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Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

This paper considers identification and estimation of distributional effect parameters that depend on the joint distribution of an outcome and another variable of interest ("treatment") in a setting with "two-sided" measurement error --…

Econometrics · Economics 2025-09-23 Brantly Callaway , Tong Li , Irina Murtazashvili , Emmanuel Tsyawo

Intergenerational mobility quantifies the transmission of socio-economic outcomes from parents to children. While rank-rank regression (RRR) is standard, adding covariates directly (RRRX) often yields parameters with unclear interpretation.…

Methodology · Statistics 2026-03-10 Xiaoyi Wang , Long Feng , Zhaojun Wang

Sufficient dimension reduction (SDR) is a popular class of regression methods which aim to find a small number of linear combinations of covariates that capture all the information of the responses i.e., a central subspace. The majority of…

Methodology · Statistics 2024-10-15 Linh H. Nghiem , F. K. C. Hui

We propose a function-valued evaluation metric for generative models based on the relative density ratio (RDR) designed to characterize distributional differences between real and generated samples. As an evaluation metric, the RDR function…

Methodology · Statistics 2025-12-29 Yuliang Xu , Yun Wei , Li Ma

Distribution regression, where the goal is to predict a scalar response from a distribution-valued predictor, arises naturally in settings where observations are grouped and outcomes depend on group-level characteristics rather than on…

Methodology · Statistics 2026-03-09 Antonio R. Linero , Soumyabrata Bose , Jared Murray

We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…

Methodology · Statistics 2025-09-24 Khai Nguyen , Yang Ni , Peter Mueller

Binary density ratio estimation (DRE), the problem of estimating the ratio $p_1/p_2$ given their empirical samples, provides the foundation for many state-of-the-art machine learning algorithms such as contrastive representation learning…

Machine Learning · Computer Science 2021-12-08 Lantao Yu , Yujia Jin , Stefano Ermon

We provide a simple distribution regression estimator for treatment effects in the difference-in-differences (DiD) design. Our procedure is particularly useful when the treatment effect differs across the distribution of the outcome…

Econometrics · Economics 2026-05-20 Iván Fernández-Val , Jonas Meier , Aico van Vuuren , Francis Vella

We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt both parametric and nonparametric regression models to learn…

Optimization and Control · Mathematics 2026-05-21 Qing Zhu , Xian Yu , Guzin Bayraksan

Respondent-Driven Sampling (RDS) is a chain-referral design used for collecting data from hidden or hard-to-reach populations through their social networks. In RDS, respondents recruit their peers from the population of interest. As such,…

Methodology · Statistics 2026-04-14 Vanesa Reinoso , Danilo Alvares , Jonathan Acosta , Isabelle S. Beaudry

Isotonic distributional regression (IDR) is a powerful nonparametric technique for the estimation of conditional distributions under order restrictions. In a nutshell, IDR learns conditional distributions that are calibrated, and…

Methodology · Statistics 2021-09-29 Alexander Henzi , Johanna F. Ziegel , Tilmann Gneiting

We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…

Methodology · Statistics 2023-10-17 Rahul Ghosal , Marcos Matabuena

In structured additive distributional regression, the conditional distribution of the response variables given the covariate information and the vector of model parameters is modelled using a P-parametric probability density function where…

Computation · Statistics 2025-02-06 Gianmarco Callegher , Thomas Kneib , Johannes Söding , Paul Wiemann

In the regression problem, L1 and L2 are the most commonly used loss functions, which produce mean predictions with different biases. However, the predictions are neither robust nor adequate enough since they only capture a few conditional…

Machine Learning · Computer Science 2019-11-14 Faen Zhang , Xinyu Fan , Hui Xu , Pengcheng Zhou , Yujian He , Junlong Liu

The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…

Machine Learning · Computer Science 2013-11-27 Yun-Qian Miao , Ahmed K. Farahat , Mohamed S. Kamel

The Drift-Diffusion Model (DDM) is widely used in neuropsychological studies to understand the decision process by incorporating both reaction times and subjects' responses. Various models have been developed to estimate DDM parameters,…

Applications · Statistics 2025-07-03 Zekai Jin , Yaakov Stern , Seonjoo Lee

In this article, a general family of bivariate distributions is used to model competing risks data with dependent factors. The general structure of competing risks data considered here includes ties. A comprehensive inferential framework…

Methodology · Statistics 2022-06-22 Aakash Agrawal , Ayon Ganguly , Debanjan Mitra

In this manuscript, we study the problem of scalar-on-distribution regression; that is, instances where subject-specific distributions or densities, or in practice, repeated measures from those distributions, are the covariates related to a…

Methodology · Statistics 2024-04-22 Bohao Tang , Sandipan Pramanik , Yi Zhao , Brian Caffo , Abhirup Datta

A major family of sufficient dimension reduction (SDR) methods, called inverse regression, commonly require the distribution of the predictor $X$ to have a linear $E(X|\beta^\mathsf{T}X)$ and a degenerate $\mathrm{var}(X|\beta^\mathsf{T}X)$…

Methodology · Statistics 2023-08-30 Wei Luo , Yan Guo
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