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Multivariate geostatistics is based on modelling all covariances between all possible combinations of two or more variables at any sets of locations in a continuously indexed domain. Multivariate spatial covariance models need to be built…

Methodology · Statistics 2016-10-10 Noel Cressie , Andrew Zammit-Mangion

Graphical models can represent a multivariate distribution in a convenient and accessible form as a graph. Causal models can be viewed as a special class of graphical models that not only represent the distribution of the observed system…

Methodology · Statistics 2017-06-29 Christina Heinze-Deml , Marloes H. Maathuis , Nicolai Meinshausen

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive evaluation of…

Methodology · Statistics 2022-11-04 Steven G. Xu , Shu Yang , Brian J. Reich

In modelling time series data coming from different sources, frequencies can easily vary since some variable can be measured at higher frequencies, others, at lower frequencies. Given data measured over spatial units and at varying…

Methodology · Statistics 2025-03-05 Vladimir A. Malabanan , Joseph Ryan G. Lansangan , Erniel B. Barrios

We study linear quantile regression models when regressors and/or dependent variable are not directly observed but estimated in an initial first step and used in the second step quantile regression for estimating the quantile parameters.…

Econometrics · Economics 2020-12-29 Jayeeta Bhattacharya

Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each other in most studies. The purpose of this study is to propose…

Econometrics · Economics 2019-03-20 Guohua Feng , Jiti Gao , Bin Peng

Machine learning models used in medical applications often face challenges due to the covariate shift, which occurs when there are discrepancies between the distributions of training and target data. This can lead to decreased predictive…

Machine Learning · Computer Science 2024-12-24 Mingyang Cai , Thomas Klausch , Mark A. van de Wiel

Current methods for covariate-shift adaptation use unlabelled data to compute importance weights or domain-invariant features, while the final model is trained on labelled data only. Here, we consider a particular case of covariate shift…

Machine Learning · Statistics 2019-02-28 Julius von Kügelgen , Alexander Mey , Marco Loog

This paper develops a novel spatial quantile function-on-scalar regression model, which studies the conditional spatial distribution of a high-dimensional functional response given scalar predictors. With the strength of both quantile…

Methodology · Statistics 2020-12-22 Zhengwu Zhang , Xiao Wang , Linglong Kong , Hongtu Zhu

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…

Machine Learning · Statistics 2020-01-13 Alexander Hanbo Li , Jelena Bradic

We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…

Methodology · Statistics 2022-04-06 Seong-ho Lee , Yanyuan Ma , Elvezio Ronchetti

Motivated by investigating the relationship between progesterone and the days in a menstrual cycle in a longitudinal study, we propose a multi-kink quantile regression model for longitudinal data analysis. It relaxes the linearity condition…

Methodology · Statistics 2021-12-10 Chuang Wan , Wei Zhong , Wenyang Zhang , Changliang Zou

Clinical trials often involve the assessment of multiple endpoints to comprehensively evaluate the efficacy and safety of interventions. In the work, we consider a global nonparametric testing procedure based on multivariate rank for the…

Methodology · Statistics 2023-06-29 Kexuan Li , Lingli Yang , Shaofei Zhao , Susie Sinks , Luan Lin , Peng Sun

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

Machine Learning · Statistics 2024-09-27 Ruijiang Gao , Mingzhang Yin , James McInerney , Nathan Kallus

Developing models that are capable of answering questions of the form "How would x change if y had been z?'" is fundamental to advancing medical image analysis. Training causal generative models that address such counterfactual questions,…

Machine Learning · Computer Science 2024-07-15 Yasin Ibrahim , Hermione Warr , Konstantinos Kamnitsas

We consider quantile estimation in a semi-supervised setting, characterized by two available data sets: (i) a small or moderate sized labeled data set containing observations for a response and a set of possibly high dimensional covariates,…

Methodology · Statistics 2024-08-15 Abhishek Chakrabortty , Guorong Dai , Raymond J. Carroll

Addressing selection bias in latent variable causal discovery is important yet underexplored, largely due to a lack of suitable statistical tools: While various tools beyond basic conditional independencies have been developed to handle…

Machine Learning · Computer Science 2025-12-15 Haoyue Dai , Yiwen Qiu , Ignavier Ng , Xinshuai Dong , Peter Spirtes , Kun Zhang

We consider deep multivariate models for heterogeneous collections of random variables. In the context of computer vision, such collections may e.g. consist of images, segmentations, image attributes, and latent variables. When developing…

Machine Learning · Computer Science 2026-02-03 Dmitrij Schlesinger , Boris Flach , Alexander Shekhovtsov

We study the problem of multivariate regression where the data are naturally grouped, and a regression matrix is to be estimated for each group. We propose an approach in which a dictionary of low rank parameter matrices is estimated across…

Machine Learning · Computer Science 2012-07-03 Min Xu , John Lafferty