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We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust…

计量经济学 · 经济学 2023-06-19 Liang Jiang , Oliver B. Linton , Haihan Tang , Yichong Zhang

Modeling traffic distribution and extracting optimal flows in multilayer networks is of utmost importance to design efficient multi-modal network infrastructures. Recent results based on optimal transport theory provide powerful and…

物理与社会 · 物理学 2022-05-24 Abdullahi Adinoyi Ibrahim , Alessandro Lonardi , Caterina De Bacco

This paper addresses the problem of distributed learning under communication constraints, motivated by distributed signal processing in wireless sensor networks and data mining with distributed databases. After formalizing a general model…

机器学习 · 计算机科学 2016-11-15 Joel B. Predd , Sanjeev R. Kulkarni , H. Vincent Poor

We investigate optimal subsampling for quantile regression. We derive the asymptotic distribution of a general subsampling estimator and then derive two versions of optimal subsampling probabilities. One version minimizes the trace of the…

统计计算 · 统计学 2020-01-29 HaiYing Wang , Yanyuan Ma

We propose a novel distributional regression model for a multivariate response vector based on a copula process over the covariate space. It uses the implicit copula of a Gaussian multivariate regression, which we call a ``regression…

统计方法学 · 统计学 2024-03-06 Nadja Klein , Michael Stanley Smith , David Nott , Ryan Chisholm

Conditional simulation is a fundamental task in statistical modeling: Generate samples from the conditionals given finitely many data points from a joint distribution. One promising approach is to construct conditional Brenier maps, where…

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

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

统计方法学 · 统计学 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic

Linear regression is arguably the most fundamental statistical model; however, the validity of its use in randomized clinical trials, despite being common practice, has never been crystal clear, particularly when stratified or…

统计方法学 · 统计学 2023-02-14 Wei Ma , Fuyi Tu , Hanzhong Liu

We develop IV Fr\'echet regression (IVFR), an instrumental-variable (IV) method for settings where the outcome is an entire distribution. Framing the problem as an IV regression in 2-Wasserstein space, IVFR extends global Fr\'echet…

计量经济学 · 经济学 2026-05-28 David Van Dijcke , Kaspar Wüthrich

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

We consider high-dimensional multivariate linear regression models, where the joint distribution of covariates and response variables is a multivariate normal distribution with a bandable covariance matrix. The main goal of this paper is to…

统计理论 · 数学 2021-03-12 Kwangmin Lee , Kyoungjae Lee , Jaeyong Lee

A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The…

统计方法学 · 统计学 2020-12-11 Ufuk Beyaztas , Han Lin Shang

The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. A key challenge behind this problem is to identify a suitable representation…

机器学习 · 统计学 2022-06-20 Dimitri Meunier , Massimiliano Pontil , Carlo Ciliberto

We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the…

统计理论 · 数学 2019-05-02 Marcel Klatt , Carla Tameling , Axel Munk

We obtain robust and computationally efficient estimators for learning several linear models that achieve statistically optimal convergence rate under minimal distributional assumptions. Concretely, we assume our data is drawn from a…

机器学习 · 统计学 2020-12-07 Ainesh Bakshi , Adarsh Prasad

We propose a notion of conditional vector quantile function and a vector quantile regression. A \emph{conditional vector quantile function} (CVQF) of a random vector $Y$, taking values in $\mathbb{R}^d$ given covariates $Z=z$, taking values…

统计方法学 · 统计学 2015-09-29 Guillaume Carlier , Victor Chernozhukov , Alfred Galichon

We introduce and analyze a statistical estimator for Monge transport maps: solutions to the quadratic optimal transport problem in Euclidean space. For absolutely continuous source measures, this map is uniquely defined as the gradient of a…

最优化与控制 · 数学 2026-04-27 Elsa Cazelles , Edouard Pauwels , Léo Portales

We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…

统计计算 · 统计学 2026-03-16 Daniel Sharp , Bart van Bloemen Waanders , Youssef Marzouk

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…

概率论 · 数学 2022-12-27 Shayan Hundrieser , Marcel Klatt , Axel Munk