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Standard high-dimensional factor models assume that the comovements in a large set of variables could be modeled using a small number of latent factors that affect all variables. In many relevant applications in economics and finance,…

Econometrics · Economics 2022-02-08 Antoine Djogbenou , Razvan Sufana

We consider cDNA microarray experiments when the cell populations have a factorial structure, and investigate the problem of their optimal designing under a baseline parametrization where the objects of interest differ from those under the…

Applications · Statistics 2008-12-18 Tathagata Banerjee , Rahul Mukerjee

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

Methodology · Statistics 2024-01-19 Jerzy Wieczorek

Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…

Statistics Theory · Mathematics 2017-06-09 Paavo Sattler , Markus Pauly

When fitting statistical models, some predictors are often found to be correlated with each other, and functioning together. Many group variable selection methods are developed to select the groups of predictors that are closely related to…

Methodology · Statistics 2021-03-25 Zhiyuan Li

In group testing, simple binary-output tests are designed to identify a small number $t$ of defective items that are present in a large population of $N$ items. Each test takes as input a group of items and produces a binary output…

Information Theory · Computer Science 2017-04-11 Alexander Barg , Arya Mazumdar

How do analysts think about grouping and spatial operations? This overarching question incorporates a number of points for investigation, including understanding how analysts begin to explore a dataset, the types of grouping/spatial…

Human-Computer Interaction · Computer Science 2020-08-24 John Wenskovitch , Chris North

Inference for statistics of a stationary time series often involve nuisance parameters and sampling distributions that are difficult to estimate. In this paper, we propose the method of orthogonal samples, which can be used to address some…

Methodology · Statistics 2016-11-03 Suhasini Subba Rao

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

The paper addresses the problem of defining families of ordered sequences $\{x_i\}_{i\in N}$ of elements of a compact subset $X$ of $R^d$ whose prefixes $X_n=\{x_i\}_{i=1}^{n}$, for all orders $n$, have good space-filling properties as…

Data Structures and Algorithms · Computer Science 2021-06-11 Amaya Nogales Gómez , Luc Pronzato , Maria-João Rendas

In this paper, we are concerned with regression problems where covariates can be grouped in nonoverlapping blocks, and where only a few of them are assumed to be active. In such a situation, the group Lasso is an at- tractive method for…

Information Theory · Computer Science 2013-01-01 Samuel Vaiter , Charles Deledalle , Gabriel Peyré , Jalal Fadili , Charles Dossal

Linear regression models are among the models most used in practice, although the practitioners are often not sure whether their assumed linear regression model is at least approximately true. In such situations, only designs for which the…

Statistics Theory · Mathematics 2007-06-13 Wolfgang Bischoff , Frank Miller

The objective of ordinal embedding is to find a Euclidean representation of a set of abstract items, using only answers to triplet comparisons of the form "Is item $i$ closer to the item $j$ or item $k$?". In recent years, numerous…

Machine Learning · Computer Science 2021-10-22 Leena Chennuru Vankadara , Siavash Haghiri , Michael Lohaus , Faiz Ul Wahab , Ulrike von Luxburg

A Bayesian design is given by maximising an expected utility over a design space. The utility is chosen to represent the aim of the experiment and its expectation is taken with respect to all unknowns: responses, parameters and/or models.…

Methodology · Statistics 2019-01-16 Antony M. Overstall , James M. McGree

Well-designed queuing systems form the backbone of modern communications, distributed computing, and content delivery architectures. Designs balancing infrastructure costs and user experience indices require tools from teletraffic theory…

Information Theory · Computer Science 2019-07-23 Srujan Teja Thomdapu , Ketan Rajawat

Randomized field experiments are the gold standard for evaluating the impact of software changes on customers. In the online domain, randomization has been the main tool to ensure exchangeability. However, due to the different deployment…

Software Engineering · Computer Science 2022-04-26 David Issa Mattos , Yuchu Liu

The joint use of counting functions, Hilbert basis and Markov basis allows to define a procedure to generate all the fractions that satisfy a given set of constraints in terms of orthogonality. The general case of mixed level designs,…

Methodology · Statistics 2009-06-18 Roberto Fontana , Giovanni Pistone

Using ensemble methods for regression has been a large success in obtaining high-accuracy prediction. Examples are Bagging, Random forest, Boosting, BART (Bayesian additive regression tree), and their variants. In this paper, we propose a…

Machine Learning · Computer Science 2019-11-06 Yuhao Su , Jie Ding

Designing physical artifacts that serve a purpose - such as tools and other functional structures - is central to engineering as well as everyday human behavior. Though automating design has tremendous promise, general-purpose methods do…

As a principled dimension reduction technique, factor models have been widely adopted in social science, economics, bioinformatics, and many other fields. However, in high-dimensional settings, conducting a 'correct' Bayesianfactor analysis…

Methodology · Statistics 2021-01-05 Yucong Ma , Jun S. Liu