activity
20242026
most citedA Randomized Permutation Whole-Model Test Heuristic for Self-Validated Ensemble Models (SVEM)

2 citations · 3 across the 6 of their papers we have counts for

collaborators

6 papers

stat.ME2026

Factoring A-Optimality into D-Optimality and Sphericity

Andrew T. Karl, Bradley Jones

The D criterion measures the volume of the joint confidence ellipsoid for the linear model coefficients and ignores its shape, so designs with the same D value can estimate individ…

stat.CO2026

Motivating REML via Prediction-Error Covariances in EM Updates for Linear Mixed Models

Andrew T. Karl

We present a computational motivation for restricted maximum likelihood (REML) estimation in linear mixed models using an expectation--maximization (EM) algorithm. At each iteratio…

math.ST2026

Order-Induced Variance in the Moving-Range Sigma Estimator: A Total-Variance Decomposition

Andrew T. Karl

I--MR charts commonly estimate the process standard deviation via the span-2 average moving range divided by the unbiasing constant ; unlike the unbiased sample standard d…

stat.CO2025★ 1 cited

SVEMnet: An R package for Self-Validated Elastic-Net Ensembles and Multi-Response Optimization in Small-Sample Mixture-Process Experiments

Andrew T. Karl

SVEMnet is an R package for fitting Self-Validated Ensemble Models (SVEM) with elastic-net base learners and performing multi-response optimization in small-sample mixture-process…

stat.ME2024

Parameter-Specific Bias Diagnostics in Random-Effects Panel Data Models

Andrew T. Karl

The Hausman specification test assesses the random-effects specification by comparing random-effects and fixed-effects estimators. This note shows how a coefficient-specific diagno…

stat.ME2024★ 2 cited

A Randomized Permutation Whole-Model Test Heuristic for Self-Validated Ensemble Models (SVEM)

Andrew T. Karl

We introduce a heuristic to test the significance of fit of Self-Validated Ensemble Models (SVEM) against the null hypothesis of a constant response. A SVEM model averages predicti…