Related papers: Varying-Coefficient Fr\'echet Regression
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Model-assisted estimation combines sample survey data with auxiliary information to increase precision when estimating finite population quantities. Accurately estimating the variance of model-assisted estimators is challenging: the…
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We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
Let $\{(X_i,Y_i)\}_{i\in \{1,..., n\}}$ be an i.i.d. sample from the random design regression model $Y=f(X)+\epsilon$ with $(X,Y)\in [0,1]\times [-M,M]$. In dealing with such a model, adaptation is naturally to be intended in terms of…
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Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost…
Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…
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Variational autoencoders (VAE) represent a popular, flexible form of deep generative model that can be stochastically fit to samples from a given random process using an information-theoretic variational bound on the true underlying…
The nested error regression model is a useful tool for analyzing clustered (grouped) data, and is especially used in small area estimation. The classical nested error regression model assumes normality of random effects and error terms, and…
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Quantile regression (QR) is a statistical tool for distribution-free estimation of conditional quantiles of a target variable given explanatory features. QR is limited by the assumption that the target distribution is univariate and defined…
We develop stochastic variational inference, a scalable algorithm for approximating posterior distributions. We develop this technique for a large class of probabilistic models and we demonstrate it with two probabilistic topic models,…
Item Response Theory (IRT) is a ubiquitous model for understanding humans based on their responses to questions, used in fields as diverse as education, medicine and psychology. Large modern datasets offer opportunities to capture more…
We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…
Machine learning models provide statistically impressive results which might be individually unreliable. To provide reliability, we propose an Epistemic Classifier (EC) that can provide justification of its belief using support from the…
Estimation of covariance matrices is a fundamental problem in multivariate statistics. Recently, growing efforts have focused on incorporating covariate effects into these matrices, facilitating subject-specific estimation. Despite these…
This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural…