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Statistical inferences for high-dimensional regression models have been extensively studied for their wide applications ranging from genomics, neuroscience, to economics. However, in practice, there are often potential unmeasured…

Methodology · Statistics 2023-09-12 Jing Ouyang , Kean Ming Tan , Gongjun Xu

The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…

Methodology · Statistics 2021-03-09 Zhe Fei , Yi Li

We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Computation · Statistics 2020-01-06 Michael Byrd , Monnie McGee

Rank regression offers robustness to outliers and heavy-tailed response distributions, invariance to monotonic transformations, and improved efficiency under non-Gaussian errors, making it a versatile tool for analyzing complex data. This…

Methodology · Statistics 2026-05-25 Jiyuan Tu , Suqi Wu , Yichen Zhang , Wen-Xin Zhou

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Methodology · Statistics 2016-07-04 Abhik Ghosh , Ayanendranath Basu

In today's modern era of Big data, computationally efficient and scalable methods are needed to support timely insights and informed decision making. One such method is sub-sampling, where a subset of the Big data is analysed and used as…

Methodology · Statistics 2022-09-07 Amalan Mahendran , Helen Thompson , James M. McGree

Local smoothing testing that is based on multivariate nonparametric regression estimation is one of the main model checking methodologies in the literature. However, relevant tests suffer from the typical curse of dimensionality resulting…

Methodology · Statistics 2014-05-12 Xu Guo , Lixing Zhu

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

This paper discusses a general framework for smoothing parameter estimation for models with regular likelihoods constructed in terms of unknown smooth functions of covariates. Gaussian random effects and parametric terms may also be…

Methodology · Statistics 2016-05-10 Simon N. Wood , Natalya Pya , Benjamin Säfken

Multiple generalized additive models (GAMs) are a type of distributional regression wherein parameters of probability distributions depend on predictors through smooth functions, with selection of the degree of smoothness via $L_2$…

Machine Learning · Statistics 2018-09-26 Yousra El-Bachir , Anthony C. Davison

We consider the problem of robustifying high-dimensional structured estimation. Robust techniques are key in real-world applications which often involve outliers and data corruption. We focus on trimmed versions of structurally regularized…

Machine Learning · Statistics 2017-08-22 Eunho Yang , Aurelie Lozano , Aleksandr Aravkin

Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…

Methodology · Statistics 2026-05-01 Jing Ouyang , Chengyu Cui , Yunxiao Chen , Kean Ming Tan , Gongjun Xu

Unsupervised feature selection is an important method to reduce dimensions of high dimensional data without labels, which is benefit to avoid ``curse of dimensionality'' and improve the performance of subsequent machine learning tasks, like…

Machine Learning · Computer Science 2020-12-29 Yanyong Huang , Zongxin Shen , Fuxu Cai , Tianrui Li , Fengmao Lv

While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…

Machine Learning · Statistics 2022-05-17 Hsin-Hsiung Huang , Feng Yu , Xing Fan , Teng Zhang

Linear mixed models are able to handle an extraordinary range of complications in regression-type analyses. Their most common use is to account for within-subject correlation in longitudinal data analysis. They are also the standard vehicle…

Statistics Theory · Mathematics 2007-06-13 Y. Zhao , J. Staudenmayer , B. A. Coull , M. P. Wand

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

Machine Learning · Statistics 2012-07-26 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…

Statistics Theory · Mathematics 2020-11-17 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser , Yuming Zhang

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

Statistics Theory · Mathematics 2013-03-13 Sahand N. Negahban , Pradeep Ravikumar , Martin J. Wainwright , Bin Yu

Networks are a useful representation for data on connections between units of interests, but the observed connections are often noisy and/or include missing values. One common approach to network analysis is to treat the network as a…

Methodology · Statistics 2017-05-22 Yun-Jhong Wu , Elizaveta Levina , Ji Zhu

Additive models and generalized additive models are effective semiparametric tools for multidimensional data. In this article we propose an online smoothing backfitting method for generalized additive models with local polynomial smoothers.…

Statistics Theory · Mathematics 2021-12-20 Ying Yang , Fang Yao
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