arXiv subjects

David Kepplinger

Publications and source records attributed to David Kepplinger.

6 recordsLinked to original sources

arXiv2026

Robust Estimation of Polychoric Correlation for Complex Survey Designs Using Minimum Divergence Methods

Standard maximum likelihood estimation of polychoric correlations is highly sensitive to contamination in survey data, including response errors, interviewer effects, and careless responding, yet assigns equal weight to all observations regardless of data quality. We develop robust estimators for polychoric correlation under complex survey designs based on two minimum divergence criteria -- Hellinger distance (HD) and negative exponential disparity (NED) -- incorporating survey weights through Horvitz--Thompson adjusted cell frequencies. For HD, we propose penalized Ridge and Lasso variants that regularize nuisance parameters while leaving the correlation unpenalized, and establish consistency and asymptotic normality with a sandwich covariance reflecting the sampling design. The influence function is finite but not uniformly bounded, reflecting Hellinger's sensitivity to sparse cells. Simulations under Poisson proportional-to-size sampling examine three contamination geometries -- concordant upper, concordant lower, and discordant mixed corner -- crossed with standard and non-standard latent marginals. The two estimator classes offer complementary advantages: penalized HD methods achieve the lowest mean squared error under concordant contamination, while NED performs best under discordant contamination and under compound misspecification--contamination effects. We provide practical guidelines for method selection based on anticipated contamination patterns in survey practice.

stat.ME↗

arXiv2025

Minimum Hellinger Distance Estimators for Complex Survey Designs

Reliable inference from complex survey samples can be derailed by outliers and high-leverage observations induced by unequal inclusion probabilities and calibration. We develop a minimum Hellinger distance estimator (MHDE) for parametric superpopulation models under complex designs, including Poisson PPS and fixed-size SRS/PPS without replacement, with possibly stochastic post-stratified or calibrated weights. Using a Horvitz-Thompson-adjusted kernel density plug-in, we show: (i) $L^1$-consistency of the KDE with explicit large-deviation tail bounds driven by a variance-adaptive effective sample size; (ii) uniform exponential bounds for the Hellinger affinity that yield MHDE consistency under mild identifiability; (iii) an asymptotic Normal distribution for the MHDE with covariance $\mathbf A^{-1}\boldsymbol\Sigma \mathbf A^{\intercal}$ (and a finite-population correction under without-replacement designs); and (iv) robustness via the influence function and $\alpha$-influence curves in the Hellinger topology. Simulations under Gamma and lognormal superpopulation models quantify efficiency-robustness trade-offs relative to weighted MLE under independent and high-leverage contamination. An application to NHANES 2021-2023 total water consumption shows that the MHDE remains stable despite extreme responses that markedly bias the MLE. The estimator is simple to implement via quadrature over a fixed grid and is extensible to other divergence families.

math.ST↗

arXiv2025

A Nonparametric Bayesian Model to Adjust for Monitoring Bias with an Application to Identifying Environments Stressed by Climate Change

We propose a new method to adjust for the bias that occurs when an individual monitors a location and reports the status of an event. For example, a monitor may visit a plant each week and report whether the plant is in flower or not. The goal is to estimate the time the event occurred at that location. The problem is that popular estimators often incur bias both because the event may not coincide with the arrival of the monitor and because the monitor may report the status in error. To correct for this bias, we propose a nonparametric Bayesian model that uses monotonic splines to estimate the event time. We first demonstrate the problem and our proposed solution using simulated data. We then apply our method to a real-world example from phenology in which lilac are monitored by citizen scientists in the northeastern United States, and the timing of the flowering is used to study anthropogenic warming. Our analysis suggests that common methods fail to account for monitoring bias and underestimate the peak bloom date of the lilac by 48 days on average. In addition, after adjusting for monitoring bias, several locations had anomalously late bloom dates that did not appear anomalous before adjustment. Our findings underscore the importance of accounting for monitoring bias in event-time estimation. By applying our nonparametric Bayesian model with monotonic splines, we provide a more accurate approach to estimating bloom dates, revealing previously undetected anomalies and improving the reliability of citizen science data for environmental monitoring.

stat.AP↗

arXiv2024

Stable and Robust Hyper-Parameter Selection Via Robust Information Sharing Cross-Validation

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings. Selecting hyper-parameters for the penalty based on a finite sample is a critical task. In practice, cross-validation (CV) is the prevalent strategy with good performance for convex estimators. Applied with robust estimators, however, CV often gives sub-par results due to the interplay between multiple local minima and the penalty. The best local minimum attained on the full training data may not be the minimum with the desired statistical properties. Furthermore, there may be a mismatch between this minimum and the minima attained in the CV folds. This paper introduces a novel adaptive CV strategy that tracks multiple minima for each combination of hyper-parameters and subsets of the data. A matching scheme is presented for correctly evaluating minima computed on the full training data using the best-matching minima from the CV folds. It is shown that the proposed strategy reduces the variability of the estimated performance metric, leads to smoother CV curves, and therefore substantially increases the reliability and utility of robust penalized estimators.

stat.CO↗

arXiv2021

Robust Variable Selection and Estimation Via Adaptive Elastic Net S-Estimators for Linear Regression

Heavy-tailed error distributions and predictors with anomalous values are ubiquitous in high-dimensional regression problems and can seriously jeopardize the validity of statistical analyses if not properly addressed. For more reliable estimation under these adverse conditions, we propose a new robust regularized estimator for simultaneous variable selection and coefficient estimation. This estimator, called adaptive PENSE, possesses the oracle property without prior knowledge of the scale of the residuals and without any moment conditions on the error distribution. The proposed estimator gives reliable results even under very heavy-tailed error distributions and aberrant contamination in the predictors or residuals. Importantly, even in these challenging settings variable selection by adaptive PENSE remains stable. Numerical studies on simulated and real data sets highlight superior finite-sample performance in a vast range of settings compared to other robust regularized estimators in the case of contaminated samples and competitiveness compared to classical regularized estimators in clean samples.

stat.ME↗

arXiv2017

Variable selection with genetic algorithms using repeated cross-validation of PLS regression models as fitness measure

Genetic algorithms are a widely used method in chemometrics for extracting variable subsets with high prediction power. Most fitness measures used by these genetic algorithms are based on the ordinary least-squares fit of the resulting model to the entire data or a subset thereof. Due to multicollinearity, partial least squares regression is often more appropriate, but rarely considered in genetic algorithms due to the additional cost for estimating the optimal number of components. We introduce two novel fitness measures for genetic algorithms, explicitly designed to estimate the internal prediction performance of partial least squares regression models built from the variable subsets. Both measures estimate the optimal number of components using cross-validation and subsequently estimate the prediction performance by predicting the response of observations not included in model-fitting. This is repeated multiple times to estimate the measures' variations due to different random splits. Moreover, one measure was optimized for speed and more accurate estimation of the prediction performance for observations not included during variable selection. This leads to variable subsets with high internal and external prediction power. Results on high-dimensional chemical-analytical data show that the variable subsets acquired by this approach have competitive internal prediction power and superior external prediction power compared to variable subsets extracted with other fitness measures.

stat.CO↗