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This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model…

统计方法学 · 统计学 2008-03-19 Raydonal Ospina , Silvia L. P. Ferrari

We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…

统计理论 · 数学 2021-06-03 Susanne Trick , Frank Jäkel , Constantin A. Rothkopf

The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…

统计方法学 · 统计学 2026-05-15 Francisco Felipe Queiroz , Silvia Lopes de Paula Ferrari

We employ distribution regression (DR) to estimate the joint distribution of two outcome variables conditional on chosen covariates. While Bivariate Distribution Regression (BDR) is useful in a variety of settings, it is particularly…

计量经济学 · 经济学 2025-08-19 Victor Chernozhukov , Iván Fernández-Val , Jonas Meier , Aico van Vuuren , Francis Vella

We develop a class of multivariate ordered discrete response models featuring general rectangular structures, which allow for functionally interdependent thresholds across dimensions, extending beyond traditional (lattice) models that…

计量经济学 · 经济学 2025-11-06 Tatiana Komarova , William Matcham

Reward modeling is crucial for aligning large language models with human preferences, yet current approaches lack a principled mathematical framework for leveraging ordinal preference data. When human annotators provide graded preferences…

机器学习 · 计算机科学 2026-03-04 Amirhossein Afsharrad , Ruida Zhou , Luca Viano , Sanjay Lall , Mohammad Ghavamzadeh

Recent years have seen growing interest in Question Difficulty Estimation (QDE) using natural language processing techniques. Question difficulty is often represented using discrete levels, framing the task as ordinal regression due to the…

机器学习 · 计算机科学 2025-07-04 Arthur Thuy , Ekaterina Loginova , Dries F. Benoit

Item Response Theory (IRT) models are widely used to estimate respondents' latent abilities and calibrate item difficulty. Traditional IRT estimation typically requires centralizing all raw responses, raising privacy and governance…

机器学习 · 计算机科学 2026-04-07 Biying Zhou , Nanyu Luo , Feng Ji

High-dimensional linear regression has been thoroughly studied in the context of independent and identically distributed data. We propose to investigate high-dimensional regression models for independent but non-identically distributed…

统计理论 · 数学 2026-05-20 Jérémie Bigot , Issa-Mbenard Dabo , Camille Male

Distribution regression, where the goal is to predict a scalar response from a distribution-valued predictor, arises naturally in settings where observations are grouped and outcomes depend on group-level characteristics rather than on…

统计方法学 · 统计学 2026-03-09 Antonio R. Linero , Soumyabrata Bose , Jared Murray

Standard nonlinear regression is commonly used when modeling indifference points due to its ability to closely follow observed data, resulting in a good model fit. However, standard nonlinear regression currently lacks a reasonable…

统计方法学 · 统计学 2024-06-07 Mingang Kim , Mikhail N. Koffarnus , Christopher T Franck

A major family of sufficient dimension reduction (SDR) methods, called inverse regression, commonly require the distribution of the predictor $X$ to have a linear $E(X|\beta^\mathsf{T}X)$ and a degenerate $\mathrm{var}(X|\beta^\mathsf{T}X)$…

统计方法学 · 统计学 2023-08-30 Wei Luo , Yan Guo

We analyze multivariate ordered discrete response models with a lattice structure, modeling decision makers who narrowly bracket choices across multiple dimensions. These models map latent continuous processes into discrete responses using…

计量经济学 · 经济学 2025-11-06 Tatiana Komarova , William Matcham

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…

统计方法学 · 统计学 2020-11-10 Linjun Zhang , Rong Ma , T. Tony Cai , Hongzhe Li

This paper considers statistical inference for the explained variance $\beta^{\intercal}\Sigma \beta$ under the high-dimensional linear model $Y=X\beta+\epsilon$ in the semi-supervised setting, where $\beta$ is the regression vector and…

统计方法学 · 统计学 2020-12-01 T. Tony Cai , Zijian Guo

In many real-world regression tasks, the data distribution is heavily skewed, and models learn predominantly from abundant majority samples while failing to predict minority labels accurately. While imbalanced classification has been…

机器学习 · 计算机科学 2025-09-30 Shayan Alahyari

The Dirichlet distribution, also known as multivariate beta, is the most used to analyse frequencies or proportions data. Maximum likelihood is widespread for estimation of Dirichlet's parameters. However, for small sample sizes, the…

统计方法学 · 统计学 2021-03-04 Vincenzo Gioia , Euloge Clovis Kenne Pagui

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…

最优化与控制 · 数学 2024-03-26 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

The inflated beta regression model aims to enable the modeling of responses in the intervals $(0,1]$, $[0,1)$ or $[0,1]$. In this model, hypothesis testing is often performed based on the likelihood ratio statistic. The critical values are…

统计方法学 · 统计学 2017-02-03 Laís H. Loose , Fábio M. Bayer , Tarciana L. Pereira

Standard methods in preference learning involve estimating the parameters of discrete choice models from data of selections (choices) made by individuals from a discrete set of alternatives (the choice set). While there are many models for…

机器学习 · 计算机科学 2021-08-18 Kiran Tomlinson , Johan Ugander , Austin R. Benson
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