Related papers: Two-stage Estimation of Latent Variable Regression…
Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…
In high-dimensional data analysis, bi-level sparsity is often assumed when covariates function group-wisely and sparsity can appear either at the group level or within certain groups. In such cases, an ideal model should be able to…
This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…
Penalized regression methods, most notably the lasso, are a popular approach to analyzing high-dimensional data. An attractive property of the lasso is that it naturally performs variable selection. An important area of concern, however, is…
Fr\'echet regression has emerged as a promising approach for regression analysis involving non-Euclidean response variables. However, its practical applicability has been hindered by its reliance on ideal scenarios with abundant and…
We present the Simplified Lissajous Ellipse Fitting (SLEF) method for the calculation of the random phase step and the phase distribution from two phase-shifted interferograms. We consider interferograms with spatial and temporal dependency…
With regard to a three-step estimation procedure, proposed without theoretical discussion by Li and You in Journal of Applied Statistics and Management, for a nonparametric regression model with time-varying regression function, local…
This paper explores the validity of the two-stage estimation procedure for sparse linear models in high-dimensional settings with possibly many endogenous regressors. In particular, the number of endogenous regressors in the main equation…
A two-stage batch estimation algorithm for solving a class of nonlinear, static parameter estimation problems that appear in aerospace engineering applications is proposed. It is shown how these problems can be recast into a form suitable…
An effective two-stage method for an estimation of parameters of the linear regression is considered. For this purpose we introduce a certain quasi-estimator that, in contrast to usual estimator, produces two alternative estimates. It is…
We propose a low-complexity variable forgetting factor (VFF) mechanism for recursive least square (RLS) algorithms in interference suppression applications. The proposed VFF mechanism employs an updated component related to the time average…
We consider a two-stage estimation method for linear regression. First, it uses the lasso in Tibshirani (1996) to screen variables and, second, re-estimates the coefficients using the least-squares boosting method in Friedman (2001) on…
Nested-error regression models are widely used for analyzing clustered data. For example, they are often applied to two-stage sample surveys, and in biology and econometrics. Prediction is usually the main goal of such analyses, and…
Consider a regression model with infinitely many parameters and time series errors. We are interested in choosing weights for averaging across generalized least squares (GLS) estimators obtained from a set of approximating models. However,…
We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…
We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…
The trace of a matrix function f(A), most notably of the matrix inverse, can be estimated stochastically using samples< x,f(A)x> if the components of the random vectors x obey an appropriate probability distribution. However such a…
In order to sample marginalized and/or hard-to-reach populations, respondent-driven sampling (RDS) and similar techniques reach their participants via peer referral. Under a Markov model for RDS, previous research has shown that if the…
In this paper, We propose a new style panel data factor stochastic volatility model with observable factors and unobservable factors based on the multivariate stochastic volatility model, which is mainly composed of three parts, such as the…
In this paper, we propose a variable selection method for general nonparametric kernel-based estimation. The proposed method consists of two-stage estimation: (1) construct a consistent estimator of the target function, (2) approximate the…