Related papers: Differentially-Private Logistic Regression for Det…
Genome-wide association studies (GWAS) provide a means of examining the common genetic variation underlying a range of traits and disorders. In addition, it is hoped that GWAS may provide a means of differentiating affected from unaffected…
In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…
With the recent advent of high-throughput genotyping techniques, genetic data for genome-wide association studies (GWAS) have become increasingly available, which entails the development of efficient and effective statistical approaches.…
Genetic variants identified to date by genome-wide association studies only explain a small fraction of total heritability. Gene-by-gene interaction is one important potential source of unexplained heritability. In the first part of this…
The problem of finding the maximum likelihood estimates for the regression coefficients in generalised linear models with an L1 sparsity penalty is shown to be equivalent to minimising the unpenalised maximum log-likelihood function over a…
Generalized linear models (GLMs) such as logistic regression are among the most widely used arms in data analyst's repertoire and often used on sensitive datasets. A large body of prior works that investigate GLMs under differential privacy…
We introduce the arbitrary rectangle-range generalized elastic net penalty method, abbreviated to ARGEN, for performing constrained variable selection and regularization in high-dimensional sparse linear models. As a natural extension of…
Penalized regression methods, most notably the lasso, are a popular approach to analyzing high-dimensional data. An attractive property of the lasso is that it naturally performs variable selection. An important area of concern, however, is…
We establish a high-dimensional statistical learning framework for individualized asset allocation. Our proposed methodology addresses continuous-action decision-making with a large number of characteristics. We develop a discretization…
Many complex disease syndromes such as asthma consist of a large number of highly related, rather than independent, clinical phenotypes, raising a new technical challenge in identifying genetic variations associated simultaneously with…
Detecting the interactions of genetic compounds like genes, SNPs, proteins, metabolites, etc. can potentially unravel the mechanisms behind complex traits and common genetic disorders. Several methods have been taken into consideration for…
Generative Adversarial Networks (GANs) are one of the well-known models to generate synthetic data including images, especially for research communities that cannot use original sensitive datasets because they are not publicly accessible.…
We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…
In cancer research, profiling studies have been extensively conducted, searching for genes/SNPs associated with prognosis. Cancer is a heterogeneous disease. Examining similarity and difference in the genetic basis of multiple subtypes of…
Genome-wide association studies (GWA studies or GWAS) investigate the relationships between genetic variants such as single-nucleotide polymorphisms (SNPs) and individual traits. Recently, incorporating biological priors together with…
It is well known that the out-of-sample performance of Markowitz's mean-variance portfolio criterion can be negatively affected by estimation errors in the mean and covariance. In this paper we address the problem by regularizing the…
In the social sciences, small- to medium-scale datasets are common, and linear regression is canonical. In privacy-aware settings, much work has focused on differentially private (DP) linear regression, but mostly on point estimation with…
Large-scale {\it in vitro} drug sensitivity screens are an important tool in personalized oncology to predict the effectiveness of potential cancer drugs. The prediction of the sensitivity of cancer cell lines to a panel of drugs is a…
Motivation: In spite of great success of genome-wide association studies (GWAS), multiple challenges still remain. First, complex traits are often associated with many single nucleotide polymorphisms (SNPs), each with small or moderate…
The elastic net penalty is frequently employed in high-dimensional statistics for parameter regression and variable selection. It is particularly beneficial compared to lasso when the number of predictors greatly surpasses the number of…