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In this paper, we investigate the adequacy testing problem of high-dimensional factor-augmented regression model. Existing test procedures perform not well under dense alternatives. To address this critical issue, we introduce a novel…

Methodology · Statistics 2025-04-04 Yanmei Shi , Leheng Cai , Xu Guo , Shurong Zheng

Despite the versatility of generalized linear mixed models in handling complex experimental designs, they often suffer from misspecification and convergence problems. This makes inference on the values of coefficients problematic. To…

Methodology · Statistics 2025-03-31 Angela Andreella , Jelle Goeman , Jesse Hemerik , Livio Finos

A new method for estimating structural equation models (SEM) is proposed and evaluated. In contrast to most other methods, it is based directly on the data, not on the covariance matrix of the data. The new approach is flexible enough to…

Methodology · Statistics 2021-10-22 Reinhard Oldenburg

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Applications · Statistics 2019-11-20 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

Large-scale multiple testing under static factor models is widely used to detect sparse signals in high-dimensional data. However, static factor models are arguably too stringent because they ignore serial correlation, which seriously…

Statistics Theory · Mathematics 2025-04-04 Xinxin Yang , Lilun Du

This paper introduces a likelihood ratio (LR)-type test that possesses the robustness properties of \(C(\alpha)\)-type procedures in an extremum estimation setting. The test statistic is constructed by applying separate adjustments to the…

Econometrics · Economics 2025-10-21 Jean-Marie Dufour , Purevdorj Tuvaandorj

Principal component regression (PCR) is a popular technique for fixed-design error-in-variables regression, a generalization of the linear regression setting in which the observed covariates are corrupted with random noise. We provide the…

Machine Learning · Computer Science 2024-08-06 Anish Agarwal , Keegan Harris , Justin Whitehouse , Zhiwei Steven Wu

We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation. We recast the causal inference problem as a counterfactual prediction and a structural breaks testing problem. This allows us to…

Econometrics · Economics 2022-01-26 Victor Chernozhukov , Kaspar Wüthrich , Yinchu Zhu

Modern, powerful techniques for the residual analysis of spatial-temporal point process models are reviewed and compared. These methods are applied to California earthquake forecast models used in the Collaboratory for the Study of…

Applications · Statistics 2012-03-01 Robert Alan Clements , Frederic Paik Schoenberg , Danijel Schorlemmer

We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…

Methodology · Statistics 2026-02-26 Fangyi Chen , Hok Kan Ling , Zhiliang Ying

We herein propose a new robust estimation method based on random projections that is adaptive and, automatically produces a robust estimate, while enabling easy computations for high or infinite dimensional data. Under some restricted…

Methodology · Statistics 2023-12-29 Ricardo Fraiman , Marcela Svarc

Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…

Computation · Statistics 2021-04-13 Christian Agrell , Kristina Rognlien Dahl

Localization of unknown faults in industrial systems is a difficult task for data-driven diagnosis methods. The classification performance of many machine learning methods relies on the quality of training data. Unknown faults, for example…

Signal Processing · Electrical Eng. & Systems 2019-10-15 Daniel Jung

Understanding material failure is critical for designing stronger and lighter structures by identifying weaknesses that could be mitigated. Existing full-physics numerical simulation techniques involve trade-offs between speed, accuracy,…

We construct two error feedback controllers for robust output tracking and disturbance rejection of a regular linear system with nonsmooth reference and disturbance signals. We show that for sufficiently smooth signals the output converges…

Optimization and Control · Mathematics 2023-03-01 Lassi Paunonen

Software reliability is an important quality attrib-ute, often evaluated as either a function of time or of system structures. The goal of this study is to have this metric cover both for component-based software, be-cause its reliability…

Software Engineering · Computer Science 2007-05-23 Wen-Li Wang , Mei-Huei Tang

The contribution of this paper is threefold: first, it defines a framework for modelling component-based systems, as well as a formalization of integration rules to combine their behavior. This is based on finite state machines (FSM).…

Software Engineering · Computer Science 2014-06-12 Bilal Kanso , Omar Chebaro

The reliability of a high-throughput biological experiment relies highly on the settings of the operational factors in its experimental and data-analytic procedures. Understanding how operational factors influence the reproducibility of the…

Methodology · Statistics 2018-07-04 Feipeng Zhang , Frank Shen , Tao Yang , Qunhua Li

Many problems in computational science and engineering become one-to-many after coarse graining, partial observation, or inverse reconstruction: a resolved state may not determine a unique subgrid forcing, a structural descriptor may not…

Machine Learning · Statistics 2026-05-28 Junfeng Chen

We consider identification, inference and validation of linear panel data models when both factors and factor loadings are accounted for by a nonparametric function. This general specification encompasses rather popular models such as the…

Econometrics · Economics 2025-06-13 Juan M. Rodriguez-Poo , Alexandra Soberon , Stefan Sperlich