Related papers: Adaptive covariance matrix estimation through bloc…
We present a general framework for using existing data to estimate the efficiency gain from using a covariate-adjusted estimator of a marginal treatment effect in a future randomized trial. We describe conditions under which it is possible…
In recent years, pattern analysis plays an important role in data mining and recognition, and many variants have been proposed to handle complicated scenarios. In the literature, it has been quite familiar with high dimensionality of data…
In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…
Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…
Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…
In real applications of the linear model, the explanatory variables are very often naturally grouped, the most common example being the multivariate variance analysis. In the present paper, a quantile model with structure group is…
Covariance matrix estimates are an essential part of many signal processing algorithms, and are often used to determine a low-dimensional principal subspace via their spectral decomposition. However, exact eigenanalysis is computationally…
Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. While the optimal order of these parameters…
Compositional data arise in many areas of research in the natural and biomedical sciences. One prominent example is in the study of the human gut microbiome, where one can measure the relative abundance of many distinct microorganisms in a…
Covariance matrix estimation, a classical statistical topic, poses significant challenges when the sample size is comparable to or smaller than the number of features. In this paper, we frame covariance matrix estimation as a compound…
Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…
High-dimensional vector autoregressive (VAR) models provide a flexible framework for characterizing dynamic dependence in multivariate spatio-temporal systems, but their unrestricted estimation becomes infeasible when multiple variables are…
The thresholding covariance estimator has nice asymptotic properties for estimating sparse large covariance matrices, but it often has negative eigenvalues when used in real data analysis. To simultaneously achieve sparsity and positive…
Individualized treatment rules aim to identify if, when, which, and to whom treatment should be applied. A globally aging population, rising healthcare costs, and increased access to patient-level data have created an urgent need for…
The focus of this paper is on quantifying the capacity of covariates in devising efficient treatment rules when data from a randomized trial are available. Conventional one-variable-at-a-time subgroup analysis based on statistical…
Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…
This paper considers the problem of estimating the population spectral distribution from a sample covariance matrix in large dimensional situations. We generalize the contour-integral based method in Mestre (2008) and present a local moment…
Linear time series modelling is dominated by the use of purely autoregressive models even though incorporating moving average components can greatly improve parsimony. We present a convex formulation for vector-ARMA system identification…
The aim of this article is to propose a novel kernel estimator of the baseline function in a general high-dimensional Cox model, for which we derive non-asymptotic rates of convergence. To construct our estimator, we first estimate the…
For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…