Related papers: Undesirable effects of covariance matrix technique…

Consistent experiment data are crucial to adjust parameters of physics models and to determine best estimates of observables. However, often experiment data are not consistent due to unrecognized systematic errors. Standard methods of…

We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…

The analysis of experimental data with mixed-effects models requires decisions about the specification of the appropriate random-effects structure. Recently, Barr, Levy, Scheepers, and Tily, 2013 recommended fitting `maximal' models with…

We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…

We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Optical $\chi^{(2)}$ non-linearity can be used for parametric amplification and producing down-converted entangled photon pairs that have broad applications. It is known that weak non-linear media exhibit dispersion and produce a frequency…

Testing large covariance matrices is of fundamental importance in statistical analysis with high-dimensional data. In the past decade, three types of test statistics have been studied in the literature: quadratic form statistics, maximum…

Many major works in social science employ matching to make causal conclusions, but different matches on the same data may produce different treatment effect estimates, even when they achieve similar balance or minimize the same loss…

Hierarchical inference in (generalized) regression problems is powerful for finding significant groups or even single covariates, especially in high-dimensional settings where identifiability of the entire regression parameter vector may be…

This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…

In this paper, we give an explanation to the failure of two likelihood ratio procedures for testing about covariance matrices from Gaussian populations when the dimension is large compared to the sample size. Next, using recent central…

The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…

Forecast combination has been proven to be a very important technique to obtain accurate predictions. In many applications, forecast errors exhibit heavy tail behaviors for various reasons. Unfortunately, to our knowledge, little has been…

Nonlinear longitudinal proportional effect models have been proposed to improve power and provide direct estimates of the proportional treatment effect in randomized clinical trials. These models assume a fixed proportional treatment effect…

Randomized controlled trials generate experimental variation that can credibly identify causal effects, but often suffer from limited scale, while observational datasets are large, but often violate desired identification assumptions. To…

It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…

When training deep learning models for least-squares regression, we cannot expect that the training error residuals of the final model, selected after a fixed training time or based on performance on a hold-out data set, sum to zero. This…

We develop a general method to "self-calibrate" observations of galaxy clustering with respect to systematics associated with photometric calibration errors. We first point out the danger posed by the multiplicative effect of calibration…

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

The problem of error analysis is addressed in stages beginning with the case of uncorrelated parameters and proceeding to the Bayesian problem that takes into account all possible correlations when a great deal of prior information about…