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Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Sparse regression is frequently employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data that hampers both feature selection and estimation is the presence of strong correlations between…

Methodology · Statistics 2021-03-25 Ankit Kumar , Sharmodeep Bhattacharyya , Kristofer Bouchard

The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…

Statistics Theory · Mathematics 2009-03-02 Nicolai Meinshausen , Bin Yu

The problem of consistently estimating the sparsity pattern of a vector $\betastar \in \real^\mdim$ based on observations contaminated by noise arises in various contexts, including subset selection in regression, structure estimation in…

Statistics Theory · Mathematics 2007-07-13 Martin J. Wainwright

We propose a resampling-based fast variable selection technique for detecting relevant single nucleotide polymorphisms (SNP) in a multi-marker mixed effect model. Due to computational complexity, current practice primarily involves testing…

Applications · Statistics 2025-04-30 Subhabrata Majumdar , Saonli Basu , Matt McGue , Snigdhansu Chatterjee

Where causal SNPs (single nucleotide polymorphisms) tend to accumulate within biological pathways, the incorporation of prior pathways information into a statistical model is expected to increase the power to detect true associations in a…

Methodology · Statistics 2012-01-30 Matt Silver , Giovanni Montana

Genome-wide association studies, in which as many as a million single nucleotide polymorphisms (SNP) are measured on several thousand samples, are quickly becoming a common type of study for identifying genetic factors associated with many…

Methodology · Statistics 2010-10-25 Charles Kooperberg , Michael LeBlanc , James Y. Dai , Indika Rajapakse

This paper investigates the system identification problem for linear discrete-time systems under adversaries and analyzes two lasso-type estimators. We examine both asymptotic and non-asymptotic properties of these estimators in two…

Machine Learning · Computer Science 2024-04-26 Baturalp Yalcin , Haixiang Zhang , Javad Lavaei , Murat Arcak

Standard approaches to analysing data in genome-wide association studies (GWAS) ignore any potential functional relationships between genetic markers. In contrast gene pathways analysis uses prior information on functional structure within…

Methodology · Statistics 2013-02-26 M. Silver , P. Chen , L. Ruoying , C. Y. Cheng , T. Y. Wong , E. Tai , Y. Y. Teo , G. Montana

In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of research on the topic might have provided little guidance…

Methodology · Statistics 2021-11-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…

Machine Learning · Statistics 2024-02-26 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Combining data from several case-control genome-wide association (GWA) studies can yield greater efficiency for detecting associations of disease with single nucleotide polymorphisms (SNPs) than separate analyses of the component studies.…

Methodology · Statistics 2010-10-26 Ruth M. Pfeiffer , Mitchell H. Gail , David Pee

Decision trees are widely used for their low computational cost, good predictive performance, and ability to assess the importance of features. Though often used in practice for feature selection, the theoretical guarantees of these methods…

Machine Learning · Statistics 2023-03-09 Kiarash Banihashem , MohammadTaghi Hajiaghayi , Max Springer

In regression settings where explanatory variables have very low correlations and there are relatively few effects, each of large magnitude, we expect the Lasso to find the important variables with few errors, if any. This paper shows that…

Statistics Theory · Mathematics 2016-09-16 Weijie Su , Malgorzata Bogdan , Emmanuel Candes

Motivation: Genome-wide association studies (GWASs), which assay more than a million single nucleotide polymorphisms (SNPs) in thousands of individuals, have been widely used to identify genetic risk variants for complex diseases. However,…

Computational Engineering, Finance, and Science · Computer Science 2015-01-27 Ben Teng , Can Yang , Jiming Liu , Zhipeng Cai , Xiang Wan

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Understanding epistasis (genetic interaction) may shed some light on the genomic basis of common diseases, including disorders of maximum interest due to their high socioeconomic burden, like schizophrenia. Distance correlation is an…

In genome-wide association studies (GWAS), hundreds of thousands of genetic markers (SNPs) are tested for association with a trait or phenotype. Reported effects tend to be larger in magnitude than the true effects of these markers, the…

Methodology · Statistics 2010-10-25 Michael E. Goddard , Naomi R. Wray , Klara Verbyla , Peter M. Visscher

Neural Ordinary Differential Equations (NODEs) have proven successful in learning dynamical systems in terms of accurately recovering the observed trajectories. While different types of sparsity have been proposed to improve robustness, the…

Machine Learning · Computer Science 2022-10-27 Hananeh Aliee , Till Richter , Mikhail Solonin , Ignacio Ibarra , Fabian Theis , Niki Kilbertus

In many high dimensional classification or regression problems set in a biological context, the complete identification of the set of informative features is often as important as predictive accuracy, since this can provide mechanistic…

Machine Learning · Computer Science 2020-03-02 Yuxin Sun , Benny Chain , Samuel Kaski , John Shawe-Taylor
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