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We propose a two-step pseudo-maximum likelihood procedure for semiparametric single-index regression models where the conditional variance is a known function of the regression and an additional parameter. The Poisson single-index…

In survey sampling, survey data do not necessarily represent the target population, and the samples are often biased. However, information on the survey weights aids in the elimination of selection bias. The Horvitz-Thompson estimator is a…

In recent years, real-world external controls have grown in popularity as a tool to empower randomized placebo-controlled trials, particularly in rare diseases or cases where balanced randomization is unethical or impractical. However, as…

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the…

In this paper, we propose a new semiparametric regression estimator by using a hybrid technique of a parametric approach and a nonparametric penalized spline method. The overall shape of the true regression function is captured by the…

It is well-known that trimmed sample means are robust against heavy tails and data contamination. This paper analyzes the performance of trimmed means and related methods in two novel contexts. The first one consists of estimating…

Randomized methods of neural network learning suffer from a problem with the generation of random parameters as they are difficult to set optimally to obtain a good projection space. The standard method draws the parameters from a fixed…

Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…

Data sharpening has been shown to reduce bias in nonparametric regression and density estimation. Its performance on nonlinear first order autoregressive models is studied theoretically and numerically in this paper. Although the asymptotic…

Many model selection algorithms produce a path of fits specifying a sequence of increasingly complex models. Given such a sequence and the data used to produce them, we consider the problem of choosing the least complex model that is not…

Penalties that induce smoothness are common in nonparametric regression. In many settings, the amount of smoothness in the data generating function will not be known. Simon and Shojaie (2021) derived convergence rates for nonparametric…

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…

Similar to variable selection in the linear regression model, selecting significant components in the popular additive regression model is of great interest. However, such components are unknown smooth functions of independent variables,…

Kernel smoothing is a widely used nonparametric method in modern statistical analysis. The problem of efficiently conducting kernel smoothing for a massive dataset on a distributed system is a problem of great importance. In this work, we…

We establish minimax convergence rates for classification of functional data and for nonparametric regression with functional design variables. The optimal rates are of logarithmic type under smoothness constraints on the functional density…

We propose a novel test statistic for testing exogeneity in the functional linear regression model. In contrast to Hausman-type tests in finite dimensional linear regression setups, a direct extension to the functional linear regression…

We introduce two novel procedures to test the nullity of the slope function in the functional linear model with real output. The test statistics combine multiple testing ideas and random projections of the input data through functional…

We study nonparametric regression under covariate shift with structured data, where a small amount of labeled target data is supplemented by a large labeled source dataset. In many real-world settings, the covariates in the target domain…