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Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…

Methodology · Statistics 2024-01-19 Andrew M. Raim , Nagaraj K. Neerchal , Jorge G. Morel

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

Inferential challenges that arise when data are censored have been extensively studied under the classical frameworks. In this paper, we provide an alternative generalized inferential model approach whose output is a data-dependent…

Methodology · Statistics 2021-11-16 Joyce Cahoon , Ryan Martin

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

A new approach based on censoring and moment criterion is introduced for parameter estimation of count distributions when the probability generating function is available even though a closed form of the probability mass function and/or…

Statistics Theory · Mathematics 2024-09-18 Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

We consider penalized regression models under a unified framework where the particular method is determined by the form of the penalty term. We propose a fully Bayesian approach that incorporates both sparse and dense settings and show how…

Methodology · Statistics 2019-07-25 Ding Xiang , Galin L. Jones

Selection bias is a serious potential problem for inference about relationships of scientific interest based on samples without well-defined probability sampling mechanisms. Motivated by the potential for selection bias in (a) estimated…

Biased sampling designs can be highly efficient when studying rare (binary) or low variability (continuous) endpoints. We consider longitudinal data settings in which the probability of being sampled depends on a repeatedly measured…

There is growing evidence that converting targets to soft targets in supervised learning can provide considerable gains in performance. Much of this work has considered classification, converting hard zero-one values to soft labels---such…

Machine Learning · Statistics 2018-06-13 Ehsan Imani , Martha White

This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…

Statistics Theory · Mathematics 2013-12-23 Philippe Fraysse

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…

Statistics Theory · Mathematics 2014-07-08 Seyed Jalil Kazemitabar

A new approach for functional data description is proposed in this paper. It consists of a regression model with a discrete hidden logistic process which is adapted for modeling curves with abrupt or smooth regime changes. The model…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

Time-to-event endpoints are frequently used as outcomes in oncology and other disease areas where the outcome of interest may not be observed within a predetermined period. Although many analytical methods address the challenges of…

Methodology · Statistics 2026-04-14 Chen-Yen Lin , Susan Halabi , Taehwa Choi

Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real life response data may exhibit a skewed pattern, and assuming…

Methodology · Statistics 2025-01-07 Amarnath Nandy , Ayanendranath Basu , Abhik Ghosh

This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…

Machine Learning · Computer Science 2019-05-13 David Hubbard , Benoit Rostykus , Yves Raimond , Tony Jebara

Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…

Methodology · Statistics 2024-03-28 Yiling Huang , Sarah Pirenne , Snigdha Panigrahi , Gerda Claeskens

This paper investigates the causal effect of job training on wage rates in the presence of firm heterogeneity. When training affects the sorting of workers to firms, sample selection is no longer binary but is ``multilayered". This paper…

Econometrics · Economics 2025-02-06 Kory Kroft , Ismael Mourifié , Atom Vayalinkal

Given only aggregate choice data and limited information about how menus are distributed across the population, we describe what can be inferred robustly about the distribution of preferences (or more general decision rules). We strengthen…

Theoretical Economics · Economics 2024-05-16 Larry G Epstein , Kaushil Patel

This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the…

Statistics Theory · Mathematics 2024-03-20 The Tien Mai

The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…

Statistics Theory · Mathematics 2017-12-12 Matias D. Cattaneo , Michael Jansson , Whitney K. Newey