Related papers: A Robust Residual-Based Test for Structural Change…
Determining the number of factors in high-dimensional factor modeling is essential but challenging, especially when the data are heavy-tailed. In this paper, we introduce a new estimator based on the spectral properties of Spearman sample…
Conformal prediction provides finite-sample, distribution-free coverage under exchangeability, but standard constructions may lack robustness in the presence of outliers or heavy tails. We propose a robust conformal method based on a…
This paper introduces a novel goodness-of-fit test technique for parametric conditional distributions. The proposed tests are based on a residual marked empirical process, for which we develop a conditional Principal Component Analysis. The…
We introduce a criterion, resilience, which allows properties of a dataset (such as its mean or best low rank approximation) to be robustly computed, even in the presence of a large fraction of arbitrary additional data. Resilience is a…
Machine learning has demonstrated remarkable performance over finite datasets, yet whether the scores over the fixed benchmarks can sufficiently indicate the model's performance in the real world is still in discussion. In reality, an ideal…
This paper presents a new stochastic finite element method for computing structural stochastic responses. The method provides a new expansion of stochastic response and decouples the stochastic response into a combination of a series of…
This paper considers a structural-factor approach to modeling high-dimensional time series and space-time data by decomposing individual series into trend, seasonal, and irregular components. For ease in analyzing many time series, we…
We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. Because the frailty model includes random effects, the parameters are estimated…
A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantile levels, which makes our framework more flexible than the…
We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…
Suppose we want to estimate a total effect with covariate adjustment in a linear structural equation model. We have a causal graph to decide what covariates to adjust for, but are uncertain about the graph. Here, we propose a testing…
Our goal is to produce validation data that can be used as an efficient (pre) test set for structural stuck-at faults. In this paper, we detail an original test-oriented mutation sampling technique used for generating such data and we…
Constraint-based methods are one of the main approaches for causal structure learning that are particularly valued as they are asymptotically guaranteed to find a structure that is Markov equivalent to the causal graph of the system. On the…
A novel residual-type {\it a posteriori} error analysis technique is developed for multipoint flux mixed finite element methods for flow in porous media in two or three space dimensions. The derived {\it a posteriori} error estimator for…
In this study, we address causal inference when only observational data and a valid causal ordering from the causal graph are available. We introduce a set of flow models that can recover component-wise, invertible transformation of…
In this paper we study saturated fractions of factorial designs under the perspective of Algebraic Statistics. We define a criterion to check whether a fraction is saturated or not with respect to a given model. The proposed criterion is…
This paper proposes new specification tests for conditional models with discrete responses, which are key to apply efficient maximum likelihood methods, to obtain consistent estimates of partial effects and to get appropriate predictions of…
Online system identification algorithms are widely used for monitoring, diagnostics and control by continuously adapting to time-varying dynamics. Typically, these algorithms consider a model structure that lacks parsimony and offers…
We consider mixed finite element approximation of a singularly perturbed fourth-order elliptic problem with two different boundary conditions, and present a new measure of the error, whose components are balanced with respect to the…
We introduce flexible robust functional regression models, using various heavy-tailed processes, including a Student $t$-process. We propose efficient algorithms in estimating parameters for the marginal mean inferences and in predicting…