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The purpose of this paper is to construct confidence intervals for the regression coefficients in high-dimensional Cox proportional hazards regression models where the number of covariates may be larger than the sample size. Our debiased…

Methodology · Statistics 2018-03-06 Yi Yu , Jelena Bradic , Richard J. Samworth

Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…

Statistics Theory · Mathematics 2025-11-07 Marie Du Roy de Chaumaray , Michael Levine , Matthieu Marbac

An important task in clinical medicine is the construction of risk prediction models for specific subgroups of patients based on high-dimensional molecular measurements such as gene expression data. Major objectives in modeling…

Methodology · Statistics 2020-03-23 Katrin Madjar , Jörg Rahnenführer

In contrast to the popular Cox model which presents a multiplicative covariate effect specification on the time to event hazards, the semiparametric additive risks model (ARM) offers an attractive additive specification, allowing for direct…

Methodology · Statistics 2022-03-21 Tong Wang , Dipankar Bandyopadhyay , Samiran Sinha

We propose a semiparametric model to study the effect of covariates on the distribution of a censored event time while making minimal assumptions about the censoring mechanism. The result is a partially identified model, in the sense that…

Methodology · Statistics 2025-03-19 Ilias Willems , Jad Beyhum , Ingrid Van Keilegom

We consider the functional regression model with multivariate response and functional predictors. Compared to fitting each individual response variable separately, taking advantage of the correlation between the response variables can…

Methodology · Statistics 2026-02-04 Ruiyan Luo , Xin Qi

Feature alignment methods are used in many scientific disciplines for data pooling, annotation, and comparison. As an instance of a permutation learning problem, feature alignment presents significant statistical and computational…

Statistics Theory · Mathematics 2023-11-23 Yanjun Han , Philippe Rigollet , George Stepaniants

The additive hazards model specifies the effect of covariates on the hazard in an additive way, in contrast to the popular Cox model, in which it is multiplicative. As non-parametric model, it offers a very flexible way of modeling…

Methodology · Statistics 2022-01-24 Chengyuan Lu , Jelle Goeman , Hein Putter

We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to…

Statistics Theory · Mathematics 2010-10-20 Pang Du , Shuangge Ma , Hua Liang

We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…

Machine Learning · Computer Science 2021-06-10 Chirag Nagpal , Xinyu Rachel Li , Artur Dubrawski

We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule…

Methodology · Statistics 2009-12-19 Herve Cardot , Jan Johannes

We consider estimation of conditional hazard functions and densities over the class of multivariate c\`adl\`ag functions with uniformly bounded sectional variation norm when data are either fully observed or subject to right-censoring. We…

Statistics Theory · Mathematics 2024-04-18 Anders Munch , Thomas A. Gerds , Mark J. van der Laan , Helene C. W. Rytgaard

We study the problem of high-dimensional covariance estimation under the constraint that the partial correlations are nonnegative. The sign constraints dramatically simplify estimation: the Gaussian maximum likelihood estimator is well…

Statistics Theory · Mathematics 2020-07-31 Jake A. Soloff , Adityanand Guntuboyina , Michael I. Jordan

We study the approximation of expectations $\E(f(X))$ for Gaussian random elements $X$ with values in a separable Hilbert space $H$ and Lipschitz continuous functionals $f \colon H \to \R$. We consider restricted Monte Carlo algorithms,…

Numerical Analysis · Mathematics 2018-02-15 Michael B. Giles , Mario Hefter , Lukas Mayer , Klaus Ritter

Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…

Statistics Theory · Mathematics 2020-01-03 Rui Tuo , Yan Wang , C. F. Jeff Wu

The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…

Methodology · Statistics 2020-01-01 Heng Peng , Chuanlong Xie , Jingxin Zhao

Motivated by multi-center biomedical studies that cannot share individual data due to privacy and ownership concerns, we develop communication-efficient iterative distributed algorithms for estimation and inference in the high-dimensional…

Methodology · Statistics 2024-06-25 Pierre Bayle , Jianqing Fan , Zhipeng Lou

The problem of optimally measuring an analytic function of unknown local parameters each linearly coupled to a qubit sensor is well understood, with applications ranging from field interpolation to noise characterization. Here, we resolve a…

Quantum Physics · Physics 2024-03-21 Jacob Bringewatt , Adam Ehrenberg , Tarushii Goel , Alexey V. Gorshkov

We extend the problem of obtaining an estimator for the finite population mean parameter incorporating complete auxiliary information through calibration estimation in survey sampling but considering a functional data framework. The…

Statistics Theory · Mathematics 2013-02-06 Santiago Gallón , Jean-Michel Loubes , Fabrice Gamboa

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation…

Statistics Theory · Mathematics 2011-12-25 Winston Wei Dou , David Pollard , Harrison H. Zhou