Related papers: The sign of the logistic regression coefficient
This paper introduces a high-dimensional binary variate model that accommodates nonstationary covariates and factors, and studies their asymptotic theory. This framework encompasses scenarios where single indices are nonstationary or…
In this study, we present the preliminary test, Stein-type and positive part Liu estimators in the linear models when the parameter vector $\boldsymbol{\beta}$ is partitioned into two parts, namely, the main effects $\boldsymbol{\beta}_1$…
Inspired by logistic regression, we introduce a regression model for data tuples consisting of a binary response and a set of covariates residing in a metric space without vector structures. Based on the proposed model we also develop a…
Concerning bivariate least squares linear regression, the classical results obtained for extreme structural models in earlier attempts are reviewed using a new formalism in terms of deviation (matrix) traces which, for homoscedastic data,…
While discriminative classifiers often yield strong predictive performance, missing feature values at prediction time can still be a challenge. Classifiers may not behave as expected under certain ways of substituting the missing values,…
We study the classical problem of predicting an outcome variable, $Y$, using a linear combination of a $d$-dimensional covariate vector, $\mathbf{X}$. We are interested in linear predictors whose coefficients solve: % \begin{align*}…
In this work, we study the use of logistic regression in manufacturing failures detection. As a data set for the analysis, we used the data from Kaggle competition Bosch Production Line Performance. We considered the use of machine…
We consider first order expansions of convex penalized estimators in high-dimensional regression problems with random designs. Our setting includes linear regression and logistic regression as special cases. For a given penalty function $h$…
Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…
There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical…
Although QMLE is generally inconsistent, logistic regression relying on the binary choice model (BCM) with logistic errors is widely used, especially in machine learning contexts with many covariates. This paper revisits the slope…
Linear regression is arguably the most widely used statistical method. With fixed regressors and correlated errors, the conventional wisdom is to modify the variance-covariance estimator to accommodate the known correlation structure of the…
For random field theory based multiple comparison corrections In brain imaging, it is often necessary to compute the distribution of the supremum of a random field. Unfortunately, computing the distribution of the supremum of the random…
We consider the most common variants of linear regression, including Ridge, Lasso and Support-vector regression, in a setting where the learner is allowed to observe only a fixed number of attributes of each example at training time. We…
This paper explores connections between margin-based loss functions and consistency in binary classification and regression applications. It is shown that a large class of margin-based loss functions for binary classification/regression…
In this paper, we study the hard and soft support vector regression techniques applied to a set of $n$ linear measurements of the form $y_i=\boldsymbol{\beta}_\star^{T}{\bf x}_i +n_i$ where $\boldsymbol{\beta}_\star$ is an unknown vector,…
We show that under a linearity condition on the distribution of the predictors, the coefficient in single-index regression can be estimated with the same efficiency as in the case when the link function is known. Thus, the linearity…
Let $\{X,X_n,n\ge 1\}$ be a sequence of identically distributed, negatively dependent (NA) random variables under sub-linear expectations, and denote $S_n=\sum_{i=1}^{n}X_i$, $n\ge 1$. Assume that $h(\cdot)$ is a positive non-decreasing…
This paper studies the problem of statistical inference for genetic relatedness between binary traits based on individual-level genome-wide association data. Specifically, under the high-dimensional logistic regression models, we define…
We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorithm of Jaakkola and Jordan (2000). Indeed, our results allow a…