Cover Image

Weighted Average Ensemble for Cholesky-based Covariance Matrix Estimation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kang, Xiaoning, Gao, Zhenguo, Liang, Xi, Deng, Xinwei
Format:	Preprint
Published:	2025
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Generative Approach to Joint Modeling of Quantitative and Qualitative Responses
by: Kang, Xiaoning, et al.
Published: (2021)

Collaborative Design of Controlled Experiments in the Presence of Subject Covariates
by: Fisher, William, et al.
Published: (2024)

Bayesian Auxiliary Variable Model for Birth Records Data with Qualitative and Quantitative Responses
by: Kang, Xiaoning, et al.
Published: (2020)

Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
by: Słoczyński, Tymon, et al.
Published: (2023)

Stochastic Block Covariance Matrix Estimation
by: Chen, Yunran, et al.
Published: (2025)

Multilevel Regression Modeling of Covariance Matrix Outcomes
by: Green, Michelle Murphy, et al.
Published: (2026)

Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates
by: Deng, Yuhao, et al.
Published: (2026)

Cholesky-based multivariate Gaussian regression
by: Muschinski, Thomas, et al.
Published: (2021)

Focused Weighted-Average Least Squares Estimator
by: Yin, Shou-Yung
Published: (2026)

Bayesian Covariance Estimation for Multi-group Matrix-variate Data
by: Bersson, Elizabeth, et al.
Published: (2023)

Covariate-Adjusted Response-Adaptive Design with Delayed Outcomes
by: Ma, Xinwei, et al.
Published: (2025)

Variance Estimation for Weighted Average Treatment Effects
by: Li, Huiyue, et al.
Published: (2025)

Efficient GMM and Weighting Matrix under Misspecification
by: Kang, Byunghoon
Published: (2026)

Covariance Matrix Estimation for High-Throughput Biomedical Data with Interconnected Communities
by: Yang, Yifan, et al.
Published: (2023)

Collaborative Analysis for Paired A/B Testing Experiments
by: Zhang, Qiong, et al.
Published: (2024)

A Maximin $Φ_{p}$-Efficient Design for Multivariate GLM
by: Li, Yiou, et al.
Published: (2020)

Robust and Sparse Generalized Linear Models for High-Dimensional Data via Maximum Mean Discrepancy
by: Kang, Xiaoning, et al.
Published: (2026)

A Multifacet Hierarchical Sentiment-Topic Model with Application to Multi-Brand Online Review Analysis
by: Liang, Qiao, et al.
Published: (2025)

Covariance Estimation for Matrix-variate Data via Fixed-rank Core Covariance Geometry
by: Sung, Bongjung
Published: (2025)

Design-Based Weighted Regression Estimators for Average and Conditional Spillover Effects
by: Fang, Fei, et al.
Published: (2025)

Differentially Private Estimation of Weighted Average Treatment Effects for Binary Outcomes
by: Guha, Sharmistha, et al.
Published: (2024)

Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions
by: Boileau, Philippe, et al.
Published: (2021)

Covariance Matrix Estimation for High-Dimensional Interval-Valued Data with Positive Definiteness
by: Tian, Wan, et al.
Published: (2026)

Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect
by: Słoczyński, Tymon, et al.
Published: (2022)

Weighted Conformal Prediction for Survival Analysis under Covariate Shift
by: Shin, Jaeyoung, et al.
Published: (2025)

Covariate Balancing Based on Kernel Density Estimates for Controlled Experiments
by: Li, Yiou, et al.
Published: (2020)

An Empirical Bayes Jackknife Regression Framework for Covariance Matrix Estimation
by: Xin, Huqin, et al.
Published: (2024)

Covariate-moderated Empirical Bayes Matrix Factorization
by: Denault, William R. P., et al.
Published: (2025)

On the Impact of Spatial Covariance Matrix Ordering on Tile Low-Rank Estimation of Matérn Parameters
by: Chen, Sihan, et al.
Published: (2024)

Double Descent and Ensemble Emergence in Model Averaging Prediction
by: Chen, Ke, et al.
Published: (2026)

Root cause discovery via permutations and Cholesky decomposition
by: Li, Jinzhou, et al.
Published: (2024)

Difference-Based High-Dimensional Long-Run Covariance Matrix Estimation for Mean-shift Time Series
by: Liu, Yanhong, et al.
Published: (2026)

Deep Neural Networks Guided Ensemble Learning for Point Estimation
by: Zhan, Tianyu, et al.
Published: (2021)

Quantile Outcome Adaptive Lasso: Covariate Selection for Inverse Probability Weighting Estimator of Quantile Treatment Effects
by: Shoji, Takehiro, et al.
Published: (2024)

DFW: A Novel Weighting Scheme for Covariate Balancing and Treatment Effect Estimation
by: Khan, Ahmad Saeed, et al.
Published: (2025)

Design of Experiments for Emulations: A Selective Review from a Modeling Perspective
by: Deng, Xinwei, et al.
Published: (2025)

Multi-CATE: Multi-Accurate Conditional Average Treatment Effect Estimation Robust to Unknown Covariate Shifts
by: Kern, Christoph, et al.
Published: (2024)

Ensemble Prediction via Covariate-dependent Stacking
by: Wakayama, Tomoya, et al.
Published: (2024)

Localization Estimator for High Dimensional Tensor Covariance Matrices
by: Sun, Hao-Xuan, et al.
Published: (2026)

Covariate Connectivity Combined Clustering for Weighted Networks
by: Hu, Zeyu, et al.
Published: (2025)