Related papers: A class of bootstrap based residuals for compositi…
A compositional tree refers to a tree structure on a set of random variables where each random variable is a node and composition occurs at each non-leaf node of the tree. As a generalization of compositional data, compositional trees…
Logistic regression is widely used to model the propensity score in the analysis of nonignorable missing data. However, goodness-of-fit testing for this propensity score model has received limited attention in the literature. In this paper,…
The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only…
This paper is mainly concerned with asymptotic studies of weighted bootstrap for u- and v-statistics. We derive the consistency of the weighted bootstrap u- and v-statistics, based on i.i.d. and non i.i.d. observations, from some more…
A new mixture autoregressive model based on Student's $t$-distribution is proposed. A key feature of our model is that the conditional $t$-distributions of the component models are based on autoregressions that have multivariate…
This paper proposes a new generalized linear model with the fractional binomial distribution. Zero-inflated Poisson/negative binomial distributions are used for count data with many zeros. To analyze the association of such a count variable…
Multiple imputation has become one of the most popular approaches for handling missing data in statistical analyses. Part of this success is due to Rubin's simple combination rules. These give frequentist valid inferences when the…
We explore generalizations of some integrated learning and optimization frameworks for data-driven contextual stochastic optimization that can adapt to heteroscedasticity. We identify conditions on the stochastic program, data generation…
In a regression model, prediction is typically performed after model selection. The large variability in the model selection makes the prediction unstable. Thus, it is essential to reduce the variability in model selection and improve…
Model averaging has gained significant attention in recent years due to its ability of fusing information from different models. The critical challenge in frequentist model averaging is the choice of weight vector. The bootstrap method,…
Although there is an extensive literature on the eigenvalues of high-dimensional sample covariance matrices, much of it is specialized to independent components (IC) models -- in which observations are represented as linear transformations…
Neural networks are very powerful learning systems, but they do not readily generalize from one task to the other. This is partly due to the fact that they do not learn in a compositional way, that is, by discovering skills that are shared…
Multilevel compositional data, such as data sampled over time that are non-negative and sum to a constant value, are common in various fields. However, there is currently no software specifically built to model compositional data in a…
In frequency domain analysis for spatial data, spectral averages based on the periodogram often play an important role in understanding spatial covariance structure, but also have complicated sampling distributions due to complex variances…
We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…
Class-incremental learning aims to learn new classes in an incremental fashion without forgetting the previously learned ones. Several research works have shown how additional data can be used by incremental models to help mitigate…
In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…
Resampling techniques have become increasingly popular for estimation of uncertainty in data collected via surveys. Survey data are also frequently subject to missing data which are often imputed. This note addresses the issue of using…
Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables…
In this paper we consider portmanteau tests for testing the adequacy of multiplicative seasonal autoregressive moving-average (SARMA) models under the assumption that the errors are uncorrelated but not necessarily independent.We relax the…