相关论文: Post-Selection and Post-Regularization Inference i…

In structured additive distributional regression, the conditional distribution of the response variables given the covariate information and the vector of model parameters is modelled using a P-parametric probability density function where…

Statistical learning evolves quickly with more and more sophisticated models proposed to incorporate the complicated data structure from modern scientific and business problems. Varying index coefficient models extend varying coefficient…

Scientific and business practices are increasingly resulting in large collections of randomized experiments. Analyzed together, these collections can tell us things that individual experiments in the collection cannot. We study how to learn…

Parameter estimation and inference from complex survey samples typically focuses on global model parameters whose estimators have asymptotic properties, such as from fixed effects regression models. The central challenge is to both mitigate…

In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are…

In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expressions and genetic variants can both be…

Choosing relevant predictors is central to the analysis of biomedical time-to-event data. Classical frequentist inference, however, presumes that the set of covariates is fixed in advance and does not account for data-driven variable…

We consider a sparse high-dimensional varying coefficients model with random effects, a flexible linear model allowing covariates and coefficients to have a functional dependence with time. For each individual, we observe discretely sampled…

Multiple systems estimation using a Poisson loglinear model is a standard approach to quantifying hidden populations where data sources are based on lists of known cases. Information criteria are often used for selecting between the large…

The predominant knowledge-based approach to automated model construction, compositional modelling, employs a set of models of particular functional components. Its inference mechanism takes a scenario describing the constituent interacting…

Causal inference is known to be very challenging when only observational data are available. Randomized experiments are often costly and impractical and in instrumental variable regression the number of instruments has to exceed the number…

We consider a parametric modelling approach for survival data where covariates are allowed to enter the model through multiple distributional parameters, i.e., scale and shape. This is in contrast with the standard convention of having a…

The estimation of static parameters in dynamical systems and control theory has been extensively studied, with significant progress made in estimating varying parameters in specific system types. Suppose, in the general case, we have data…

Motivated by a recent literature on the double-descent phenomenon in machine learning, we consider highly over-parameterized models in causal inference, including synthetic control with many control units. In such models, there may be so…

This article focuses on covariance estimation for multi-view data. Popular approaches rely on factor-analytic decompositions that have shared and view-specific latent factors. Posterior computation is conducted via expensive and brittle…

An important step for any causal inference study design is understanding the distribution of the treated and control subjects in terms of measured baseline covariates. However, not all baseline variation is equally important. In the…

The linear instrumental variable (IV) model is widely used in observational studies, yet its validity hinges on strong assumptions. Classical specification tests such as the Sargan-Hansen J test are limited to overidentified settings and…

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…

We aim to incorporate variable selection routines into variable-by-variable (or sequential) imputation in clustered data to achieve computational improvement in applications with large-scale health data. Specifically, we utilize variable…

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…