Related papers: Linear Regressions with Combined Data
This paper considers generalized linear models in the presence of many controls. We lay out a general methodology to estimate an effect of interest based on the construction of an instrument that immunize against model selection mistakes…
Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…
This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…
With reference to a binary outcome and a binary mediator, we derive identification bounds for natural effects under a reduced set of assumptions. Specifically, no assumptions about confounding are made that involve the outcome; we only…
General regression and classification models are constructed as linear combinations of simple rules derived from the data. Each rule consists of a conjunction of a small number of simple statements concerning the values of individual input…
The sparse linear regression problem is difficult to handle with usual sparse optimization models when both predictors and measurements are either quantized or represented in low-precision, due to non-convexity. In this paper, we provide a…
Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…
The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…
Nowadays, many decisions are made using predictive models built on historical data.Predictive models may systematically discriminate groups of people even if the computing process is fair and well-intentioned. Discrimination-aware data…
In this paper we analyze a budgeted learning setting, in which the learner can only choose and observe a small subset of the attributes of each training example. We develop efficient algorithms for ridge and lasso linear regression, which…
Case-control sampling is a commonly used retrospective sampling design to alleviate imbalanced structure of binary data. When fitting the logistic regression model with case-control data, although the slope parameter of the model can be…
We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…
We propose a way to remove the bias of a Poisson regression when the subjects are partially observed. In this paper we address this issue under certain assumptions about the missing-data generating process. We fix the total number of…
We study a special case of the problem of statistical learning without the i.i.d. assumption. Specifically, we suppose a learning method is presented with a sequence of data points, and required to make a prediction (e.g., a classification)…
Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…
The concept of biased data is well known and its practical applications range from social sciences and biology to economics and quality control. These observations arise when a sampling procedure chooses an observation with probability that…
We study the estimation of the linear discriminant with projection pursuit, a method that is blind in the sense that it does not use the class labels in the estimation. Our viewpoint is asymptotic and, as our main contribution, we derive…
In this paper, we consider the problem of treating linear regression equation coefficients in the case of correlated predictors. It is shown that in general there are no natural ways of interpreting these coefficients similar to the case of…
We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. We are mainly…
Linear discriminant analysis is a widely used method for classification. However, the high dimensionality of predictors combined with small sample sizes often results in large classification errors. To address this challenge, it is crucial…