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In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…
We study the high-dimensional linear model with noise distribution known up to a scale parameter. With an $\ell_1$-penalty on the regression coefficients, we show that a transformation of the log-likelihood allows for a choice of the tuning…
A semi-parametric joint Value-at-Risk (VaR) and Expected Shortfall (ES) forecasting framework employing multiple realized measures is developed. The proposed framework extends the realized exponential GARCH model to be semi-parametrically…
In many remote sensing applications one wants to estimate variables or parameters of interest from observations. When the target variable is available at a resolution that matches the remote sensing observations, standard algorithms such as…
In many temporally ordered data sets, it is observed that the parameters of the underlying distribution change abruptly at unknown times. The detection of such changepoints is important for many applications. While this problem has been…
This study proposes sparse estimation methods for the generalized linear models, which run one of least angle regression (LARS) and least absolute shrinkage and selection operator (LASSO) in the tangent space of the manifold of the…
This paper presents an in-depth exploration of the innovative Median-based unit Rayleigh (MBUR) distribution, previously introduced by the author. This new approach is specifically designed for conducting quantile regression analysis,…
M\"obius transformations play an important role in both geometry and spherical image processing - they are the group of conformal automorphisms of 2D surfaces and the spherical equivalent of homographies. Here we present a novel,…
Simplicia-simplicial regression concerns statistical modeling scenarios in which both the predictors and the responses are vectors constrained to lie on the simplex. \cite{fiksel2022} introduced a transformation-free linear regression…
We introduce a generalized additive model for location, scale, and shape (GAMLSS) next of kin aiming at distribution-free and parsimonious regression modelling for arbitrary outcomes. We replace the strict parametric distribution…
We propose a novel semi-supervised structured output prediction method based on local linear regression in this paper. The existing semi-supervise structured output prediction methods learn a global predictor for all the data points in a…
Semicontinuous outcomes commonly arise in a wide variety of fields, such as insurance claims, healthcare expenditures, rainfall amounts, and alcohol consumption. Regression models, including Tobit, Tweedie, and two-part models, are widely…
Several efforts have been done to bring ROC analysis beyond (binary) classification, especially in regression. However, the mapping and possibilities of these proposals do not correspond to what we expect from the analysis of operating…
Asymmetry along with heteroscedasticity or contamination often occurs with the growth of data dimensionality. In ultra-high dimensional data analysis, such irregular settings are usually overlooked for both theoretical and computational…
We construct confidence sets for the regression function in nonparametric binary regression with an unknown design density. These confidence sets are adaptive in $L^2$ loss over a continuous class of Sobolev type spaces. Adaptation holds in…
Parameter prediction is essential for many applications, facilitating insightful interpretation and decision-making. However, in many real life domains, such as power systems, medicine, and engineering, it can be very expensive to acquire…
We present a novel approach to learn a kernel-based regression function. It is based on the useof conical combinations of data-based parameterized kernels and on a new stochastic convex optimization procedure of which we establish…
Generalized linear models are a popular tool in applied statistics, with their maximum likelihood estimators enjoying asymptotic Gaussianity and efficiency. As all models are wrong, it is desirable to understand these estimators' behaviours…
This paper studies robust nonparametric regression, in which an adversarial attacker can modify the values of up to $q$ samples from a training dataset of size $N$. Our initial solution is an M-estimator based on Huber loss minimization.…
Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…