相关论文: maars: Tidy Inference under the 'Models as Approxi…

Ordinary least square (OLS) estimation of a linear regression model is well-known to be highly sensitive to outliers. It is common practice to (1) identify and remove outliers by looking at the data and (2) to fit OLS and form confidence…

Regression analysis is a central topic in statistical modeling, aimed at estimating the relationships between a dependent variable, commonly referred to as the response variable, and one or more independent variables, i.e., explanatory…

Ordinary least squares (OLS) linear regression is one of the most basic statistical techniques for data analysis. In the main stream literature and the statistical education, the study of linear regression is typically restricted to the…

Linear regression is one of the most prevalent techniques in machine learning, however, it is also common to use linear regression for its \emph{explanatory} capabilities rather than label prediction. Ordinary Least Squares (OLS) is often…

In different fields of applications including, but not limited to, behavioral, environmental, medical sciences and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making…

Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…

We present a comprehensive framework for applying rigorous statistical techniques from econometrics to analyze and improve machine learning systems. We introduce key statistical methods such as Ordinary Least Squares (OLS) regression,…

We present an R package bssm for Bayesian non-linear/non-Gaussian state space modelling. Unlike the existing packages, bssm allows for easy-to-use approximate inference based on Gaussian approximations such as the Laplace approximation and…

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…

Pre-trained machine learning (ML) predictions have been increasingly used to complement incomplete data to enable downstream scientific inquiries, but their naive integration risks biased inferences. Recently, multiple methods have been…

This paper introduces the R package slm which stands for Stationary Linear Models. The package contains a set of statistical procedures for linear regression in the general context where the error process is strictly stationary with short…

We develop a model-free theory of general types of parametric regression for iid observations. The theory replaces the parameters of parametric models with statistical functionals, to be called "regression functionals'', defined on large…

We propose new inference tools for forward stepwise regression, least angle regression, and the lasso. Assuming a Gaussian model for the observation vector y, we first describe a general scheme to perform valid inference after any selection…

In Bayesian statistics, the marginal likelihood (ML) is the key ingredient needed for model comparison and model averaging. Unfortunately, estimating MLs accurately is notoriously difficult, especially for models where posterior simulation…

This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…

Least squares linear regression is one of the oldest and widely used data analysis tools. Although the theoretical analysis of the ordinary least squares (OLS) estimator is as old, several fundamental questions are yet to be answered.…

This study proposes sparse estimation methods for the generalized linear models, which run one of least angle regression (LARS) and least absolute shrinkage and selection operator (LASSO) in the tangent space of the manifold of the…

Statistical models typically capture uncertainties in our knowledge of the corresponding real-world processes, however, it is less common for this uncertainty specification to capture uncertainty surrounding the values of the inputs to the…

Many problems in signal processing require finding sparse solutions to under-determined, or ill-conditioned, linear systems of equations. When dealing with real-world data, the presence of outliers and impulsive noise must also be accounted…

This book is meant to provide an introduction to linear models and the theories behind them. Our goal is to give a rigorous introduction to the readers with prior exposure to ordinary least squares. In machine learning, the output is…