相关论文: Asymptotics for regression models under loss of id…

The estimation of regression parameters in spatially referenced data plays a crucial role across various scientific domains. A common approach involves employing an additive regression model to capture the relationship between observations…

While deep neural networks (DNNs) are used for prediction, inference on DNN-estimated subject-specific means for categorical or exponential family outcomes remains underexplored. We address this by proposing a DNN estimator under…

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

The statistical analysis of Randomized Numerical Linear Algebra (RandNLA) algorithms within the past few years has mostly focused on their performance as point estimators. However, this is insufficient for conducting statistical inference,…

Statistical distances (SDs), which quantify the dissimilarity between probability distributions, are central to machine learning and statistics. A modern method for estimating such distances from data relies on parametrizing a variational…

This paper is concerned with inference on the regression function of a high-dimensional linear model when outcomes are missing at random. We propose an estimator which combines a Lasso pilot estimate of the regression function with a bias…

This paper analyzes the classical linear regression model with measurement errors in all the variables. First, we provide necessary and sufficient conditions for identification of the coefficients. We show that the coefficients are not…

Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…

Most identification laws of unknown parameters of linear regression equations (LRE) ensure only boundedness of a parametric error in the presence of additive perturbations, which is almost always unacceptable for practical scenarios. In…

This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…

This paper studies large sample properties of a Bayesian approach to inference about slope parameters $\gamma$ in linear regression models with a structural break. In contrast to the conventional approach to inference about $\gamma$ that…

We consider the problem of nonparametric regression under shape constraints. The main examples include isotonic regression (with respect to any partial order), unimodal/convex regression, additive shape-restricted regression, and…

This paper studies the properties of debiased machine learning (DML) estimators under a novel asymptotic framework, offering insights for improving the performance of these estimators in applications. DML is an estimation method suited to…

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…

In this paper, we survey results on the asymptotic behavior of the variance of the best linear unbiased estimator (BLUE) for the mean of stationary processes. This behavior is influenced by the regularity and memory structures of the…

In this article we study the asymptotic predictive optimality of a model selection criterion based on the cross-validatory predictive density, already available in the literature. For a dependent variable and associated explanatory…

We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the…

We develop a uniform inference theory for high-dimensional slope parameters in threshold regression models, allowing for either cross-sectional or time series data. We first establish oracle inequalities for prediction errors, and L1…

We propose a way to remove the bias of a Poisson regression when the subjects are partially observed. In this paper we address this issue under certain assumptions about the missing-data generating process. We fix the total number of…

Random feature model with a nonlinear activation function has been shown to perform asymptotically equivalent to a Gaussian model in terms of training and generalization errors. Analysis of the equivalent model reveals an important yet not…