An Approximate Control Variates Approach to Multifidelity Distribution Estimation: An approximate control variates approach to multifidelity distribution estimation

Authors: Ruijian Han, Boris Kramer, Dongjin Lee, Akil Narayan, Yiming Xu

Source: SIAM/ASA Journal on Uncertainty Quantification. 12:1349-1388

Subject Terms: FOS: Computer and information sciences, model selection, Linear regression, mixed models, Nonparametric robustness, Monte Carlo methods, robustness, Numerical Analysis (math.NA), Statistics - Computation, Statistics - Applications, 01 natural sciences, control variates, multifidelity, Asymptotic properties of nonparametric inference, distribution estimation, FOS: Mathematics, Applications (stat.AP), Mathematics - Numerical Analysis, 0101 mathematics, Computational methods for problems pertaining to statistics, Nonparametric estimation, Computation (stat.CO)

File Description: application/xml

Access URL: http://arxiv.org/abs/2303.06422

Projection predictive variable selection for discrete response families with finite support

Authors: Frank Weber, Änne Glass, Aki Vehtari

Source: Computational Statistics. 40:701-721

Subject Terms: FOS: Computer and information sciences, post-selection inference, 05 social sciences, ordinal, nominal, 02 engineering and technology, Bayesian, 01 natural sciences, Methodology (stat.ME), 0502 economics and business, 0202 electrical engineering, electronic engineering, information engineering, 62F15 (Primary) 62F07, 62J99 (Secondary), 0101 mathematics, Computational methods for problems pertaining to statistics, Statistics - Methodology, variable selection

File Description: application/xml

Access URL: http://arxiv.org/abs/2301.01660

Robust Bayesian cumulative probit linear mixed models for longitudinal ordinal data

Authors: Kuo-Jung Lee, Ray-Bing Chen, Keunbaik Lee

Source: Computational Statistics. 40:441-468

Subject Terms: hypersphere decomposition, MCMC, correlation matrix, random effects, Computational methods for problems pertaining to statistics

File Description: application/xml

Access URL: https://zbmath.org/8014970
https://doi.org/10.1007/s00180-024-01499-w

Debiased transfer learning estimation and inference for multinomial regression

Authors: Yang, Jichen, Wang, Lei, Lian, Heng

Source: Statistics and Computing. 35

Subject Terms: source detection, Parametric tolerance and confidence regions, Ridge regression, shrinkage estimators (Lasso), Classification and discrimination, cluster analysis (statistical aspects), asymptotic normality, debiased Lasso, nodewise quadratic programming, Computational methods for problems pertaining to statistics, confidence intervals

File Description: application/xml

Access URL: https://zbmath.org/8029197
https://doi.org/10.1007/s11222-025-10607-9

Bayesian analysis of doubly semiparametric mixture cure models with interval-censored data

Authors: Liu, Xiaoyu, Xiang, Liming

Source: Statistics and Computing. 35

Subject Terms: Censored data models, interval censoring, Bayesian inference, augmentation, Bayesian analysis, Estimation in survival analysis and censored data, splines, Computational methods for problems pertaining to statistics, mixture cure model, Applications of statistics to biology and medical sciences, meta analysis

File Description: application/xml

Metropolis-adjusted interacting particle sampling

Authors: Sprungk, Björn, Weissmann, Simon, Zech, Jakob

Source: Statistics and Computing. 35

Subject Terms: interacting particle systems, Bayesian inference, Monte Carlo methods, Mathematics - Numerical Analysis, Computational methods for problems pertaining to statistics, Metropolis-Hastings, Statistics - Computation

File Description: application/xml

Access URL: http://arxiv.org/abs/2312.13889
https://zbmath.org/8029188
https://doi.org/10.1007/s11222-025-10595-w

Hyperparameter optimization for randomized algorithms: a case study on random features

Authors: Dunbar, Oliver R. A., Nelsen, Nicholas H., Mutic, Maya

Source: Statistics and Computing. 35

Subject Terms: FOS: Computer and information sciences, Computer Science - Machine Learning, hyperparameter learning, Bayesian inference, Bayesian inverse problems, Machine Learning (stat.ML), Statistics - Computation, ensemble Kalman inversion, Machine Learning (cs.LG), Statistics - Machine Learning, random features, Computational methods for problems pertaining to statistics, Gaussian process regression, Computation (stat.CO)

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Access URL: http://arxiv.org/abs/2407.00584
https://zbmath.org/8005884
https://doi.org/10.1007/s11222-025-10587-w

Anisotropic multidimensional smoothing using Bayesian tensor product P-splines

Authors: Bach, Paul, Klein, Nadja

Source: Statistics and Computing, 35 (2), Art.-Nr.: 43

Subject Terms: ddc:004, FOS: Computer and information sciences, Generalized linear models (logistic models), Kronecker sum, penalized splines, DATA processing & computer science, 05 social sciences, functional ANOVA decomposition, multivariate smoothing, Statistics - Computation, 01 natural sciences, Methodology (stat.ME), Functional data analysis, Markov chain Monte Carlo, 0502 economics and business, Nonparametric regression and quantile regression, 0101 mathematics, Computational methods for problems pertaining to statistics, Statistics - Methodology, Computation (stat.CO), spatio-temporal statistics

File Description: application/xml; application/pdf

Access URL: http://arxiv.org/abs/2211.16218
https://zbmath.org/8005871
https://doi.org/10.1007/s11222-025-10569-y

Robust and efficient sparse learning over networks: a decentralized surrogate composite quantile regression approach

Authors: Qiao, Nan, Chen, Canyi, Zhu, Zhengtian

Source: Statistics and Computing. 35

Subject Terms: Ridge regression, shrinkage estimators (Lasso), Estimation in multivariate analysis, decentralized estimation, composite quantile regression, heavy-tailed noise, Nonparametric regression and quantile regression, heterogeneity, Computational methods for problems pertaining to statistics, support recovery

File Description: application/xml

Access URL: https://zbmath.org/7983932
https://doi.org/10.1007/s11222-024-10547-w

Likelihood inference for unified transformation cure model with interval censored data

Authors: Jodi Treszoks, Suvra Pal

Source: Computational Statistics. 40:125-151

Subject Terms: interval censoring, proportional hazards, Computational methods for problems pertaining to statistics, EM algorithm, profile likelihood, smoking cessation

File Description: application/xml

Access URL: https://pubmed.ncbi.nlm.nih.gov/40012557

Simultaneous confidence bands for multiple comparisons of several percentile lines

Authors: Sanyu Zhou, Yu Zhang

Source: Computational Statistics. 40:111-123

Subject Terms: regression, simultaneous inference, Computational methods for problems pertaining to statistics, simulation

File Description: application/xml

Variational Bayesian Lasso for spline regression

Authors: Larissa C. Alves, Ronaldo Dias, Helio S. Migon

Source: Computational Statistics. 39:2039-2064

Subject Terms: Computational methods for problems pertaining to statistics, evidence lower bound, knots selection, mean field posterior approximation, variational inference

File Description: application/xml

Access URL: https://zbmath.org/7904612
https://doi.org/10.1007/s00180-024-01470-9

Differentiated uniformization: a new method for inferring Markov chains on combinatorial state spaces including stochastic epidemic models

Authors: Rupp, Kevin, Schill, Rudolf, Süskind, Jonas, Georg, Peter, Klever, Maren, Lösch, Andreas, Grasedyck, Lars, Wettig, Tilo, Spang, Rainer

Source: 13 Seiten (2021). doi:10.48550/ARXIV.2112.10971

Subject Terms: FOS: Computer and information sciences, ddc:610, Computer Science - Machine Learning, ddc:530, Bayesian inference, 610 Medizin, Populations and Evolution (q-bio.PE), Machine Learning (stat.ML), 530 Physik, uniformization, Continuous-time Markov chains · Bayesian inference · Uniformization · Matrix exponential · Tensors · Epidemic spread, 01 natural sciences, continuous-time Markov chains, matrix exponential, 3. Good health, Machine Learning (cs.LG), tensors, Statistics - Machine Learning, FOS: Biological sciences, epidemic spread, 0101 mathematics, Computational methods for problems pertaining to statistics, Quantitative Biology - Populations and Evolution

File Description: application/xml; application/pdf

Access URL: http://arxiv.org/abs/2112.10971
https://zbmath.org/8014318
https://doi.org/10.1007/s00180-024-01454-9
https://publications.rwth-aachen.de/record/842166
https://epub.uni-regensburg.de/55492/

Simultaneous subgroup identification and variable selection for high dimensional data

Authors: Huicong Yu, Jiaqi Wu, Weiping Zhang

Source: Computational Statistics. 39:3181-3205

Subject Terms: subgroups, sparsity, heterogeneity, Computational methods for problems pertaining to statistics, ADMM, oracle property

File Description: application/xml

On the Representation and Learning of Monotone Triangular Transport Maps: On the representation and learning of monotone triangular transport maps

Authors: Baptista, Ricardo, Marzouk, Youssef, Zahm, Olivier

Contributors: Zahm, Olivier, Department of Applied Mathematics (MIT), Massachusetts Institute of Technology (MIT), Mathematics and computing applied to oceanic and atmospheric flows (AIRSEA), Centre Inria de l'Université Grenoble Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Université Grenoble Alpes (UGA)-Laboratoire Jean Kuntzmann (LJK), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP), Université Grenoble Alpes (UGA)-Centre National de la Recherche Scientifique (CNRS)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP), Université Grenoble Alpes (UGA), ANR-21-CE46-0006,MODENA,Réduction de modèle et de données pour l'assimilation efficace(2021), Massachusetts Institute of Technology. Department of Aeronautics and Astronautics

Source: Foundations of Computational Mathematics. 24:2063-2108

Subject Terms: FOS: Computer and information sciences, Computer Science - Machine Learning, Optimal transportation, Monotone functions, infinite-dimensional optimization, Machine Learning (stat.ML), 02 engineering and technology, Wavelets, wavelets, Statistics - Computation, 01 natural sciences, Machine Learning (cs.LG), Methodology (stat.ME), Approximation by polynomials, normalizing flows, [STAT.ML]Statistics [stat]/Machine Learning [stat.ML], Statistics - Machine Learning, Knothe-Rosenblatt rearrangement, density estimation, adaptive approximation, 62G07, 0202 electrical engineering, electronic engineering, information engineering, FOS: Mathematics, 0101 mathematics, multivariate polynomials, Statistics - Methodology, Computation (stat.CO), Knothe–Rosenblatt rearrangement, Infinite-dimensional optimization, monotone functions, 49Q22, [STAT.ML] Statistics [stat]/Machine Learning [stat.ML], Functional Analysis (math.FA), Multivariate polynomials, Mathematics - Functional Analysis, Density estimation, Transportation of measure, 65C20, Computational methods for problems pertaining to statistics, Normalizing flows, Adaptive approximation

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Access URL: http://arxiv.org/abs/2009.10303
https://zbmath.org/7963971
https://doi.org/10.1007/s10208-023-09630-x

Random perturbation subsampling for rank regression with massive data

Authors: He, Sijin, Xia, Xiaochao

Source: Statistics and Computing. 35

Subject Terms: massive data, Statistical aspects of big data and data science, consistency, random perturbation subsampling, rank regression, asymptotic normality, Nonparametric regression and quantile regression, Computational methods for problems pertaining to statistics

File Description: application/xml

Access URL: https://zbmath.org/7983922
https://doi.org/10.1007/s11222-024-10548-9

Gaussian measures conditioned on nonlinear observations: consistency, MAP estimators, and simulation

Authors: Chen, Yifan, Hosseini, Bamdad, Owhadi, Houman, Stuart, Andrew M.

Source: Statistics and Computing. 35

Subject Terms: FOS: Computer and information sciences, Inverse problems for PDEs, Computer Science - Machine Learning, Bayesian inference, Probability (math.PR), Learning and adaptive systems in artificial intelligence, Machine Learning (stat.ML), Numerical Analysis (math.NA), Statistics - Computation, Gaussian measures, Machine Learning (cs.LG), Statistics - Machine Learning, FOS: Mathematics, conditional probability, Mathematics - Numerical Analysis, Computational methods for problems pertaining to statistics, Mathematics - Probability, Computation (stat.CO)

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Access URL: http://arxiv.org/abs/2405.13149
https://zbmath.org/7983918
https://doi.org/10.1007/s11222-024-10535-0

A Review of Generalized Linear Latent Variable Models and Related Computational Approaches: A review of generalized linear latent variable models and related computational approaches

Authors: Pekka Korhonen, Klaus Nordhausen, Sara Taskinen

Source: WIREs Computational Statistics. 16

Subject Terms: todennäköisyyslaskenta, MCMC, Statistics, 05 social sciences, School of Resource Wisdom, factor analysis, Gauss-Hermite, quasi-likelihood, Gauss–Hermite, 01 natural sciences, Resurssiviisausyhteisö, faktorianalyysi, 0504 sociology, likelihood function, 0101 mathematics, Computational methods for problems pertaining to statistics, Laplace approximation, Tilastotiede

File Description: application/xml; application/pdf; fulltext

Access URL: http://urn.fi/URN:NBN:fi:jyu-202411157305

Online prediction of extreme conditional quantiles via B-spline interpolation

Authors: Li, Zhengpin, Wang, Jian, Hou, Yanxi

Source: Statistics and Computing. 34

Subject Terms: Methodology (stat.ME), FOS: Computer and information sciences, extreme conditional quantile, quantile regression, Statistics of extreme values, tail inference, B-splines, generalized Pareto distribution, Nonparametric regression and quantile regression, Computational methods for problems pertaining to statistics, Statistics - Computation, Statistics - Methodology, Computation (stat.CO)

File Description: application/xml

Access URL: http://arxiv.org/abs/2311.13825

K-fold cross-validation based frequentist model averaging for linear models with nonignorable missing responses: \(K\)-fold cross-validation based frequentist model averaging for linear models with nonignorable missing responses

Authors: Liang, Zhongqi, Cai, Li, Wang, Suojin, Wang, Qihua

Source: Statistics and Computing. 35

Subject Terms: Linear regression, mixed models, asymptotic optimality, selection consistency, nonignorable missing, model averaging, Nonparametric regression and quantile regression, Computational methods for problems pertaining to statistics, cross-validation

File Description: application/xml

Access URL: https://zbmath.org/7983926
https://doi.org/10.1007/s11222-024-10554-x