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Estimating the empirical distribution of a scalar-valued data set is a basic and fundamental task. In this paper, we tackle the problem of estimating an empirical distribution in a setting with two challenging features. First, the algorithm…

Machine Learning · Computer Science 2023-01-16 Princewill Okoroafor , Vaishnavi Gupta , Robert Kleinberg , Eleanor Goh

Many risk-sensitive applications require well-calibrated prediction sets over multiple, potentially correlated target variables, for which the prediction algorithm may report correlated errors. In this work, we aim to construct the…

Machine Learning · Computer Science 2025-03-12 Ji Won Park , Robert Tibshirani , Kyunghyun Cho

Network surveys of key populations at risk for HIV are an essential part of the effort to understand how the epidemic spreads and how it can be prevented. Estimation of population values from the sample data has been probematical, however,…

Applications · Statistics 2019-09-12 Steve Thompson

In this paper, we propose an empirical likelihood-based weighted estimator of regression parameter in quantile regression model with nonignorable missing covariates. The proposed estimator is computationally simple and achieves…

Methodology · Statistics 2017-10-10 Xiaohui Yuan , Xiaogang Dong

Randomized trials are considered the gold standard for estimating causal effects. Trial findings are often used to inform policy and programming efforts, yet their results may not generalize well to a relevant target population due to…

Consider informative selection of a sample from a finite population. Responses are realized as independent and identically distributed (i.i.d.) random variables with a probability density function (p.d.f.) f, referred to as the…

Statistics Theory · Mathematics 2012-11-26 Daniel Bonnéry , F. Jay Breidt , François Coquet

We analyze the (unconditional) distribution of a linear predictor that is constructed after a data-driven model selection step in a linear regression model. First, we derive the exact finite-sample cumulative distribution function (cdf) of…

Statistics Theory · Mathematics 2008-12-02 Hannes Leeb

Researchers often estimate income statistics from summaries that report the number of incomes in bins such as \$0-10,000, \$10,001-20,000,...,\$200,000+. Some analysts assign incomes to bin midpoints, but this treats income as discrete.…

Methodology · Statistics 2017-10-18 Paul T. von Hippel , David J. Hunter , McKalie Drown

Conditional density estimation (CDE) is a fundamental task in machine learning that aims to model the full conditional law $\mathbb{P}(\mathbf{y} \mid \mathbf{x})$, beyond mere point prediction (e.g., mean, mode). A core challenge is…

Machine Learning · Computer Science 2026-03-27 Chenglong Song , Mazharul Islam , Lin Wang , Bing Chen , Bo Yang

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

High-resolution estimates of population health indicators are critical for precision public health. We propose a method for high-resolution estimation that fuses distinct data sources: an unbiased, low-resolution data source (e.g.…

Methodology · Statistics 2025-08-21 Amy Guan , Marissa Reitsma , Roshni Sahoo , Joshua Salomon , Stefan Wager

Non-probability samples become increasingly popular in survey statistics but may suffer from selection biases that limit the generalizability of results to the target population. We consider integrating a non-probability sample with a…

Methodology · Statistics 2019-08-26 Shu Yang , Jae Kwang Kim , Rui Song

Data integration has become increasingly popular owing to the availability of multiple data sources. This study considered quantile regression estimation when a key covariate had multiple proxies across several datasets. In a unified…

Methodology · Statistics 2022-10-25 Dongyoung Go , Jongho Im , Ick Hoon Jin

Estimation of the complete distribution of a random variable is a useful primitive for both manual and automated decision making. This problem has received extensive attention in the i.i.d. setting, but the arbitrary data dependent setting…

Machine Learning · Statistics 2023-03-01 Paul Mineiro , Steven R. Howard

Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying…

Statistics Theory · Mathematics 2009-11-19 Huixia Judy Wang , Zhongyi Zhu , Jianhui Zhou

One approach for constructing copula functions is by multiplication. Given that products of cumulative distribution functions (CDFs) are also CDFs, an adjustment to this multiplication will result in a copula model, as discussed by…

Machine Learning · Statistics 2015-11-10 Ricardo Silva

The noncentral $t$-distribution is a generalization of the Student's $t$-distribution. In this paper we suggest an alternative approach for computing the cumulative distribution function (CDF) of the noncentral $t$-distribution which is…

Computation · Statistics 2014-10-24 Viktor Witkovsky

This paper introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, it has been shown that resampling…

Methodology · Statistics 2025-09-30 Vanessa McNealis , Christian Léger

Quantification learning deals with the task of estimating the target label distribution under label shift. In this paper, we first present a unifying framework, distribution feature matching (DFM), that recovers as particular instances…

Machine Learning · Statistics 2023-07-04 Bastien Dussap , Gilles Blanchard , Badr-Eddine Chérief-Abdellatif

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…

Methodology · Statistics 2024-08-07 Lucas Kook , Niklas Pfister