mechanics · Physics 2016-09-14 Todd R. Gingrich , Grant M. Rotskoff , Gavin E. Crooks , Phillip L. Geissler

Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…

Methodology · Statistics 2026-03-03 Stefan Inerle , Markus Pauly , Moritz Berger

Learning to sample from complex unnormalized distributions over discrete domains emerged as a promising research direction with applications in statistical physics, variational inference, and combinatorial optimization. Recent work has…

We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. We are mainly…

Statistics Theory · Mathematics 2011-11-22 Vladimir Vovk , Ilia Nouretdinov , Alex Gammerman

Discontinuities can be fairly arbitrary but also cause a significant impact on outcomes in larger systems. Indeed, their arbitrariness is why they have been used to infer causal relationships among variables in numerous settings. Regression…

Information Theory · Computer Science 2023-12-29 Ibtihal Ferwana , Suyoung Park , Ting-Yi Wu , Lav R. Varshney

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