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Modeling response surfaces with abrupt jumps and discontinuities remains a major challenge across scientific and engineering domains. Although Gaussian process models excel at capturing smooth nonlinear relationships, their stationarity…

机器学习 · 统计学 2025-12-16 Isaac Adjetey , Yiyuan She

The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…

机器学习 · 统计学 2024-06-18 Tomoya Wakayama

We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…

统计方法学 · 统计学 2025-09-24 Khai Nguyen , Yang Ni , Peter Mueller

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

统计方法学 · 统计学 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman

The DerSimonian-Laird (DL) weighted average method has been widely used for estimation of a pooled effect size from an aggregated data meta-analysis study. It is mainly criticized for its underestimation of the standard error of the pooled…

统计方法学 · 统计学 2021-04-09 Osama Almalik , Edwin R. van den Heuvel

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

统计理论 · 数学 2020-09-23 Kolyan Ray , Aad van der Vaart

The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…

统计方法学 · 统计学 2015-01-07 Bala Rajaratnam , Steven Roberts , Doug Sparks , Onkar Dalal

Multivariate classification methods using explanatory and predictive models are necessary for characterizing subgroups of patients according to their risk profiles. Popular methods include logistic regression and classification trees with…

机器学习 · 计算机科学 2015-11-23 Luca Talenti , Margaux Luck , Anastasia Yartseva , Nicolas Argy , Sandrine Houzé , Cecilia Damon

We study the posterior contraction rates of a Bayesian method with Gaussian process priors in nonparametric regression and its plug-in property for differential operators. For a general class of kernels, we establish convergence rates of…

统计理论 · 数学 2020-12-01 Zejian Liu , Meng Li

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…

机器学习 · 统计学 2016-03-09 Masaaki Imaizumi , Kohei Hayashi

The simultaneous estimation of multiple unknown parameters lies at heart of a broad class of important problems across science and technology. Currently, the state-of-the-art performance in the such problems is achieved by nonparametric…

统计理论 · 数学 2023-05-30 Alton Barbehenn , Sihai Dave Zhao

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

机器学习 · 计算机科学 2025-12-05 Junyi Liu , Stanley Kok

This article deals with random projections applied as a data reduction technique for Bayesian regression analysis. We show sufficient conditions under which the entire $d$-dimensional distribution is approximately preserved under random…

Predicated on the increasing abundance of electronic health records, we investi- gate the problem of inferring individualized treatment effects using observational data. Stemming from the potential outcomes model, we propose a novel multi-…

机器学习 · 计算机科学 2017-05-30 Ahmed M. Alaa , Mihaela van der Schaar

We extend the continuity-based framework to Regression Discontinuity Designs (RDDs) to identify and estimate causal effects under interference when units are connected through a network. Assignment to an "effective treatment," combining the…

统计方法学 · 统计学 2025-11-20 Elena Dal Torrione , Tiziano Arduini , Laura Forastiere

Generalized linear models (GLMs) are routinely used for modeling relationships between a response variable and a set of covariates. The simple form of a GLM comes with easy interpretability, but also leads to concerns about model…

统计方法学 · 统计学 2023-11-10 Davide Agnoletto , Tommaso Rigon , David B. Dunson

Ai et al. (2021) studied the estimation of a general dose-response function (GDRF) of a continuous treatment that includes the average dose-response function, the quantile dose-response function, and other expectiles of the dose-response…

统计方法学 · 统计学 2026-02-03 Chunrong Ai , Wei Huang , Zheng Zhang

We develop a novel stochastic derivative estimation framework for sample performance functions that are discontinuous in the parameter of interest, based on the multidimensional Leibniz integral rule. When discontinuities arise from…

统计方法学 · 统计学 2025-11-04 Xingyu Ren , Michael C. Fu , Pierre L'Ecuyer

The paper addresses joint sparsity selection in the regression coefficient matrix and the error precision (inverse covariance) matrix for high-dimensional multivariate regression models in the Bayesian paradigm. The selected sparsity…

统计方法学 · 统计学 2022-01-19 Srijata Samanta , Kshitij Khare , George Michailidis

In this paper, we consider the estimation of regression coefficients and signal-to-noise (SNR) ratio in high-dimensional Generalized Linear Models (GLMs), and explore their implications in inferring popular estimands such as average…

统计理论 · 数学 2025-05-07 Xingyu Chen , Lin Liu , Rajarshi Mukherjee