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Modal regression estimates the local modes of the distribution of $Y$ given $X=x$, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple…

Methodology · Statistics 2016-03-31 Yen-Chi Chen , Christopher R. Genovese , Ryan J. Tibshirani , Larry Wasserman

We review recent advances in modal regression studies using kernel density estimation. Modal regression is an alternative approach for investigating relationship between a response variable and its covariates. Specifically, modal regression…

Methodology · Statistics 2017-12-08 Yen-Chi Chen

Compared to mean regression and quantile regression, the literature on modal regression is very sparse. A unifying framework for Bayesian modal regression is proposed, based on a family of unimodal distributions indexed by the mode, along…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Rai Bai

In this article, we propose a new nonparametric data analysis tool, which we call nonparametric modal regression, to investigate the relationship among interested variables based on estimating the mode of the conditional density of a…

Methodology · Statistics 2016-02-23 Weixin Yao , Sijia Xiang

Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…

Methodology · Statistics 2025-04-08 Ana Pérez-González , Tomás R. Cotos-Yáñez , Rosa M. Crujeiras

The nonparametric formulation of density-based clustering, known as modal clustering, draws a correspondence between groups and the attraction domains of the modes of the density function underlying the data. Its probabilistic foundation…

Methodology · Statistics 2020-10-27 Federico Ferraccioli , Giovanna Menardi

This study extends the Bayesian nonparametric instrumental variable regression model to determine the structural effects of covariates on the conditional quantile of the response variable. The error distribution is nonparametrically…

Methodology · Statistics 2016-08-30 Genya Kobayashi , Kota Ogasawara

In this article, we propose the mutual influence regression model (MIR) to establish the relationship between the mutual influence matrix of actors and a set of similarity matrices induced by their associated attributes. This model is able…

Methodology · Statistics 2022-05-17 Xinyan Fan , Wei Lan , Tao Zou , Chih-Ling Tsai

A Distributional (Single) Index Model (DIM) is a semi-parametric model for distributional regression, that is, estimation of conditional distributions given covariates. The method is a combination of classical single index models for the…

Methodology · Statistics 2022-08-04 Alexander Henzi , Gian-Reto Kleger , Johanna F. Ziegel

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to…

Machine Learning · Computer Science 2024-05-16 Giulio Franzese , Mustapha Bounoua , Pietro Michiardi

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

For highly skewed or fat-tailed distributions, mean or median-based methods often fail to capture the central tendencies in the data. Despite being a viable alternative, estimating the conditional mode given certain covariates (or mode…

Econometrics · Economics 2024-12-10 Eduardo Schirmer Finn , Eduardo Horta

In this paper, we propose an extension to an existing algorithm (instance-MIR) which tackles the multiple instance regression (MIR) problem, also known as distribution regression. The MIR setting arises when the data is a collection of…

Machine Learning · Statistics 2019-08-20 Thomas Uriot

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…

Methodology · Statistics 2025-08-05 Longwen Shang , Min Tsao , Xuekui Zhang

Isotonic distributional regression (IDR) is a powerful nonparametric technique for the estimation of conditional distributions under order restrictions. In a nutshell, IDR learns conditional distributions that are calibrated, and…

Methodology · Statistics 2021-09-29 Alexander Henzi , Johanna F. Ziegel , Tilmann Gneiting

We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…

Methodology · Statistics 2023-10-17 Rahul Ghosal , Marcos Matabuena

In the analysis of time series from nonlinear sources, mutual information (MI) is used as a nonlinear statistical criterion for the selection of an appropriate time delay in time delay reconstruction of the state space. MI is a statistic…

Chaotic Dynamics · Physics 2009-10-31 Henry D. I. Abarbanel , Naoki Masuda , M. I. Rabinovich , Evren Tumer

By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

Multimodal regression estimation methods are introduced for regression models involving circular response and/or covariate. The regression estimators are based on the maximization of the conditional densities of the response variable over…

Methodology · Statistics 2024-01-10 María Alonso-Pena , Rosa M. Crujeiras
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