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This paper proposes a nonparametric Bayesian framework called VariScan for simultaneous clustering, variable selection, and prediction in high-throughput regression settings. Poisson-Dirichlet processes are utilized to detect…

Methodology · Statistics 2019-10-08 Subharup Guha , Veerabhadran Baladandayuthapani

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

Traditional statistical inference in cluster randomized trials typically invokes the asymptotic theory that requires the number of clusters to approach infinity. In this article, we propose an alternative conformal causal inference…

Methodology · Statistics 2024-10-03 Bingkai Wang , Fan Li , Mengxin Yu

Covariate shift in regression problems and the associated distribution mismatch between training and test data is a commonly encountered phenomenon in machine learning. In this paper, we extend recent results on nonparametric convergence…

Statistics Theory · Mathematics 2024-05-28 Lukas Trottner

This paper develops a method to construct uniform confidence bands for a nonparametric regression function where a predictor variable is subject to a measurement error. We allow for the distribution of the measurement error to be unknown,…

Statistics Theory · Mathematics 2019-06-17 Kengo Kato , Yuya Sasaki

The nonparametric formulation of density-based clustering, known as modal clustering, draws a correspondence between groups and the attraction domains of the modes of the density function underlying the data. Its probabilistic foundation…

Methodology · Statistics 2020-10-27 Federico Ferraccioli , Giovanna Menardi

We study nonparametric regression with covariates $X$ and outcome $Y$ under random unbiased perturbations (RUPs) of the conditional distribution $Y|X$, where the marginal distribution of covariates, $P^X$, remains fixed but the conditional…

Statistics Theory · Mathematics 2025-11-27 Anna Lyubarskaja , Dominik Rothenhäusler

Nonparametric density estimation for compositional data supported on the simplex is examined under a missing at random mechanism. Rather than imputing missing values and estimating the density from a completed data set, we adopt a strategy…

Methodology · Statistics 2026-03-10 Hanen Daayeb , Wissem Jedidi , Salah Khardani , Guanjie Lyu , Frédéric Ouimet

In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…

Machine Learning · Statistics 2024-12-10 Behrad Moniri , Hamed Hassani

We investigate asymptotic properties of least-absolute-deviation or median quantile estimates of the location and scale functions in nonparametric regression models with dependent data from multiple subjects. Under a general dependence…

Statistics Theory · Mathematics 2014-07-07 Zhibiao Zhao , Ying Wei , Dennis K. J. Lin

A key assumption in the theory of nonlinear adaptive control is that the uncertainty of the system can be expressed in the linear span of a set of known basis functions. While this assumption leads to efficient algorithms, it limits…

Optimization and Control · Mathematics 2022-08-26 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

Let $i=1,\ldots,N$ index a simple random sample of units drawn from some large population. For each unit we observe the vector of regressors $X_{i}$ and, for each of the $N\left(N-1\right)$ ordered pairs of units, an outcome $Y_{ij}$. The…

Statistics Theory · Mathematics 2021-03-05 Bryan S. Graham , Fengshi Niu , James L. Powell

We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…

Machine Learning · Statistics 2022-06-17 Meyer Scetbon , Laurent Meunier , Yaniv Romano

Modal regression estimates the local modes of the distribution of $Y$ given $X=x$, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple…

Methodology · Statistics 2016-03-31 Yen-Chi Chen , Christopher R. Genovese , Ryan J. Tibshirani , Larry Wasserman

We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…

Information Theory · Computer Science 2019-01-30 Qunwei Li , Tiexing Wang , Donald J. Bucci , Yingbin Liang , Biao Chen , Pramod K. Varshney

This paper proposes a fast and scalable method for uncertainty quantification of machine learning models' predictions. First, we show the principled way to measure the uncertainty of predictions for a classifier based on Nadaraya-Watson's…

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this…

Machine Learning · Computer Science 2026-05-12 Johannes Teutsch , Oleksii Molodchyk , Marion Leibold , Timm Faulwasser , Armin Lederer

The paper introduces a method to construct confidence bands for bounded, band-limited functions based on a finite sample of input-output pairs. The approach is distribution-free w.r.t. the observation noises and only the knowledge of the…

Machine Learning · Statistics 2022-07-28 Balázs Csanád Csáji , Bálint Horváth

Regularized kernel methods such as, e.g., support vector machines and least-squares support vector regression constitute an important class of standard learning algorithms in machine learning. Theoretical investigations concerning…

Machine Learning · Statistics 2012-03-21 Robert Hable