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Multi-parameter regression (MPR) modelling refers to the approach whereby covariates are allowed to enter the model through multiple distributional parameters simultaneously. This is in contrast to the standard approaches where covariates…

Methodology · Statistics 2019-07-03 Fatima-Zahra Jaouimaa , Il Do Ha , Kevin Burke

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables…

Machine Learning · Statistics 2013-10-08 Anani Lotsi , Ernst Wit

We consider the problem of variable selection in varying-coefficient functional linear models, where multiple predictors are functions and a response is a scalar and depends on an exogenous variable. The varying-coefficient functional…

Methodology · Statistics 2021-10-26 Hidetoshi Matsui

Standard penalized methods of variable selection and parameter estimation rely on the magnitude of coefficient estimates to decide which variables to include in the final model. However, coefficient estimates are unreliable when the design…

Methodology · Statistics 2018-02-13 Jonathan P Williams , Jan Hannig

In this article, we propose a penalized high dimensional semiparametric model average quantile prediction approach that is robust for forecasting the conditional quantile of the response. We consider a two-step estimation procedure. In the…

Statistics Theory · Mathematics 2018-09-06 Jingwen Tu , Hu Yang , Chaohui Guo

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Statistics Theory · Mathematics 2014-05-26 Li Wang , Lan Xue , Annie Qu , Hua Liang

When applying the support vector machine (SVM) to high-dimensional classification problems, we often impose a sparse structure in the SVM to eliminate the influences of the irrelevant predictors. The lasso and other variable selection…

Machine Learning · Statistics 2008-02-22 Seongho Wu , Hui Zou , Ming Yuan

Penalized likelihood methods are fundamental to ultra-high dimensional variable selection. How high dimensionality such methods can handle remains largely unknown. In this paper, we show that in the context of generalized linear models,…

Statistics Theory · Mathematics 2009-10-08 Jianqing Fan , Jinchi Lv

Supervised linear feature extraction can be achieved by fitting a reduced rank multivariate model. This paper studies rank penalized and rank constrained vector generalized linear models. From the perspective of thresholding rules, we build…

Machine Learning · Statistics 2012-05-11 Yiyuan She

Probabilistic graphical models (PGMs) provide a compact and flexible framework to model very complex real-life phenomena. They combine the probability theory which deals with uncertainty and logical structure represented by a graph which…

Machine Learning · Statistics 2023-02-01 Maryia Shpak

Modern biomedical studies frequently collect complex, high-dimensional physiological signals using wearables and sensors along with time-to-event outcomes, making efficient variable selection methods crucial for interpretation and improving…

Methodology · Statistics 2026-04-22 Yuanzhen Yue , Stella Self , Yichao Wu , Jiajia Zhang , Rahul Ghosal

Non linear mixed effect models are classical tools to analyze non linear longitudinal data in many fields such as population Pharmacokinetic. Groups of observations are usually compared by introducing the group affiliations as binary…

Computation · Statistics 2017-09-28 Edouard Ollier , Adeline Samson , Xavier Delavenne , Vivian Viallon

Local variable selection aims to test for the effect of covariates on an outcome within specific regions. We outline a challenge that arises in the presence of non-linear effects and model misspecification. Specifically, for common…

Methodology · Statistics 2024-08-02 David Rossell , Arnold Kisuk Kseung , Ignacio Saez , Michele Guindani

We consider the problem of simultaneous variable selection and estimation in partially linear models with a divergent number of covariates in the linear part, under the assumption that the vector of regression coefficients is sparse. We…

Statistics Theory · Mathematics 2009-04-01 Huiliang Xie , Jian Huang

Among semiparametric regression models, partially linear additive models provide a useful tool to include additive nonparametric components as well as a parametric component, when explaining the relationship between the response and a set…

Methodology · Statistics 2024-02-01 Graciela Boente , Alejandra Martínez

We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Econometrics · Economics 2020-06-12 Matteo Mogliani , Anna Simoni

We consider the problem of estimation of a covariance matrix for Gaussian data in a high dimensional setting. Existing approaches include maximum likelihood estimation under a pre-specified sparsity pattern, l_1-penalized loglikelihood…

Methodology · Statistics 2024-10-04 Luca Cibinel , Alberto Roverato , Veronica Vinciotti

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

Sparse regularized regression methods are now widely used in genome-wide association studies (GWAS) to address the multiple testing burden that limits discovery of potentially important predictors. Linear mixed models (LMMs) have become an…

Methodology · Statistics 2022-06-27 Julien St-Pierre , Karim Oualkacha , Sahir Rai Bhatnagar

We consider variable selection in high-dimensional linear models where the number of covariates greatly exceeds the sample size. We introduce the new concept of partial faithfulness and use it to infer associations between the covariates…

Methodology · Statistics 2012-01-12 Peter Bühlmann , Markus Kalisch , Marloes H. Maathuis