Related papers: Moran's I 2-Stage Lasso: for Models with Spatial C…

This paper introduces 2Fast-2Lamaa, a lidar-inertial state estimation framework for odometry, mapping, and localization. Its first key component is the optimization-based undistortion of lidar scans, which uses continuous IMU preintegration…

This paper is concerned with high-dimensional error-in-variables regression that aims at identifying a small number of important interpretable factors for corrupted data from many applications where measurement errors or missing data can…

Given $n$ noisy samples with $p$ dimensions, where $n \ll p$, we show that the multi-step thresholding procedure based on the Lasso -- we call it the {\it Thresholded Lasso}, can accurately estimate a sparse vector $\beta \in \R^p$ in a…

In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping…

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

This paper proposes a bootstrap-assisted procedure to conduct simultaneous inference for high dimensional sparse linear models based on the recent de-sparsifying Lasso estimator (van de Geer et al. 2014). Our procedure allows the dimension…

We study identification and estimation of the average treatment effect in a correlated random coefficients model that allows for first stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and…

In this paper, we present INertial Lidar Localisation Autocalibration And MApping (IN2LAAMA): an offline probabilistic framework for localisation, mapping, and extrinsic calibration based on a 3D-lidar and a 6-DoF-IMU. Most of today's…

The Lippmann--Schwinger--Lanczos (LSL) algorithm has recently been shown to provide an efficient tool for imaging and direct inversion of synthetic aperture radar data in multi-scattering environments [17], where the data set is limited to…

A triangular structural panel data model with additive separable individual-specific effects is used to model the causal effect of a covariate on an outcome variable when there are unobservable confounders with some of them time-invariant.…

Model selection in the large-P small-N scenario is discussed in the framework of two-stage models. Two specific models are considered, namely, two-stage least squares (TSLS) involving instrumental variables (IVs), and mediation models. In…

The linear coefficient in a partially linear model with confounding variables can be estimated using double machine learning (DML). However, this DML estimator has a two-stage least squares (TSLS) interpretation and may produce overly wide…

We propose a new 2-stage procedure that relies on the elastic net penalty to estimate a network based on partial correlations when data are heavy-tailed. The new estimator allows to consider the lasso penalty as a special case. Using Monte…

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend…

This paper proposes a general adaptive procedure for budget-limited predictor design in high dimensions called two-stage Sampling, Prediction and Adaptive Regression via Correlation Screening (SPARCS). SPARCS can be applied to high…

Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…

Convolution is spatially-symmetric, i.e., the visual features are independent of its position in the image, which limits its ability to utilize contextual cues for visual recognition. This paper addresses this issue by introducing a…

We study the estimation of causal effects on group-level parameters identified from microdata (e.g., child penalties). We demonstrate that standard one-step methods (such as pooled OLS and IV regressions) are generally inconsistent due to…

Interval-valued data receives much attention due to its wide applications in the fields of finance, econometrics, meteorology and medicine. However, most regression models developed for interval-valued data assume observations are mutually…

We consider a high-dimensional multi-outcome regression in which $q,$ possibly dependent, binary and continuous outcomes are regressed onto $p$ covariates. We model the observed outcome vector as a partially observed latent realization from…