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The generalized least square (GLS) is one of the most basic tools in regression analyses. A major issue in implementing the GLS is estimation of the conditional variance function of the error term, which typically requires a restrictive…

Econometrics · Economics 2024-01-24 Yoichi Arai , Taisuke Otsu , Mengshan Xu

This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…

Statistics Theory · Mathematics 2016-06-06 W. T. M. Dunsmuir , J. Y. He

Uncertainty in estimating the log-law parameters is arguably the greatest obstacle to establishing definitive conclusions regarding their numerical values and universality. This challenge is exacerbated by the limited number of studies that…

Fluid Dynamics · Physics 2026-04-15 M. Aguiar Ferreira , B. Ganapathisubramani

In this paper, the estimation of parameters in the harmonic regression with cyclically dependent errors is addressed. Asymptotic properties of the least-squares estimates are analyzed by simulation experiments. By numerical simulation, we…

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…

Instrumentation and Methods for Astrophysics · Physics 2011-03-08 R. Caimmi

High-dimensional compositional data are commonplace in the modern omics sciences amongst others. Analysis of compositional data requires a proper choice of orthonormal coordinate representation as their relative nature is not compatible…

This paper introduces a method for studying the correlation structure of a range of responses modelled by a multivariate generalised linear mixed model (MGLMM). The methodology requires the existence of clusters of observations and that…

Methodology · Statistics 2021-08-02 Jeanett S. Pelck , Rodrigo Labouriau

Misspecified models often provide useful information about the true data generating distribution. For example, if $y$ is a non-linear function of $x$ the least squares estimator $\hat{\beta}$ is an estimate of $\beta$, the slope of the best…

Methodology · Statistics 2017-05-17 James P. Long

The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific…

Machine Learning · Statistics 2026-05-15 Takayuki Kawashima , Hironori Fujisawa

Gene expression levels, hormone secretion, and internal body temperature each oscillate over an approximately 24-hour cycle, or display circadian rhythms. Many circadian biology studies have investigated how these rhythms vary across…

Demanding sparsity in estimated models has become a routine practice in statistics. In many situations, we wish to require that the sparsity patterns attained honor certain problem-specific constraints. Hierarchical sparse modeling (HSM)…

Methodology · Statistics 2017-12-04 Xiaohan Yan , Jacob Bien

Generalized Linear Models (GLMs) and Single Index Models (SIMs) provide powerful generalizations of linear regression, where the target variable is assumed to be a (possibly unknown) 1-dimensional function of a linear predictor. In general,…

Artificial Intelligence · Computer Science 2011-04-14 Sham Kakade , Adam Tauman Kalai , Varun Kanade , Ohad Shamir

Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…

Methodology · Statistics 2026-02-19 Pierre Masselot , Devon Nenon , Jacopo Vanoli , Zaid Chalabi , Antonio Gasparrini

Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in…

Machine Learning · Computer Science 2019-10-07 Manolis C. Tsakiris , Liangzu Peng , Aldo Conca , Laurent Kneip , Yuanming Shi , Hayoung Choi

In the last few decades both the volume of high-quality observing data on variable stars and common access to them have boomed; however the standard used methods of data processing and interpretation have lagged behind this progress. The…

Astrophysics · Physics 2007-11-29 Z. Mikulasek

We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial…

Methodology · Statistics 2017-04-25 Wagner Hugo Bonat , Bent Jørgensen

Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…

Applications · Statistics 2020-02-04 Vincent Adam , Alexandre Hyafil

Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linear models (GLMs) offer a particularly interpretable framework…

Computation · Statistics 2019-05-21 Brian L. Trippe , Jonathan H. Huggins , Raj Agrawal , Tamara Broderick

Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…

Computation · Statistics 2018-12-19 Jonathan H. Huggins , Ryan P. Adams , Tamara Broderick

This paper studies two spectrum estimation methods for the case that the samples are obtained at a rate lower than the Nyquist rate. The first method is the correlogram method for undersampled data. The algorithm partitions the spectrum…

Statistics Theory · Mathematics 2013-11-25 Mahdi Shaghaghi , Sergiy A. Vorobyov
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