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We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

The problem of deciding whether two samples arise from the same distribution is often the question of interest in many research investigations. Numerous statistical methods have been devoted to this issue, but only few of them have…

Statistics Theory · Mathematics 2018-06-25 Rafael de Carvalho Ceregatti , Rafael Izbicki , Luis Ernesto Bueno Salasar

The multivariate hypergeometric distribution describes sampling without replacement from a discrete population of elements divided into multiple categories. Addressing a gap in the literature, we tackle the challenge of estimating discrete…

Machine Learning · Computer Science 2024-06-11 Liam Hodgson , Danilo Bzdok

Traditional meta-analysis assumes that the effect sizes estimated in individual studies follow a Gaussian distribution. However, this distributional assumption is not always satisfied in practice, leading to potentially biased results. In…

Methodology · Statistics 2024-04-23 Wei Liang , Haicheng Huang , Hongsheng Dai , Yinghui Wei

In longitudinal and spatial studies, observations often demonstrate strong correlations that are stationary in time or distance lags, and the times or locations of these data being sampled may not be homogeneous. We propose a nonparametric…

Statistics Theory · Mathematics 2007-11-06 Yehua Li , Naisyin Wang , Meeyoung Hong , Nancy D. Turner , Joanne R. Lupton , Raymond J. Carroll

In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…

Machine Learning · Computer Science 2020-03-13 Henry Lam , Fengpei Li , Siddharth Prusty

Recent research has established sufficient conditions for finite mixture models to be identifiable from grouped observations. These conditions allow the mixture components to be nonparametric and have substantial (or even total) overlap.…

Machine Learning · Statistics 2020-06-16 Alexander Ritchie , Robert A. Vandermeulen , Clayton Scott

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…

Methodology · Statistics 2025-09-24 Khai Nguyen , Yang Ni , Peter Mueller

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Statistics Theory · Mathematics 2014-05-26 Li Wang , Lan Xue , Annie Qu , Hua Liang

A kernel density estimator for data on the polysphere $\mathbb{S}^{d_1}\times\cdots\times\mathbb{S}^{d_r}$, with $r,d_1,\ldots,d_r\geq 1$, is presented in this paper. We derive the main asymptotic properties of the estimator, including mean…

Methodology · Statistics 2024-11-08 Eduardo García-Portugués , Andrea Meilán-Vila

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

We introduce kernel density machines (KDM), an agnostic kernel-based framework for learning the Radon-Nikodym derivative (density) between probability measures under minimal assumptions. KDM applies to general measurable spaces and avoids…

Machine Learning · Statistics 2026-03-27 Andrea Della Vecchia , Damir Filipovic , Paul Schneider

Although using non-Gaussian distributions in economic models has become increasingly popular, currently there is no systematic way for calibrating a discrete distribution from the data without imposing parametric assumptions. This paper…

Economics · Quantitative Finance 2020-07-23 Alexis Akira Toda

Associating genetic markers with a multidimensional phenotype is an important yet challenging problem. In this work, we establish the equivalence between two popular methods: kernel-machine regression (KMR), and kernel distance covariance…

Machine Learning · Statistics 2014-04-03 Wen-Yu Hua , Debashis Ghosh

The delta method is a popular and elementary tool for deriving limiting distributions of transformed statistics, while applications of asymptotic distributions do not allow one to obtain desirable accuracy of approximation for tail…

Statistics Theory · Mathematics 2011-05-19 Fuqing Gao , Xingqiu Zhao

We propose an improved estimator for the multi-task averaging problem, whose goal is the joint estimation of the means of multiple distributions using separate, independent data sets. The naive approach is to take the empirical mean of each…

Machine Learning · Statistics 2020-11-16 Hannah Marienwald , Jean-Baptiste Fermanian , Gilles Blanchard

We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…

Multiagent Systems · Computer Science 2018-05-11 Gianluigi Pillonetto , Luca Schenato , Damiano Varagnolo

We construct a family of estimators for a regression function based on a sample following a qdistribution. Our approach is nonparametric, using kernel methods built from operations that leverage the properties of q-calculus. Furthermore,…

Statistics Theory · Mathematics 2025-03-11 Emmanuel De Dieu Nkou , Fridolin Melong

In ecological studies niche overlap is often used to quantify species interaction and dynamics. This paper develops a robust, nonparametric statistical framework for quantifying and analyzing multivariate niche overlap. Parametric methods…

Methodology · Statistics 2026-04-08 Jonas Beck , Solomon Harrar