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401-3620-20L 4 Credits BSC , MSC D-ITET , D-INFK , D-MATH
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Student Seminar in Statistics: Inference in Some Non-Standard Regression Problems

Lecturers & Examiners: Prof. Dr. Fadoua Balabdaoui
Number of participants limited to 24. Mainly for students from the Mathematics Bachelor and Master Programmes who, in addition to the introductory course unit 401-2604-00L Probability and Statistics, have heard at least one core or elective course in statistics. Also offered in the Master Programmes Statistics resp. Data Science.
VVZ CR n/a

Last Updated: 2026-02-05 16:02:00

Abstract

Review of some non-standard regression models and the statistical properties of estimation methods in such models.

Objective

The main goal is the students get to discover some less known regression models which either generalize the well-known linear model (for example monotone regression) or violate some of the most fundamental assumptions (as in shuffled or unlinked regression models).

Content

Linear regression is one of the most used models for prediction and hence one of the most understood in statistical literature. However, linearity might be too simplistic to capture the actual relationship between some response and given covariates. Also, there are many real data problems where linearity is plausible but the actual pairing between the observed covariates and responses is completely lost or at partially. In this seminar, we review some of the non-classical regression models and the statistical properties of the estimation methods considered by well-known statisticians and machine learners. This will encompass: 1. Monotone regression 2. Single index model 3. Unlinked regression

Resources

Literature

In the following is the tentative material that will be read and studied by each pair of students (all the items listed below are available through the ETH electronic library or arXiv). Some of the items might change. 1. Chapter 2 from the book "Nonparametric estimation under shape constraints" by P. Groeneboom and G. Jongbloed, 2014, Cambridge University Press 2. "Nonparametric shape-restricted regression" by A. Guntuoyina and B. Sen, 2018, Statistical Science, Volume 33, 568-594 3. "Asymptotic distributions for two estimators of the single index model" by Y. Xia, 2006, Econometric Theory, Volume 22, 1112-1137 4. "Least squares estimation in the monotone single index model" by F. Balabdaoui, C. Durot and H. K. Jankowski, Journal of Bernoulli, 2019, Volume 4B, 3276-3310 5. "Least angle regression" by B. Efron, T. Hastie, I. Johnstone, and R. Tibshirani, 2004, Annals of Statsitics, Volume 32, 407-499. 6. "Sharp thresholds for high dimensional and noisy sparsity recovery using l1-constrained quadratic programming (Lasso)" by M. Wainwright, 2009, IEEE transactions in Information Theory, Volume 55, 1-19 7."Denoising linear models with permuted data" by A. Pananjady, M. Wainwright and T. A. Courtade and , 2017, IEEE International Symposium on Information Theory, 446-450. 8. "Linear regression with shuffled data: statistical and computation limits of permutation recovery" by A. Pananjady, M. Wainwright and T. A. Courtade , 2018, IEEE transactions in Information Theory, Volume 64, 3286-3300 9. "Linear regression without correspondence" by D. Hsu, K. Shi and X. Sun, 2017, NIPS 10. "A pseudo-likelihood approach to linear regression with partially shuffled data" by M. Slawski, G. Diao, E. Ben-David, 2019, arXiv. 11. "Uncoupled isotonic regression via minimum Wasserstein deconvolution" by P. Rigollet and J. Weed, 2019, Information and Inference, Volume 00, 1-27

General Information

Language
English
Levels
BSC , MSC
Frequency
Semesterly recurring

Examination

Type
ungraded semester performance

Registration & Places

Limited places (Special selection)
Signup Start
01.08.2022
Signup End
16.09.2022
Priority: Registration for the course unit is until 28.08.2022 only possible for the primary target group

Course Components

Type Title Time & Place Hours
seminar Student Seminar in Statistics: Inference in Some Non-Standard Regression Problems
  • Mon 12:15-14:00 (HG E 33.1)
2 h weekly

Offered In

  • Mathematics Bachelor
    • Seminars (NOTICE: The number of seminar places is limited, and the special selection procedure should help to allocate the places not primarily according to the registration time. Everybody is waitlisted first when he/she tries to register for a seminar in myStudies. Moreover: Only one mathematics seminar can be chosen per semester.)
  • Mathematics Master
    • Seminars and Semester Papers
      • Seminars (NOTICE: The number of seminar places is limited, and the special selection procedure should help to allocate the places not primarily according to the registration time. Everybody is waitlisted first when he/she tries to register for a seminar in myStudies. Moreover: Only one mathematics seminar can be chosen per semester. In case you need to attend 2 seminars in this semester, please take contact with the Study Administration (email: ).)
  • Statistics Master (The following courses belong to the curriculum of the Master's Programme in Statistics. The corresponding credits do not count as external credits even for course units where an enrolment at ETH Zurich is not possible.)
  • Data Science Master