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In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…
Least absolute deviation regression is applied using a fixed number of points for all values of the index to estimate the index and scale parameter of the stable distribution using regression methods based on the empirical characteristic…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…
Many methods are available for assessing the importance of omitted variables in linear regression. These methods typically make different, non-falsifiable assumptions. Hence the data alone cannot tell us which method is most appropriate.…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
We present FIESTA, a model selection approach that significantly reduces the computational resources required to reliably identify state-of-the-art performance from large collections of candidate models. Despite being known to produce…
Stochastic restoration algorithms allow to explore the space of solutions that correspond to the degraded input. In this paper we reveal additional fundamental advantages of stochastic methods over deterministic ones, which further motivate…
We propose a Bayesian variable selection method in the framework of modal regression for heavy-tailed responses. An efficient expectation-maximization algorithm is employed to expedite parameter estimation. A test statistic is constructed…
In this paper we develop a new tool for the comparison of paired data based on a new criterion of stochastic dominance that takes into account the dependence structure of the random variables under comparison. This new procedure provides a…
Recent neural-based aspect-based sentiment analysis approaches, though achieving promising improvement on benchmark datasets, have reported suffering from poor robustness when encountering confounder such as non-target aspects. In this…
Estimating linear regression using least squares and reporting robust standard errors is very common in financial economics, and indeed, much of the social sciences and elsewhere. For thick tailed predictors under heteroskedasticity this…
Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…
Statistical inference, a central tool of science, revolves around the study and the usage of statistical estimators: functions that map finite samples to predictions about unknown distribution parameters. In the frequentist framework,…
Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…
The likelihood function plays a crucial role in statistical inference and experimental design. However, it is computationally intractable for several important classes of statistical models, including energy-based models and simulator-based…
A new implementation of an adiabatically-trained ensemble model is derived that shows significant improvements over classical methods. In particular, empirical results of this new algorithm show that it offers not just higher performance,…
Quantitative characterizations and estimations of uncertainty are of fundamental importance in optimization and decision-making processes. Herein, we propose intuitive scores, which we call certainty and doubt, that can be used in both a…
Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…
In this paper, we define and apply representational stability analysis (ReStA), an intuitive way of analyzing neural language models. ReStA is a variant of the popular representational similarity analysis (RSA) in cognitive neuroscience.…