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Ordinary least squares (OLS) linear regression is one of the most basic statistical techniques for data analysis. In the main stream literature and the statistical education, the study of linear regression is typically restricted to the…

Statistics Theory · Mathematics 2018-09-28 Arun K. Kuchibhotla , Lawrence D. Brown , Andreas Buja

Linear regression is one of the most prevalent techniques in machine learning, however, it is also common to use linear regression for its \emph{explanatory} capabilities rather than label prediction. Ordinary Least Squares (OLS) is often…

Data Structures and Algorithms · Computer Science 2017-08-23 Or Sheffet

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…

Machine Learning · Statistics 2016-08-01 Abolfazl Hashemi , Haris Vikalo

Ordinal regression with anchored reference samples (ORARS) has been proposed for predicting the subjective Mean Opinion Score (MOS) of input stimuli automatically. The ORARS addresses the MOS prediction problem by pairing a test sample with…

Machine Learning · Computer Science 2022-07-07 Bin Su , Shaoguang Mao , Frank Soong , Zhiyong Wu

Least squares linear regression is one of the oldest and widely used data analysis tools. Although the theoretical analysis of the ordinary least squares (OLS) estimator is as old, several fundamental questions are yet to be answered.…

Statistics Theory · Mathematics 2019-10-16 Arun K. Kuchibhotla , Lawrence D. Brown , Andreas Buja , Junhui Cai

I show that ordinary least squares (OLS) predictions can be rewritten as the output of a restricted attention module, akin to those forming the backbone of large language models. This connection offers an alternative perspective on…

Machine Learning · Computer Science 2026-01-13 Philippe Goulet Coulombe

Randomized experiments are the gold standard for causal inference, and justify simple comparisons across treatment groups. Regression adjustment provides a convenient way to incorporate covariate information for additional efficiency. This…

Methodology · Statistics 2022-10-25 Anqi Zhao , Peng Ding

Ordinal regression is aimed at predicting an ordinal class label. In this paper, we consider its semi-supervised formulation, in which we have unlabeled data along with ordinal-labeled data to train an ordinal regressor. There are several…

Machine Learning · Computer Science 2021-06-11 Taira Tsuchiya , Nontawat Charoenphakdee , Issei Sato , Masashi Sugiyama

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…

Optimization and Control · Mathematics 2016-02-25 Aymeric Dieuleveut , Nicolas Flammarion , Francis Bach

Ordered Weighted $L_{1}$ (OWL) regularized regression is a new regression analysis for high-dimensional sparse learning. Proximal gradient methods are used as standard approaches to solve OWL regression. However, it is still a burning issue…

Machine Learning · Computer Science 2021-10-20 Runxue Bao , Bin Gu , Heng Huang

Coefficient estimation and variable selection in multiple linear regression is routinely done in the (penalized) least squares (LS) framework. The concept of model selection oracle introduced by Fan and Li [J. Amer. Statist. Assoc. 96…

Statistics Theory · Mathematics 2008-12-18 Hui Zou , Ming Yuan

An Orthogonal Least Squares (OLS) based feature selection method is proposed for both binomial and multinomial classification. The novel Squared Orthogonal Correlation Coefficient (SOCC) is defined based on Error Reduction Ratio (ERR) in…

Machine Learning · Computer Science 2021-11-09 Sikai Zhang , Zi-Qiang Lang

Ordinary least squares (OLS) is the default method for fitting linear models, but is not applicable for problems with dimensionality larger than the sample size. For these problems, we advocate the use of a generalized version of OLS…

Methodology · Statistics 2016-06-17 Xiangyu Wang , David Dunson , Chenlei Leng

In this article we study post-model selection estimators that apply ordinary least squares (OLS) to the model selected by first-step penalized estimators, typically Lasso. It is well known that Lasso can estimate the nonparametric…

Statistics Theory · Mathematics 2013-03-21 Alexandre Belloni , Victor Chernozhukov

Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…

Methodology · Statistics 2026-03-03 Stefan Inerle , Markus Pauly , Moritz Berger

In the presence of a missing response, reweighting the complete case subsample by the inverse of nonmissing probability is both intuitive and easy to implement. When the population totals of some auxiliary variables are known and when the…

Methodology · Statistics 2014-10-16 Kwun Chuen Gary Chan , Sheung Chi Phillip Yam

Outcome Reporting Bias (ORB) poses significant threats to the validity of meta-analytic findings. It occurs when researchers selectively report outcomes based on the significance or direction of results, potentially leading to distorted…

Methodology · Statistics 2025-07-17 Alessandra Gaia Saracini , Leonhard Held

After performing a randomized experiment, researchers often use ordinary-least squares (OLS) regression to adjust for baseline covariates when estimating the average treatment effect. It is widely known that the resulting confidence…

Statistics Theory · Mathematics 2020-04-27 Kevin Guo , Guillaume Basse

In different fields of applications including, but not limited to, behavioral, environmental, medical sciences and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making…

Methodology · Statistics 2020-05-15 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…

Statistics Theory · Mathematics 2023-11-09 Mufang Ying , Koulik Khamaru , Cun-Hui Zhang
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