相关论文: Shrinkage linear regression for symbolic interval-…

Assigning relevance scores to the input features of a machine learning model enables to measure the contributions of the features in achieving a correct outcome. It is regarded as one of the approaches towards developing explainable models.…

Recent literature provides many computational and modeling approaches for covariance matrices estimation in a penalized Gaussian graphical models but relatively little study has been carried out on the choice of the tuning parameter. This…

We present vir, an R package for variational inference with shrinkage priors. Our package implements variational and stochastic variational algorithms for linear and probit regression models, the use of which is a common first step in many…

The central subspace of a pair of random variables $(y,x) \in \mathbb{R}^{p+1}$ is the minimal subspace $\mathcal{S}$ such that $y \perp \hspace{-2mm} \perp x\mid P_{\mathcal{S}}x$. In this paper, we consider the minimax rate of estimating…

As datasets grow larger, they are often distributed across multiple machines that compute in parallel and communicate with a central machine through short messages. In this paper, we focus on sparse regression and propose a new procedure…

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

We propose a simple and efficient approach to generate a prediction intervals (PI) for approximated and forecasted trends. Our method leverages a weighted asymmetric loss function to estimate the lower and upper bounds of the PI, with the…

This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the…

A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity estimator of the mean program impact…

Negative binomial regression is commonly employed to analyze overdispersed count data. With small to moderate sample sizes, the maximum likelihood estimator of the dispersion parameter may be subject to a significant bias, that in turn…

We address high dimensional covariance estimation for elliptical distributed samples, which are also known as spherically invariant random vectors (SIRV) or compound-Gaussian processes. Specifically we consider shrinkage methods that are…

Most estimates for penalised linear regression can be viewed as posterior modes for an appropriate choice of prior distribution. Bayesian shrinkage methods, particularly the horseshoe estimator, have recently attracted a great deal of…

Application of the minimum distance method to the linear regression model for estimating regression parameters is a difficult and time-consuming process due to the complexity of its distance function, and hence, it is computationally…

Accurately modeling the friction torque in robotic joints has long been challenging due to the request for a robust mathematical description. Traditional model-based approaches are often labor-intensive, requiring extensive experiments and…

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…

In this paper we present a linear regression model for modal symbolic data. The observed variables are histogram variables according to the definition given in the framework of Symbolic Data Analysis and the parameters of the model are…

Recently, authors have studied weighted version of Kerridge inaccuracy measure for truncated distributions. In the present communication we introduce the notion of weighted interval inaccuracy measure for two-sided truncated random…

In existing deep learning methods, almost all loss functions assume that sample data values used to be predicted are the only correct ones. This assumption does not hold for laboratory test data. Test results are often within tolerable or…

Confidence sets play a fundamental role in statistical inference. In this paper, we consider confidence intervals for high dimensional linear regression with random design. We first establish the convergence rates of the minimax expected…

Symbolic regression (SR) is a powerful technique for discovering the analytical mathematical expression from data, finding various applications in natural sciences due to its good interpretability of results. However, existing methods face…