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arXiv preprints from January 1, 2026 through September 21, 2026 — 20:04:33 EST

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Posted in stat.CO · 2026-01-14 · Guillermina Senn, Håkon Tjelmeland, Nathan Glatt-Holtz, Matt Walker, Andrew Holbrook

Bayesian Semi-Blind Deconvolution at Scale

Blind image deconvolution refers to the problem of simultaneously estimating the blur kernel and the true image from a set of observations when both the blur kernel and the true image are unknown. Sometimes, additional image and/or blur information is available and the term semi-blind deconvolution (SBD) is used. We consider a...

💬 0 commentsarXiv:2601.09677v1PDF
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Posted in stat.AP · 2026-01-14 · Gloria Henríquez, Jhoan Báez, Víctor Riquelme, Pedro Gajardo, Michel Royer, Héctor Ramírez

Forecasting Seasonal Peaks of Pediatric Respiratory Infections Using an Alert-Based Model Combining SIR Dynamics and Historical Trends in Santiago, Chile

Acute respiratory infections (ARI) are a major cause of pediatric hospitalization in Chile, producing marked winter increases in demand that challenge hospital planning. This study presents an alert-based forecasting model to predict the timing and magnitude of ARI hospitalization peaks in Santiago. The approach integrates a seasonal...

💬 0 commentsarXiv:2601.09821v1PDF
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Posted in stat.ME · 2026-01-14 · Ha Nguyen, Sumanta Basu

LARGE: A Locally Adaptive Regularization Approach for Estimating Gaussian Graphical Models

The graphical Lasso (GLASSO) is a widely used algorithm for learning high-dimensional undirected Gaussian graphical models (GGM). Given i.i.d. observations from a multivariate normal distribution, GLASSO estimates the precision matrix by maximizing the log-likelihood with an \ell_1-penalty on the off-diagonal entries. However,...

💬 0 commentsarXiv:2601.09686v1PDF
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Posted in stat.ME · 2026-01-14 · Jacob A. Turner, Monnie McGee, Bianca A. Luedeker

Tree Estimation and Saddlepoint-Based Diagnostics for the Nested Dirichlet Distribution: Application to Compositional Behavioral Data

The Nested Dirichlet Distribution (NDD) provides a flexible alternative to the Dirichlet distribution for modeling compositional data, relaxing constraints on component variances and correlations through a hierarchical tree structure. While theoretically appealing, the NDD is underused in practice due to two main limitations: the need...

💬 0 commentsarXiv:2601.09941v1PDF
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Posted in stat.ME · 2026-01-14 · Mayukh Choudhury, Debraj Das

High Dimensional Gaussian and Bootstrap Approximations in Generalized Linear Models

Generalized Linear Model (or GLM) extends the ordinary linear regression by linking the mean of the response variable to covariates through appropriate link functions. GLM is widely used in the analysis of datasets arising from diverse fields including medical sciences, clinical trials, population surveys and risk analysis. In this...

💬 0 commentsarXiv:2601.09925v2PDF
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Posted in stat.ME · 2026-01-14 · Bilel Bousselmi, Gabriela Ciuperca

Model selection by cross-validation in an expectile linear regression

For linear models that may have asymmetric errors, we study variable selection by cross-validation. The data are split into training and validation sets, with the number of observations in the validation set much larger than in the training set. For the model coefficients, the expectile or adaptive LASSO expectile estimators are...

💬 0 commentsarXiv:2601.09874v1PDF
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Posted in stat.CO · 2026-01-14 · Dylan Borchert, Semhar Michael, Christopher Saunders

Estimation of Parameters of the Truncated Normal Distribution with Unknown Bounds

Estimators of parameters of truncated distributions, namely the truncated normal distribution, have been widely studied for a known truncation region. There is also literature for estimating the unknown bounds for known parent distributions. In this work, we develop a novel algorithm under the expectation-solution (ES) framework,...

💬 0 commentsarXiv:2601.09857v1PDF
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Posted in stat.ML · 2026-01-14 · Hong Ye Tan, Stanley Osher, Wuchen Li

Accelerated Regularized Wasserstein Proximal Sampling Algorithms

We consider sampling from a Gibbs distribution by evolving a finite number of particles using a particular score estimator rather than Brownian motion. To accelerate the particles, we consider a second-order score-based ODE, similar to Nesterov acceleration. In contrast to traditional kernel density score estimation, we use the...

💬 0 commentsarXiv:2601.09848v2PDF
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Posted in stat.ML · 2026-01-13 · Xinping Yi, Gaojie Jin, Xiaowei Huang, Shi Jin

Towards A Unified PAC-Bayesian Framework for Norm-based Generalization Bounds

Understanding the generalization behavior of deep neural networks remains a fundamental challenge in modern statistical learning theory. Among existing approaches, PAC-Bayesian norm-based bounds have demonstrated particular promise due to their data-dependent nature and their ability to capture algorithmic and geometric properties of...

💬 0 commentsarXiv:2601.08100v1PDF
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Posted in stat.OT · 2026-01-13 · Yuxi Zhao, Margaret Gamalo

Proactive Anomaly Screen for Multiple Endpoints Using Bayesian Latent Class Modeling: A k-Step Ahead Approach

In clinical trials, ensuring the quality and validity of data for downstream analysis and results is paramount, thus necessitating thorough data monitoring. This typically involves employing edit checks and manual queries during data collection. Edit checks consist of straightforward schemes programmed into relational databases,...

💬 0 commentsarXiv:2601.08167v2PDF
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Posted in stat.ML · 2026-01-13 · Pei Heng, Yi Sun, Jianhua Guo

Structural Dimension Reduction in Bayesian Networks

This work introduces a novel technique, named structural dimension reduction, to collapse a Bayesian network onto a minimum and localized one while ensuring that probabilistic inferences between the original and reduced networks remain consistent. To this end, we propose a new combinatorial structure in directed acyclic graphs called...

💬 0 commentsarXiv:2601.08236v1PDF
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Posted in stat.AP · 2026-01-13 · Pierre Ailliot, Carlo Gaetan, Philippe Naveau

A parsimonious tail compliant multiscale statistical model for aggregated rainfall

Modeling rainfall intensity distributions across aggregation scales (from sub-hourly to weekly) is essential for hydrological risk analysis and IDF curves. Aggregation naturally imposes mathematical constraints: return levels must be ordered by time scale, as daily accumulations necessarily exceed sub-daily ones. From a statistical...

💬 0 commentsarXiv:2601.08350v1PDF
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Posted in stat.CO · 2026-01-13 · Abylay Zhumekenov, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas

Particle Filtering for a Class of State-Space Models with Low and Degenerate Observational Noise

We consider the discrete-time filtering problem in scenarios where the observation noise is low or degenerate. We focus on the case where the observation equation is a linear function of the state and the data involve additive noise. However, we place minimal assumptions on the hidden state process. For such a class of models we...

💬 0 commentsarXiv:2601.08411v2PDF
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Posted in stat.AP · 2026-01-13 · Shi-Shun Chen, Dong-Hua Niu, Wen-Bin Chen, Jia-Yun Song, Ya-Fei Zhang, Xiao-Yang Li, Enrico Zio

Reliability Modeling of Single-Sided Aluminized Polyimide Films during Storage Considering Stress-Induced Degradation Mechanism Transition

Single-sided aluminized polyimide films (SAPF) are widely used in thermal management of aerospace systems. Although the reliability of SAPF in space environments has been thoroughly studied, its reliability in ground environments during storage is always ignored, potentially leading to system failure. This paper aims to investigate...

💬 0 commentsarXiv:2601.08655v1PDF
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Posted in stat.ML · 2026-01-13 · The Tien Mai

Robust low-rank estimation with multiple binary responses using pairwise AUC loss

Multiple binary responses arise in many modern data-analytic problems. Although fitting separate logistic regressions for each response is computationally attractive, it ignores shared structure and can be statistically inefficient, especially in high-dimensional and class-imbalanced regimes. Low-rank models offer a natural way to...

💬 0 commentsarXiv:2601.08618v1PDF
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Posted in stat.ME · 2026-01-13 · Wenxuan Guo, Panos Toulis, Yuhao Wang

Permutation Inference under Multi-way Clustering and Missing Data

Econometric applications with multi-way clustering often feature a small number of effective clusters or heavy-tailed data, making standard cluster-robust and bootstrap inference unreliable in finite samples. In this paper, we develop a framework for finite-sample valid permutation inference in linear regression with multi-way...

💬 0 commentsarXiv:2601.08610v1PDF
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Posted in stat.ME · 2026-01-13 · Rodrigo M. R. de Medeiros, Francisco F. Queiroz

Flexible modeling of nonnegative continuous data: Box-Cox symmetric regression and its zero-adjusted extension

The Box-Cox symmetric distributions constitute a broad class of probability models for positive continuous data, offering flexibility in modeling skewness and tail behavior. Their parameterization allows a straightforward quantile-based interpretation, which is particularly useful in regression modeling. Despite their potential, only...

💬 0 commentsarXiv:2601.08600v2PDF
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Posted in stat.ME · 2026-01-13 · Marcus Gehrmann, Håkon Tjelmeland

Sparsifying transform priors in Gaussian graphical models

Bayesian methods constitute a popular approach for estimating the conditional independence structure in Gaussian graphical models, since they can quantify the uncertainty through the posterior distribution. Inference in this framework is typically carried out with Markov chain Monte Carlo (MCMC). However, the most widely used choice...

💬 0 commentsarXiv:2601.08596v1PDF
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Posted in stat.ME · 2026-01-13 · Ping Zhao, Long Feng

Note on High Dimensional Spatial-Sign Test for One Sample Problem

We revisit the null distribution of the high-dimensional spatial-sign test of Wang et al. (2015) under mild structural assumptions on the scatter matrix. We show that the standardized test statistic converges to a non-Gaussian limit, characterized as a mixture of a normal component and a weighted chi-square component. To facilitate...

💬 0 commentsarXiv:2601.08736v1PDF
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Posted in stat.ME · 2026-01-13 · Kosuke Morikawa, Jae Kwang Kim

Semiparametric Efficient Data Integration Using the Dual-Frame Sampling Framework

Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame data integration and propose two complementary estimators. The first models the non-probability...

💬 0 commentsarXiv:2601.08707v1PDF
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Posted in stat.ML · 2026-01-13 · Arturo Pérez-Peralta, Sandra Benítez-Peña, Rosa E. Lillo

On the use of graph models to achieve individual and group fairness

Machine Learning algorithms are ubiquitous in key decision-making contexts such as justice, healthcare and finance, which has spawned a great demand for fairness in these procedures. However, the theoretical properties of such models in relation with fairness are still poorly understood, and the intuition behind the relationship...

💬 0 commentsarXiv:2601.08784v1PDF
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Posted in stat.ML · 2026-01-13 · Nawaf Bou-Rabee, Siddharth Mitra, Andre Wibisono

Tail-Sensitive KL and Rényi Convergence of Unadjusted Hamiltonian Monte Carlo via One-Shot Couplings

Hamiltonian Monte Carlo (HMC) algorithms are among the most widely used sampling methods in high dimensional settings, yet their convergence properties are poorly understood in divergences that quantify relative density mismatch, such as Kullback-Leibler (KL) and Rényi divergences. These divergences naturally govern acceptance...

💬 0 commentsarXiv:2601.09019v1PDF
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Posted in stat.ME · 2026-01-13 · Steven A. Frank

Causal attribution by the chain rule: unifying natural selection, learning, economics, and other disciplines

Analysis often splits change into components. For example, how much of the observed variance is caused by genes or environment? In many cases, the split is ultimately made by the logic of the chain rule, which divides the difference of a product into two terms. Each term quantifies the partial difference associated with change in one...

💬 0 commentsarXiv:2601.09011v3PDF
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Posted in stat.ME · 2026-01-13 · Andrea Toloba, Klaus Langohr, Guadalupe Gómez Melis

Semiparametric estimation of GLMs with interval-censored covariates via an augmented Turnbull estimator

Interval-censored covariates are frequently encountered in biomedical studies, particularly in time-to-event data or when measurements are subject to detection or quantification limits. Yet, the estimation of regression models with interval-censored covariates remains methodologically underdeveloped. In this article, we address the...

💬 0 commentsarXiv:2601.08996v1PDF
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Posted in stat.ME · 2026-01-13 · Fredrik Lohne Aanes

Approximate Shapley value estimation using sampling without replacement and variance estimation via the new Symmetric bootstrap and the Doubled half bootstrap

In this paper I consider improving the KernelSHAP algorithm. I suggest to use the Wallenius' noncentral hypergeometric distribution for sampling the number of coalitions and perform sampling without replacement, so that the KernelSHAP estimation framework is improved further. I also introduce the Symmetric bootstrap to calculate the...

💬 0 commentsarXiv:2601.08981v1PDF