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This paper establishes the functional average as an important estimand for causal inference. The significance of the estimand lies in its robustness against traditional issues of confounding. We prove that this robustness holds even when…

Statistics Theory · Mathematics 2023-12-04 Shane Sparkes , Erika Garcia , Lu Zhang

Generalized Linear Models are routinely used in data analysis. The classical procedures for estimation are based on Maximum Likelihood and it is well known that the presence of outliers can have a large impact on this estimator. Robust…

Computation · Statistics 2017-10-02 Marina Valdora , Claudio Agostinelli , Victor J. Yohai

We study cooperative control dynamics with gradient based forcing terms. As a specific example, we focus on source-seeking dynamics with vehicles embedded in an unknown scalar field with a subset of agents having gradient information. As…

Optimization and Control · Mathematics 2023-05-30 Adwait Datar , Christian Hespe , Herbert Werner

Partially linear additive models generalize linear ones since they model the relation between a response variable and covariates by assuming that some covariates have a linear relation with the response but each of the others enter through…

Methodology · Statistics 2023-08-08 Graciela Boente , Alejandra Mercedes Martinez

We propose a function-on-function linear regression model for time-dependent curve data that is consistently estimated by imposing factor structures on the regressors. An integral operator based on cross-covariances identifies two…

Econometrics · Economics 2025-08-08 Sven Otto , Luis Winter

We introduce and study a family of robust estimators for the functional logistic regression model whose robustness automatically adapts to the data thereby leading to estimators with high efficiency in clean data and a high degree of…

Methodology · Statistics 2023-05-03 Ioannis Kalogridis

Spatial functional data arise in many settings, such as particulate matter curves observed at monitoring stations and age population curves at each areal unit. Most existing functional regression models have limited applicability because…

Methodology · Statistics 2025-04-25 Heesang Lee , Dagun Oh , Sunhwa Choi , Jaewoo Park

We develop a modeling framework for dynamic function-on-scalars regression, in which a time series of functional data is regressed on a time series of scalar predictors. The regression coefficient function for each predictor is allowed to…

Methodology · Statistics 2018-10-25 Daniel R. Kowal

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

Optimization and Control · Mathematics 2019-06-05 Jack Umenberger , Mina Ferizbegovic , Thomas B. Schön , Håkan Hjalmarsson

Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value…

Methodology · Statistics 2025-08-26 Sarah Leyder , Jakob Raymaekers , Peter J. Rousseeuw

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

Functional data is a powerful tool for capturing and analyzing complex patterns and relationships in a variety of fields, allowing for more precise modeling, visualization, and decision-making. For example, in healthcare, functional data…

Methodology · Statistics 2023-04-26 Xiyuan Gao , Jiayi Wang , Guanyu Hu , Jianguo Sun

In this paper we estimate the dynamic parameters of a time-varying coefficient model through radial kernel functions in the context of a longitudinal study. Our proposal is based on a linear combination of weighted kernel functions…

Methodology · Statistics 2021-03-02 Juan Sosa , Lina Buitrago

Starting from a linear fractional representation of a linear system affected by constant parametric uncertainties, we demonstrate how to enhance standard robust analysis tests by taking available (noisy) input-output data of the uncertain…

Optimization and Control · Mathematics 2023-03-27 Tobias Holicki , Carsten W. Scherer

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Machine Learning · Computer Science 2020-08-12 Omer Gottesman , Joseph Futoma , Yao Liu , Sonali Parbhoo , Leo Anthony Celi , Emma Brunskill , Finale Doshi-Velez

This paper studies a regression model where both predictor and response variables are random functions. We consider a functional linear model where the conditional mean of the response variable at each time point is given by a linear…

Statistics Theory · Mathematics 2017-03-23 Masaaki Imaizumi , Kengo Kato

An important problem in the field of bioinformatics is to identify interactive effects among profiled variables for outcome prediction. In this paper, a logistic regression model with pairwise interactions among a set of binary covariates…

Artificial Intelligence · Computer Science 2016-12-30 Easton Li Xu , Xiaoning Qian , Tie Liu , Shuguang Cui

In this paper, we study robust covariance estimation under the approximate factor model with observed factors. We propose a novel framework to first estimate the initial joint covariance matrix of the observed data and the factors, and then…

Methodology · Statistics 2016-02-03 Jianqing Fan , Weichen Wang , Yiqiao Zhong

Depth notions in regression have been systematically proposed and examined in Zuo (2018). One of the prominent advantages of notion of depth is that it can be directly utilized to introduce median-type deepest estimating functionals (or…

Statistics Theory · Mathematics 2019-08-13 Yijun Zuo

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

Machine Learning · Computer Science 2024-10-03 Shuze Liu , Shangtong Zhang
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