相关论文: Accurate Inference for Adaptive Linear Models

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Uncertainty-aware prediction is essential for safe motion planning, especially when using learned models to forecast the behavior of surrounding agents. Conformal prediction is a statistical tool often used to produce uncertainty-aware…

This article studies the change in the prediction accuracy of a response variable when the number of predictors increases, and all variables follow a multivariate normal distribution. Assuming that the correlations between variables are…

Linear discriminant analysis is a widely used method for classification. However, the high dimensionality of predictors combined with small sample sizes often results in large classification errors. To address this challenge, it is crucial…

Regression quantiles have asymptotic variances that depend on the conditional densities of the response variable given regressors. This paper develops a new estimate of the asymptotic variance of regression quantiles that leads any…

In this paper, we consider the beta prime regression model recently proposed by \cite{bour18}, which is tailored to situations where the response is continuous and restricted to the positive real line with skewed and long tails and the…

Researchers often use linear regression to analyse randomized experiments to improve treatment effect estimation by adjusting for imbalances of covariates in the treatment and control groups. Our work offers a randomization-based inference…

Conformal prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…

We present a new and general method of weighted least square univariate regression where the dependent variable is expanded as a series of suitably chosen functions of the independent variables. Each term of the series is obtained by an…

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

We study the matrix completion problem when the observation pattern is deterministic and possibly non-uniform. We propose a simple and efficient debiased projection scheme for recovery from noisy observations and analyze the error under a…

Predicting which action (treatment) will lead to a better outcome is a central task in decision support systems. To build a prediction model in real situations, learning from biased observational data is a critical issue due to the lack of…

This paper considers the problem of adaptive estimation of a mean pattern in a randomly shifted curve model. We show that this problem can be transformed into a linear inverse problem, where the density of the random shifts plays the role…

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Weighting procedures are used in observational causal inference to adjust for covariate imbalance within the sample. Common practice for inference is to estimate robust standard errors from a weighted regression of outcome on treatment.…

Most machine learning models operate under the assumption that the training, testing and deployment data is independent and identically distributed (i.i.d.). This assumption doesn't generally hold true in a natural setting. Usually, the…