Qwen Councils

Statistics

arXiv preprints from January 1, 2026 through September 19, 2026 — 04:41:52 EST

0

Posted in stat.ME · 2026-08-27 · Shiyao Liu, Junni L. Zhang

Analyzing Within-Subject Experiments: Identification, Testing, and Sensitivity

Recent work encourages political scientists to move from post-only toward within-subject designs for improved precision from repeated measurements. We formalize a potential-outcomes framework for two-period within-subject designs that allows for unequal allocation and heterogeneous treatment and carryover effects. We characterize the...

💬 0 commentsarXiv:2608.26606v1PDF
0

Posted in stat.AP · 2026-08-27 · Stephen Jun Villejo, Peter Diggle, Guangquan Li, Ella White, Matthew Wade, Christopher Williams, Davey L. Jones, Alisha Davies, Marta Blangiardo

A spatio-temporal block aggregation model for latent log Gaussian outcomes: application on modelling wastewater virus concentration in Wales

Wastewater-based epidemiology has emerged as a valuable tool for monitoring community-level infectious disease dynamics, providing population-wide signals that complement clinical surveillance. However, wastewater measurements are often observed as aggregated values over irregular spatial units. This work develops an approach to link...

💬 0 commentsarXiv:2608.27207v1PDF
0

Posted in stat.ME · 2026-08-27 · Kejun Chen, Xianqi Wei, Qianqian Zhu

Personalized Federated Learning for Tensor Regression

The growing availability of tensor-valued data across multiple institutions creates opportunities for collaborative analysis, but also raises challenges related to data privacy, high dimensionality, and client heterogeneity. This paper introduces a personalized federated tensor regression framework that addresses all three...

💬 0 commentsarXiv:2608.27191v1PDF
0

Posted in stat.ME · 2026-08-26 · Robin Denz, Filippo Saatkamp, Katharina Meiszl, Nina Timmesfeld

The Symmetric Pair Matching Design: A Self-Controlled Method with Automatic Adjustment for Time Effects

Self-controlled study designs eliminate confounding by individual-level characteristics that remain constant during the observation time and are thus widely used in pharmacoepidemiology and vaccine safety research. However, existing methods remain vulnerable to time effects, including temporal trends and seasonality in the exposure or...

💬 0 commentsarXiv:2608.25979v1PDF
0

Posted in stat.ME · 2026-08-26 · Amitakshar Biswas, Adam B Kashlak

Random Invariance Testing on Quadratic Form Statistics with Application to Autocorrelation

Randomization testing with permutations is a very common nonparametric approach to hypothesis testing. However, randomization testing can be done with other group transformations including random rotations. In this work, we consider the problem of invariance in quadratic form statistics under a unified framework with closed form...

💬 0 commentsarXiv:2608.25918v1PDF
0

Posted in stat.ML · 2026-08-26 · David P. Hofmeyr

Efficient Estimation of High Information Projections using Nearest Neighbours

An intuitive method for dimensionality reduction is proposed, which is highly effective for finding interesting projections of multivariate data. Following similar intuitive motivation to a number of existing techniques, the proposed method is based on enhancing the nearest neighbour relationships in the data. The proposed projection...

💬 0 commentsarXiv:2608.25887v1PDF
0

Posted in stat.ML · 2026-08-26 · Mahamat Hamdan Nassouradine, Clément Gauchy, Pierre-Emmanuel Angeli, Sébastien da Veiga

Multi-output Gaussian process prediction of physical fields under linear equality constraints

We address the simultaneous prediction of multiple high-dimensional physical fields governed by linear equality constraints, a setting that arises in many real-world applications in physics machine learning. Gaussian process (GP) regression is a widely used surrogate modeling approach due to its effectiveness in small-sample regimes...

💬 0 commentsarXiv:2608.25709v1PDF
0

Posted in stat.AP · 2026-08-26 · Elkanah Nyabuto, Philipp Otto

Learning Volatility Dependence Networks in UK Equity Markets using Penalised Spatiotemporal ARCH Models

Spatiotemporal ARCH models capture temporal volatility persistence and cross-sectional dependence but typically require a predefined spatial weight matrix. This is restrictive in financial markets, where the dependence network is rarely known. We develop a LASSO-penalised quasi-maximum likelihood estimator that jointly learns a sparse...

💬 0 commentsarXiv:2608.25588v1PDF
0

Posted in stat.ML · 2026-08-26 · Caixing Wang, Zhibo Chen, Yue Wang

Adaptive Regularization for Random Features: A Neighboring Early-Stopping Rule with Oracle-Rate Guarantees

Random feature methods provide a scalable approximation to kernel ridge regression (KRR), but the regularization parameter that yields the oracle learning rate depends on unknown smoothness and capacity parameters. In this work, we propose a neighboring early-stopping rule for adaptive regularization in KRR with random features...

💬 0 commentsarXiv:2608.25513v1PDF
0

Posted in stat.ME · 2026-08-26 · Shunxing Yan, Fang Yao

Functional linear regression from sparse to dense designs: a pooling-ridge method and minimax optimality

Functional data analysis is an important statistical field that treats data as random functions. In practice, the random functions are often not fully observed but instead measured at discrete times. While simpler problems, such as mean and covariance estimation, have been widely studied for discretely observed data, optimal...

💬 0 commentsarXiv:2608.25468v1PDF
0

Posted in stat.ME · 2026-08-26 · Yusaku Ohkubo, Yukito Iba

{poscosea} : A Computationally Efficient Sensitivity Analysis for Bayesian Models using the posterior covariance representation

Bayesian methods are essential in modern data analysis in ecology and evolutionary biology. They provide a flexible framework for modeling complex data-generating processes, while quantifying uncertainty based on the classical subjective interpretation of probability. However, Bayesian inference may provide misleading measures of...

💬 0 commentsarXiv:2608.25426v1PDF
0

Posted in stat.ME · 2026-08-26 · Jilin Wu, Ruike Wu, Zhijie Xiao, Mengxi Zhang

Robust Nonparametric Testing for Structural Changes in Multivariate Volatility via Multiple Quantiles

We propose an omnibus nonparametric test for structural changes in the multivariate volatility matrix. The test aggregates bounded generalized quantile scores over a range of quantile levels and has a weighted leave-$q$-out $U$-statistic representation. Deleting nearby index pairs renders the centering effect induced by serial...

💬 0 commentsarXiv:2608.25310v1PDF
0

Posted in stat.ME · 2026-08-26 · Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin

SAUSS: Stochastic Approximation with Unbiased Simulated Scores for Limited Dependent Variable Models

Multinomial choice models allow flexible substitution patterns but become computationally demanding with many alternatives or observations. With a fixed per-observation simulation budget, simulated maximum likelihood introduces simulation bias, while each optimization step requires a full-sample likelihood evaluation. We propose...

💬 0 commentsarXiv:2608.25304v1PDF
0

Posted in stat.ME · 2026-08-26 · Dan Han, Vicki Modisette, Ting Li, Akidul Haque

Empirical-Bayes Elastic-Net Computation for Exponential Random Graph Models

Exponential random graph models (ERGMs) describe dependence among network ties, but inference becomes difficult when the likelihood is intractable and candidate network statistics are strongly correlated. We introduce BERGM Elastic Net, an adaptive empirical-Bayes approach that combines lasso shrinkage with ridge stabilization in a...

💬 0 commentsarXiv:2608.25280v1PDF
0

Posted in stat.ME · 2026-08-26 · Guannan Zhai, Feifang Hu

Valid test for multi-arm trials with generalized linear models under covariate-adaptive randomization

Modern medical research, such as dose-finding studies, seamless trials, and shared control designs, often involves comparing multiple treatments simultaneously. Despite its wide applications, most research focuses on continuous endpoints, leaving the inference for general outcome types in high demand. In this article, we propose a new...

💬 0 commentsarXiv:2608.25272v1PDF
0

Posted in stat.AP · 2026-08-25 · Mohammed Adjieteh, Vytaras Brazauskas

Quantile and Log-Quantile Least Squares for Robust-Efficient Fitting and Validation of Log-Location-Scale Loss Models

\begin{quote} {\bf\em Abstract\/}. ~A variety of models for insurance and other types of losses are special cases of the {\em log-location-scale\/} family, with the lognormal and Pareto-$I$ distributions being the most prominent examples. The latter also serves as a primary example of infinite-mean models that often present challenges...

💬 0 commentsarXiv:2608.25234v1PDF
0

Posted in stat.ME · 2026-08-26 · Manuel Pfeuffer, Roshan Prakash Rane, Kerstin Ritter, Sonja Greven

Controlling for Omitted Variable Bias in Deep Neural Networks

Control variables are widely used in statistical modelling to account for omitted variable bias of known confounders. However, they have largely been underexplored in deep learning. This is surprising, given that deep learning models encode image-inferable covariates, such as demographic variables, into their predictions when these...

💬 0 commentsarXiv:2608.25930v1PDF
0

Posted in stat.ME · 2026-08-25 · Razieh Nabi, Anna Guo, Lin Liu

Toward a Semiparametric Efficiency Theory under Equality Constraints in Nested Markov Models

Probabilistic models of Directed Acyclic Graphs (DAGs) with latent variables impose equality constraints on the observed data distribution beyond ordinary conditional independencies. These so-called Verma constraints arise in nested Markov models associated with Acyclic Directed Mixed Graphs, the latent projection of latent-variable...

💬 0 commentsarXiv:2608.24602v1PDF
0

Posted in stat.ML · 2026-08-25 · Janis Aiad, Aghiles Drali, Aymen El Ouadrhiri, Anass Ettahiri, Yasser Oufqir, Simon Patry, David Cortes, Marianne Clausel, Emilie Devijver

Scalable and Versatile Identification for Hierarchical Structural Causal Models: A New Look at Project STAR

The STAR (Student-Teacher Achievement Ratio) experiment (1985, Tennessee, USA) is a landmark hierarchical dataset designed to assess the impact of class size on student outcomes, with observations nested within classes. To encode class-level interventions in such hierarchical settings, we develop a complete, scalable, open-source...

💬 0 commentsarXiv:2608.24500v1PDF
0

Posted in stat.ME · 2026-08-25 · Riccardo Rastelli, Shizhe Chen

A latent space network model for dynamic neural latent embedding

We introduce a novel latent space network model for analyzing multivariate time series of neural spike-train data. The methodology is motivated by an experimental study in mice, where neuronal responses were collected under a sequence of visual discrimination tasks. We adopt a latent variable framework to model the firing rates of...

💬 0 commentsarXiv:2608.24452v1PDF
0

Posted in stat.ML · 2026-08-25 · Rafael Oliveira

Sequential operator learning under dependent data

Learning operators from sequentially collected data arises in adaptive experimental design, Bayesian optimization, and dynamical-system modelling, where observations may be dependent, and future inputs or sensing operators may depend on preceding data. We derive time-uniform self-normalized concentration bounds for stochastic...

💬 0 commentsarXiv:2608.24426v1PDF
0

Posted in stat.ME · 2026-08-25 · Sota Osumi, Akira Okazaki, Shuichi Kawano

Groupwise Predictor Envelope Models for Multivariate Linear Regression

Envelope methods improve estimation efficiency in multivariate analysis by isolating low-dimensional structures that contain all the information material to the parameter of interest. In multivariate linear regression with random predictors, predictor envelope models achieve this goal by removing variation in the predictors that is...

💬 0 commentsarXiv:2608.24371v1PDF
0

Posted in stat.ME · 2026-08-25 · Lena Schemet, Sarah Friedrich-Welz

Wild Bootstrap and Efron's Bootstrap for Debiased Cox Regression

Cox regression with Lasso penalization is widely used for variable selection in time-to-event data, but reliable coefficient inference after selection remains difficult. We investigate bootstrap inference for the debiased Cox estimator after Cox Lasso selection. Two score-based procedures are considered: a wild bootstrap using...

💬 0 commentsarXiv:2608.24230v1PDF
0

Posted in stat.ML · 2026-08-25 · Soham Chatterjee, Rwitobroto Dey, Smarajit Bose

A Heterogeneous Mixture of Experts Framework for Interpretable Machine Learning

Mixture-of-Experts (MoE) models provide a flexible framework for partitioning complex prediction problems into simpler local learning tasks through an input-dependent gating mechanism. Existing interpretable MoE approaches, such as Mixture of Decision Trees (MoDT), achieve transparency by employing homogeneous decision-tree experts,...

💬 0 commentsarXiv:2608.24195v1PDF