4 papers
Tail postcoloring in long-run variance estimation of time series
Xu Liu, Kin Wai Chan
Prewhitening is a common approach to deal with strong autocorrelation. In this article, we propose a new approach called tail postcoloring, motivated by it. It uses parametric mode…
Boosting Statistic Learning with Synthetic Data from Pretrained Large Models
Jialong Jiang, Wenkang Hu, Jian Huang +2
The rapid advancement of generative models, such as Stable Diffusion, raises a key question: how can synthetic data from these models enhance predictive modeling? While they can ge…
Robust subgroup-classifier learning and testing in change-plane regressions
Xu Liu, Jian Huang, Yong Zhou +1
Considered here are robust subgroup-classifier learning and testing in change-plane regressions with heavy-tailed errors, which can identify subgroups as a basis for making optimal…
Efficient subgroup testing in change-plane models
Xu Liu, Jian Huang, Yong Zhou +2
Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the c…