Related papers: Bias Correction in Factor-Augmented Regression Mod…
A bias-reduced estimator is proposed for the mean absolute deviation parameter of a median regression model. A workaround is devised for the lack of smoothness in the sense conventionally required in general bias-reduced estimation. A local…
In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…
This paper proposes a model-free approach to analyze panel data with heterogeneous dynamic structures across observational units. We first compute the sample mean, autocovariances, and autocorrelations for each unit, and then estimate the…
Overestimation bias control techniques are used by the majority of high-performing off-policy reinforcement learning algorithms. However, most of these techniques rely on pre-defined bias correction policies that are either not flexible…
Computer vision datasets frequently contain spurious correlations between task-relevant labels and (easy to learn) latent task-irrelevant attributes (e.g. context). Models trained on such datasets learn "shortcuts" and underperform on…
Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study,…
Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…
In this paper, we consider the beta prime regression model recently proposed by \cite{bour18}, which is tailored to situations where the response is continuous and restricted to the positive real line with skewed and long tails and the…
In this paper we attempt to address the problem of geometric multi-model fitting with resorting to a few weakly annotated (WA) data points, which has been sparsely studied so far. In weak annotating, most of the manual annotations are…
This paper investigates the high-dimensional linear regression with highly correlated covariates. In this setup, the traditional sparsity assumption on the regression coefficients often fails to hold, and consequently many model selection…
For machine learning task, lacking sufficient samples mean the trained model has low confidence to approach the ground truth function. Until recently, after the generative adversarial networks (GAN) had been proposed, we see the hope of…
We consider large-scale studies in which it is of interest to test a very large number of hypotheses, and then to estimate the effect sizes corresponding to the rejected hypotheses. For instance, this setting arises in the analysis of gene…
Weak-value amplification (WVA) has recently become an important technique for parameter estimation, owing to its ability to enhance the signal-to-noise ratio by amplifying extremely small signals with proper postselection strategies. In…
A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that data from a head-neck position tracking system, one of biomechanical models, show…
Recent research suggests that predictions made by machine-learning models can amplify biases present in the training data. When a model amplifies bias, it makes certain predictions at a higher rate for some groups than expected based on…
We face the factor analysis problem using a particular class of auto-regressive processes. We propose an approximate moment matching approach to estimate the number of factors as well as the parameters of the model. This algorithm…
We propose a novel two-regime regression model where regime switching is driven by a vector of possibly unobservable factors. When the factors are latent, we estimate them by the principal component analysis of a panel data set. We show…
We study the implications of including many covariates in a first-step estimate entering a two-step estimation procedure. We find that a first order bias emerges when the number of \textit{included} covariates is "large" relative to the…
We propose a novel bootstrap test of a dense model, namely factor regression, against a sparse plus dense alternative augmenting model with sparse idiosyncratic components. The asymptotic properties of the test are established under time…
We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) nonlinear panel data models with individual and time effects. They cover logit, probit, ordered probit, Poisson and Tobit models that are…