5 papers
Outrigger local polynomial regression
Elliot H. Young, Rajen D. Shah, Richard J. Samworth
Standard local polynomial estimators of a nonparametric regression function employ a weighted least squares loss function that is tailored to the setting of homoscedastic Gaussian…
The augmented van Trees inequality
Elliot H. Young
We introduce an augmented form of the van Trees inequality, that yields uniformly tighter lower bounds on the minimax squared Bayes risk of estimators compared with the classical v…
Clustered random forests with correlated data for optimal estimation and inference under potential covariate shift
Elliot H. Young, Peter Bühlmann
We develop Clustered Random Forests, a random forests algorithm for clustered data, arising from independent groups that exhibit within-cluster dependence. The leaf-wise prediction…
ROSE Random Forests for Robust Semiparametric Efficient Estimation
Elliot H. Young, Rajen D. Shah
It is widely recognised that semiparametric efficient estimation can be hard to achieve in practice: estimators that are in theory efficient may require unattainable levels of accu…
Sandwich regression for accurate and robust estimation in generalized linear multilevel and longitudinal models
Elliot H. Young, Rajen D. Shah
Generalized linear models are a popular tool in applied statistics, with their maximum likelihood estimators enjoying asymptotic Gaussianity and efficiency. As all models are wrong…