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Methods for choosing a fixed set of knot locations in additive spline models are fairly well established in the statistical literature. While most of these methods are in principle directly extendable to non-additive surface models, they…

Computation · Statistics 2018-07-03 Feng Li , Mattias Villani

This paper presents a learning-based method to solve the traditional parameterization and knot placement problems in B-spline approximation. Different from conventional heuristic methods or recent AI-based methods, the proposed method does…

Computational Engineering, Finance, and Science · Computer Science 2024-06-17 Qiang Zou , Lizhen Zhu

This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…

Econometrics · Economics 2026-01-21 Yoichi Arai , Taisuke Otsu , Myung Hwan Seo

Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression. Response variables are modeled as a nonlinear, monotonic function of a linear combination of features. Estimation in this context…

Machine Learning · Statistics 2015-07-01 Ravi Ganti , Nikhil Rao , Rebecca M. Willett , Robert Nowak

Statisticians usually restrict regression to model relationships that are explicitly defined dependent and independent random variables; this paper outlines the newly developed method of non-response analysis and rotational analysis for…

Methodology · Statistics 2016-03-29 Rebecca D. Wooten

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Machine Learning · Computer Science 2020-07-09 Koji Maruhashi , Heewon Park , Rui Yamaguchi , Satoru Miyano

We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…

Statistics Theory · Mathematics 2021-08-05 Shuzhen Yang , Jianfeng Yao

The problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered. Under elliptical symmetry, the single index model can be reformulated as a proxy linear model whose regression…

Statistics Theory · Mathematics 2021-03-02 Hamid Eftekhari , Moulinath Banerjee , Ya'acov Ritov

Functional data analysis is typically performed in two steps: first, functionally representing discrete observations, and then applying functional methods to the so-represented data. The initial choice of a functional representation may…

Applications · Statistics 2024-05-15 Rani Basna , Hiba Nassar , Krzysztof Podgórski

In the era of big data, an ever-growing volume of information is recorded, either continuously over time or sporadically, at distinct time intervals. Functional Data Analysis (FDA) stands at the cutting edge of this data revolution,…

Methodology · Statistics 2024-10-21 Anna De Magistris , Valentina De Simone , Elvira Romano , Gerardo Toraldo

Feature selection is a critical component in predictive analytics that significantly affects the prediction accuracy and interpretability of models. Intrinsic methods for feature selection are built directly into model learning, providing a…

Machine Learning · Computer Science 2024-03-19 Theodor Stoecker , Nico Hambauer , Patrick Zschech , Mathias Kraus

Penalized spline smoothing is a popular and flexible method of obtaining estimates in nonparametric regression but the classical least-squares criterion is highly susceptible to model deviations and atypical observations. Penalized spline…

Methodology · Statistics 2021-01-12 Ioannis Kalogridis , Stefan Van Aelst

We propose a novel approach to nonlinear functional regression, called the Mapping-to-Parameter function model, which addresses complex and nonlinear functional regression problems in parameter space by employing any supervised learning…

Machine Learning · Computer Science 2024-01-29 Chengdong Shi , Ching-Hsun Tseng , Wei Zhao , Xiao-Jun Zeng

Sliced inverse regression is one of the most popular sufficient dimension reduction methods. Originally, it was designed for independent and identically distributed data and recently extend to the case of serially and spatially dependent…

Methodology · Statistics 2021-07-07 Christoph Muehlmann , Hannu Oja , Klaus Nordhausen

Estimating the structures at high or low quantiles has become an important subject and attracted increasing attention across numerous fields. However, due to data sparsity at tails, it usually is a challenging task to obtain reliable…

Methodology · Statistics 2021-11-08 Yingying Zhang , Yuefeng Si , Guodong Li , Chil-Ling Tsai

Linear regression studies the problem of estimating a model parameter $\beta^* \in \mathbb{R}^p$, from $n$ observations $\{(y_i,\mathbf{x}_i)\}_{i=1}^n$ from linear model $y_i = \langle \mathbf{x}_i,\beta^* \rangle + \epsilon_i$. We…

Machine Learning · Statistics 2015-05-14 Xinyang Yi , Zhaoran Wang , Constantine Caramanis , Han Liu

While regression models capture the relationship between predictors and the response variable, they often lack intuitive accompanying methods to understand the influence of predictors on the outcome. To address this, we introduce an…

Methodology · Statistics 2026-02-06 Jihao You , Dan Tulpan , Jiaojiao Diao , Jennifer L. Ellis

We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…

Methodology · Statistics 2025-05-09 Kyunghee Han , Yeonjoo Park , Soo-Young Kim

In regression analysis, associations between continuous predictors and the outcome are often assumed to be linear. However, modeling the associations as non-linear can improve model fit. Many flexible modeling techniques, like (fractional)…

We address a classical problem in statistics: adding two-way interaction terms to a regression model. As the covariate dimension increases quadratically, we develop an estimator that adapts well to this increase, while providing accurate…

Methodology · Statistics 2023-09-26 Mark A. van de Wiel , Matteo Amestoy , Jeroen Hoogland