Non-Markovian Entropy Dynamics in Living Systems from the Keldysh Formalism. [PDF]
Entropy (Basel)Liu F, Guo M, Tan H, Wang Y.
europepmc +1 more source
Extreme conditional quantile estimation for time series
Canadian Journal of Statistics, EarlyView.Abstract We consider the estimation of an extreme conditional quantile QY(1−p|x0)$$ {Q}_Y\left(1-p|{x}_0\right) $$ for a heavy‐tailed distribution in the case of a strictly stationary time series (Xt,Yt)t∈ℤ$$ {\left({X}_t,{Y}_t\right)}_{t\in \mathbb{Z}} $$. Here, QY(·|x0)$$ {Q}_Y\left(\cdotp |{x}_0\right) $$ denotes the conditional quantile function of
Yuri Goegebeur +2 more
wiley +1 more source
Lasso for hierarchical polynomial models
Canadian Journal of Statistics, EarlyView.Abstract The divisibility conditions implicit in a polynomial hierarchy suggest parameter constraints in regression. With this idea, we establish strong and weak hierarchies for both the lasso and relaxed lasso. Our proposal extends prior work on hierarchical lasso, which was mainly concerned with models of degree 2.
H. Maruri‐Aguilar, S. Lunagómez
wiley +1 more source
Sparse maximum likelihood estimation of regression models
Canadian Journal of Statistics, EarlyView.Abstract For regression model selection and estimation, we study a small set of candidate models of maximum likelihood from which all information criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) choose their models.
Min Tsao
wiley +1 more source
Inverse-Probability-Weighted Kernel Estimation of Regression Derivatives Under Missing-at-Random Responses for Stationary Ergodic Processes. [PDF]
Entropy (Basel)Bouzebda S, Didi S.
europepmc +1 more source
Order restricted row‐column cluster randomized design
Canadian Journal of Statistics, EarlyView.Abstract This research introduces a novel two‐stage cluster randomized design, the order restricted row‐column cluster randomized design. The new design builds upon the cluster randomized block design by incorporating a second layer of blocking, achieved through ranking cluster units that are randomly sampled from the population.
Dalton Hopper +2 more
wiley +1 more source
Finite-time stability of the West Nile Virus model with Brownian motion. [PDF]
PLoS OneChang K.
europepmc +1 more source
Mitigating measurement error in misspecified small area models
Canadian Journal of Statistics, EarlyView.Abstract In the framework of Small area estimation, we consider an area‐level model where a subset of covariates is measured with error. The extent of the error is assumed to be constant throughout the areas, and it is expressed by a scalar parameter γ$$ \gamma $$, which multiplies the deterministic covariance matrix of the estimator of the true ...
Diego Battagliese +3 more
wiley +1 more source
Learning sparse mixture‐of‐experts generalized linear models in ultrahigh dimensions
Canadian Journal of Statistics, EarlyView.Abstract Motivated by the challenges of heterogeneity and high dimensionality in the analysis of modern data, we investigate continuous regularization methods for learning sparse mixture‐of‐experts generalized linear models (MoE‐GLM). Although there are foundational results about regularized estimators in a broad class of regression models including ...
Pengqi Liu, Abbas Khalili
wiley +1 more source
Bias-Driven Hot-Correlated Electrons in the Two-Dimensional Ferromagnet Fe4GeTe2. [PDF]
Nano LettNell D, Sanvito S, Droghetti A.
europepmc +1 more source