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Sparse linear regression is one of the classic problems in the field of statistics, which has deep connections and high intersections with optimization, computation, and machine learning. To address the effective handling of…

Methodology · Statistics 2025-08-04 Peili Li , Zhuomei Li , Yunhai Xiao , Chao Ying , Zhou Yu

Auxiliary information can increase the efficiency of survey estimators through an assisting model when the model captures some of the relationship between the auxiliary data and the study variables. Despite their superior properties,…

Methodology · Statistics 2017-12-18 Kelly S. McConville , Daniell Toth

Generalised regression estimation allows one to make use of available auxiliary information in survey sampling. We develop three types of generalised regression estimator when the auxiliary data cannot be matched perfectly to the sample…

Methodology · Statistics 2020-05-20 Li-Chun Zhang

Because of the advance in technologies, modern statistical studies often encounter linear models with the number of explanatory variables much larger than the sample size. Estimation and variable selection in these high-dimensional problems…

Statistics Theory · Mathematics 2012-06-06 Jun Shao , Xinwei Deng

Public health data are often spatially dependent, but standard spatial regression methods can suffer from bias and invalid inference when the independent variable is associated with spatially-correlated residuals. This could occur if, for…

Methodology · Statistics 2025-04-10 Nate Wiecha , Jane A. Hoppin , Brian J. Reich

Analysis of sample survey data often requires adjustments to account for missing data in the outcome variables of principal interest. Standard adjustment methods based on item imputation or on propensity weighting factors rely heavily on…

Methodology · Statistics 2016-03-08 Wei-Yin Loh , John Eltinge , MoonJung Cho , Yuanzhi Li

$k$-subset sampling is ubiquitous in machine learning, enabling regularization and interpretability through sparsity. The challenge lies in rendering $k$-subset sampling amenable to end-to-end learning. This has typically involved relaxing…

Machine Learning · Computer Science 2024-06-10 Kareem Ahmed , Zhe Zeng , Mathias Niepert , Guy Van den Broeck

We propose a novel estimator for the principal component (PC) subspace tailored to the high-dimension, low-sample size (HDLSS) context. The method, termed Adaptive Reference-Guided (ARG) estimator, is designed for data exhibiting spiked…

Statistics Theory · Mathematics 2025-08-12 Dongsun Yoon , Sungkyu Jung

We introduce data structures for solving robust regression through stochastic gradient descent (SGD) by sampling gradients with probability proportional to their norm, i.e., importance sampling. Although SGD is widely used for large scale…

Machine Learning · Computer Science 2022-07-19 Sepideh Mahabadi , David P. Woodruff , Samson Zhou

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…

Machine Learning · Computer Science 2024-05-16 Aref Miri Rekavandi , Olga Ohrimenko , Benjamin I. P. Rubinstein

In the past several years a wide range of methods for the construction of regression trees and other estimators based on the recursive partitioning of samples have appeared in the statistics literature. Many applications involve data…

Methodology · Statistics 2014-07-07 Daniell Toth , John Eltinge

This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to…

Econometrics · Economics 2021-01-29 Yoonseok Lee , Yulong Wang

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Applications · Statistics 2018-03-14 German A. Schnaidt Grez , Brani Vidakovic

Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…

Methodology · Statistics 2020-04-01 Shonosuke Sugasawa , Jae Kwang Kim

In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a…

Statistics Theory · Mathematics 2021-01-27 Vincent Margot , Jean-Patrick Baudry , Frédéric Guilloux , Olivier Wintenberger

Two-phase sampling designs are frequently employed in epidemiological studies and large-scale health surveys. In such designs, certain variables are exclusively collected within a second-phase random subsample of the initial first-phase…

Methodology · Statistics 2024-03-25 Lingxiao Wang

Rank regression offers robustness to outliers and heavy-tailed response distributions, invariance to monotonic transformations, and improved efficiency under non-Gaussian errors, making it a versatile tool for analyzing complex data. This…

Methodology · Statistics 2026-05-25 Jiyuan Tu , Suqi Wu , Yichen Zhang , Wen-Xin Zhou

In regression models fitted to data from complex survey designs, sampling weights often incorporate non-essential variation, inflating variance estimates. Stabilized weights mitigate this issue by adjusting sampling weights to account for…

Methodology · Statistics 2026-05-18 Tong Chen , Joshua Slone , Gustavo Amorim , Pamela A. Shaw , Bryan E. Shepherd , Thomas Lumley

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui
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