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In this paper we propose a heterogeneous modeling framework which achieves individual-wise feature selection and individualized covariates' effects subgrouping simultaneously. In contrast to conventional model selection approaches, the new…

Methodology · Statistics 2019-06-11 Xiwei Tang , Fei Xue , Annie Qu

The paper introduces a penalized matrix estimation procedure aiming at solutions which are sparse and low-rank at the same time. Such structures arise in the context of social networks or protein interactions where underlying graphs have…

Data Structures and Algorithms · Computer Science 2012-07-03 Emile Richard , Pierre-Andre Savalle , Nicolas Vayatis

Fast accumulation of large amounts of complex data has created a need for more sophisticated statistical methodologies to discover interesting patterns and better extract information from these data. The large scale of the data often…

Methodology · Statistics 2014-09-09 Yuliya Marchetti , Qing Zhou

We study the large sample behavior of a convex clustering framework, which minimizes the sample within cluster sum of squares under an~$\ell_1$ fusion constraint on the cluster centroids. This recently proposed approach has been gaining in…

Methodology · Statistics 2016-12-30 Peter Radchenko , Gourab Mukherjee

We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

Methodology · Statistics 2022-07-21 Heejun Shin , Joseph Antonelli

In many biomedical problems, data are often heterogeneous, with samples spanning multiple patient subgroups, where different subgroups may have different disease subtypes, stages, or other medical contexts. These subgroups may be related,…

Methodology · Statistics 2022-11-30 Zihan Li , Ziye Luo , Yifan Sun

Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…

Methodology · Statistics 2021-10-04 Sarah E Robertson , Jon A Steingrimsson , Issa J Dahabreh

In this paper, a subgroup least squares and a convex clustering are introduced for inferring a partially heterogenous linear regression that has potential application in the areas of precision marketing and precision medicine. The…

Methodology · Statistics 2017-11-02 Lu Lin , Jun Lu , Chen Lin

In a regression analysis, suppose we suspect that there are several heterogeneous groups in the population that a sample represents. Mixture regression models have been applied to address such problems. By modeling the conditional…

Methodology · Statistics 2013-07-02 Toshiya Hoshikawa

Heterogeneous panel data models that allow the coefficients to vary across individuals and/or change over time have received increasingly more attention in statistics and econometrics. This paper proposes a two-dimensional heterogeneous…

Econometrics · Economics 2021-10-22 Wei Wang , Xiaodong Yan , Yanyan Ren , Zhijie Xiao

Finite Gaussian mixture models provide a powerful and widely employed probabilistic approach for clustering multivariate continuous data. However, the practical usefulness of these models is jeopardized in high-dimensional spaces, where…

Methodology · Statistics 2022-05-13 Alessandro Casa , Andrea Cappozzo , Michael Fop

We describe an apparatus for subgradient-following of the optimum of convex problems with variational penalties. In this setting, we receive a sequence $y_i,\ldots,y_n$ and seek a smooth sequence $x_1,\ldots,x_n$. The smooth sequence needs…

Machine Learning · Computer Science 2025-04-11 Kai-Chia Mo , Shai Shalev-Shwartz , Nisæl Shártov

Uncovering the heterogeneous effects of particular policies or "treatments" is a key concern for researchers and policymakers. A common approach is to report average treatment effects across subgroups based on observable covariates.…

Econometrics · Economics 2025-10-02 Riccardo Di Francesco

Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define…

We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…

Methodology · Statistics 2019-12-13 Anthony Christidis , Ruben Zamar , Laks V. S. Lakshmanan , Ezequiel Smucler

This paper presents a convex-analytic framework to learn sparse graphs from data. While our problem formulation is inspired by an extension of the graphical lasso using the so-called combinatorial graph Laplacian framework, a key difference…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Tatsuya Koyakumaru , Masahiro Yukawa , Eduardo Pavez , Antonio Ortega

Nonlinear Mixed effects models are hidden variables models that are widely used in many fields such as pharmacometrics. In such models, the distribution characteristics of hidden variables can be specified by including several parameters…

Methodology · Statistics 2021-10-19 Edouard Ollier

Personalization is becoming an important feature in many predictive applications. We introduce a penalized regression method implementing personalization inherently in the penalty. Personalized angle (PAN) regression constructs regression…

Methodology · Statistics 2020-01-30 Kristoffer H. Hellton

Clustering is a ubiquitous problem in data science and signal processing. In many applications where we observe noisy signals, it is common practice to first denoise the data, perhaps using wavelet denoising, and then to apply a clustering…

Machine Learning · Statistics 2021-11-03 Michael Weylandt , T. Mitchell Roddenberry , Genevera I. Allen

We consider the problem of sparse estimation in a factor analysis model. A traditional estimation procedure in use is the following two-step approach: the model is estimated by maximum likelihood method and then a rotation technique is…

Methodology · Statistics 2013-03-18 Kei Hirose , Michio Yamamoto
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