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Latent variable (LV) models are widely used in psychological research to investigate relationships among unobservable constructs. When one-stage estimation of the overall LV model is challenging, two-stage factor score regression (FSR)…

Methodology · Statistics 2026-01-27 Yang Liu , Xiaohui Luo , Jieyuan Dong , Youjin Sung , Yueqin Hu , Hongyun Liu , Daniel J. Bauer

A novel unsupervised learning method is proposed in this paper for biclustering large-dimensional matrix-valued time series based on an entirely new latent two-way factor structure. Each block cluster is characterized by its own row and…

Methodology · Statistics 2025-02-11 Yong He , Xiaoyang Ma , Xingheng Wang , Yalin Wang

We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…

Quantum Physics · Physics 2024-03-27 Giulio Gasbarri , Matias Bilkis , Elisabet Roda-Salichs , John Calsamiglia

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…

Methodology · Statistics 2020-01-29 Mengyan Li , Runze Li , Yanyuan Ma

Simultaneous statistical inference has been a cornerstone in the statistics methodology literature because of its fundamental theory and paramount applications. The mainstream multiple testing literature has traditionally considered two…

Statistics Theory · Mathematics 2025-03-21 Monitirtha Dey , Subir Kumar Bhandari

In many modern applications, discretely-observed data may be naturally understood as a set of functions. Functional data often exhibit two confounded sources of variability: amplitude (y-axis) and phase (x-axis). The extraction of amplitude…

Methodology · Statistics 2025-05-22 Yoonji Kim , Oksana A. Chkrebtii , Sebastian A. Kurtek

The Win Ratio has gained significant traction in cardiovascular trials as a novel method for analyzing composite endpoints (Pocock and others, 2012). Compared with conventional approaches based on time to the first event, the Win Ratio…

Methodology · Statistics 2024-10-10 Baoshan Zhang , Yuan Wu

We propose a method for testing whether hierarchically ordered groups of potentially correlated variables are significant for explaining a response in a high-dimensional linear model. In presence of highly correlated variables, as is very…

Statistics Theory · Mathematics 2014-09-04 Jacopo Mandozzi , Peter Bühlmann

Selecting the top-$m$ variables with the $m$ largest population parameters from a larger set of candidates is a fundamental problem in statistics. In this paper, we propose a novel methodology called Sequential Correct Screening (SCS),…

Methodology · Statistics 2025-08-21 Masaki Toyoda , Yoshimasa Uematsu

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

Observations in various applications are frequently represented as a time series of multidimensional arrays, called tensor time series, preserving the inherent multidimensional structure. In this paper, we present a factor model approach,…

Methodology · Statistics 2024-04-22 Yuefeng Han , Dan Yang , Cun-Hui Zhang , Rong Chen

Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…

Methodology · Statistics 2020-02-19 Kelly C. M. Gonçalves , Afonso C. B. Silva

Individual scores on common factors are required in some applied settings (e.g., business and marketing settings). Common factors are based on reflective indicators, but their scores cannot unambiguously be determined. Therefore, factor…

Applications · Statistics 2017-01-24 André Beauducel , Anja Leue , Norbert Hilger

Factor analysis is a classical data reduction technique that seeks a potentially lower number of unobserved variables that can account for the correlations among the observed variables. This paper presents an extension of the factor…

Methodology · Statistics 2013-12-04 Tsung-I Lin , Pal H. Wu , Geoffrey J. McLachlan , Sharon X. Lee

We propose a new factor analysis framework and estimators of the factors and loadings that are robust to certain weak factors in a large $N$ and large $T$ setting. Our framework, by simultaneously considering all quantile levels of the…

Econometrics · Economics 2026-02-20 Songnian Chen , Junlong Feng

Test-time compute has emerged as a powerful paradigm for improving the performance of large language models (LLMs), where generating multiple outputs or refining individual chains can significantly boost answer accuracy. However, existing…

Machine Learning · Computer Science 2025-09-26 Sheng Liu , Tianlang Chen , Pan Lu , Haotian Ye , Yizheng Chen , Lei Xing , James Zou

Adjustment of statistical significance levels for repeated analysis in group sequential trials has been understood for some time. Similarly, methods for adjustment accounting for testing multiple hypotheses are common. There is limited…

Methodology · Statistics 2023-11-28 Yujie Zhao , Qi Liu , Linda Z. Sun , Keaven M. Anderson

We propose a novel method for testing the null hypothesis of no effect of a covariate on the response in the context of functional linear concurrent regression. We establish an equivalent random effects formulation of our functional…

Methodology · Statistics 2019-12-16 Rahul Ghosal , Arnab Maity

We propose a new unsupervised learning method for clustering a large number of time series based on a latent factor structure. Each cluster is characterized by its own cluster-specific factors in addition to some common factors which impact…

Statistics Theory · Mathematics 2022-09-09 Bo Zhang , Guangming Pan , Qiwei Yao , Wang Zhou

Two sequential camera source identification methods are proposed. Sequential tests implement a log-likelihood ratio test in an incremental way, thus enabling a reliable decision with a minimal number of observations. One of our methods…

Cryptography and Security · Computer Science 2015-10-14 Fernando Pérez-González , Iria González-Iglesias , Miguel Masciopinto , Pedro Comesaña