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Covariance matrix estimation is a fundamental statistical task in many applications, but the sample covariance matrix is sub-optimal when the sample size is comparable to or less than the number of features. Such high-dimensional settings…

Methodology · Statistics 2022-06-06 Huiqin Xin , Sihai Dave Zhao

High-dimensional linear regression has been thoroughly studied in the context of independent and identically distributed data. We propose to investigate high-dimensional regression models for independent but non-identically distributed…

Statistics Theory · Mathematics 2026-05-20 Jérémie Bigot , Issa-Mbenard Dabo , Camille Male

In the high-dimensional landscape, addressing the challenges of covariance regression with high-dimensional covariates has posed difficulties for conventional methodologies. This paper addresses these hurdles by presenting a novel approach…

Methodology · Statistics 2024-04-11 Yuheng He , Changliang Zou , Yi Zhao

Unraveling the co-expression of genes across studies enhances the understanding of cellular processes. Inferring gene co-expression networks from transcriptome data presents many challenges, including spurious gene correlations, sample…

Machine Learning · Statistics 2024-10-01 Teodora Pandeva , Martijs Jonker , Leendert Hamoen , Joris Mooij , Patrick Forré

Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…

Methodology · Statistics 2022-01-24 Hua Yun Chen

This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in econometrics. High dimensional sparse models arise in situations where many regressors (or series terms) are available and the…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen

This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…

Methodology · Statistics 2022-01-21 Xin Bing , Wei Cheng , Huijie Feng , Yang Ning

In this paper, we develop a novel efficient and robust nonparametric regression estimator under a framework of feedforward neural network. There are several interesting characteristics for the proposed estimator. First, the loss function is…

Methodology · Statistics 2023-09-25 Xuancheng Wang , Ling Zhou , Huazhen Lin

Ancestry-specific proteome-wide association studies (PWAS) based on genetically predicted protein expression can reveal complex disease etiology specific to certain ancestral groups. These studies require ancestry-specific models for…

Applications · Statistics 2024-04-26 Aaron J. Molstad , Yanwei Cai , Alexander P. Reiner , Charles Kooperberg , Wei Sun , Li Hsu

The estimation of patient-specific tissue properties in the form of model parameters is important for personalized physiological models. However, these tissue properties are spatially varying across the underlying anatomical model,…

Machine Learning · Statistics 2020-05-19 Jwala Dhamala , Sandesh Ghimire , John L. Sapp , B. Milan Horácek , Linwei Wang

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

Genomic phenotypes, such as DNA methylation and chromatin accessibility, can be used to characterize the transcriptional and regulatory activity of DNA within a cell. Recent technological advances have made it possible to measure such…

Methodology · Statistics 2016-11-15 Jean Morrison , Noah Simon , Daniela Witten

In unsupervised representation learning, models aim to distill essential features from high-dimensional data into lower-dimensional learned representations, guided by inductive biases. Understanding the characteristics that make a good…

Machine Learning · Computer Science 2024-10-02 Robin C. Geyer , Alessandro Torcinovich , João B. Carvalho , Alexander Meyer , Joachim M. Buhmann

This paper addresses the fundamental task of estimating covariance matrix functions for high-dimensional functional data/functional time series. We consider two functional factor structures encompassing either functional factors with scalar…

Methodology · Statistics 2025-10-28 Dong Li , Xinghao Qiao , Zihan Wang

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

As medical devices become more complex, they routinely collect extensive and complicated data. While classical regressions typically examine the relationship between an outcome and a vector of predictors, it becomes imperative to identify…

Methodology · Statistics 2024-05-16 Huaqing Jin , Fei Jiang

Completely randomized experiment is the gold standard for causal inference. When the covariate information for each experimental candidate is available, one typical way is to include them in covariate adjustments for more accurate treatment…

Methodology · Statistics 2025-06-10 Xin Lu , Fan Yang , Yuhao Wang

Existing high-dimensional statistical methods are largely established for analyzing individual-level data. In this work, we study estimation and inference for high-dimensional linear models where we only observe "proxy data", which include…

Methodology · Statistics 2022-01-12 Sai Li , T. Tony Cai , Hongzhe Li

To understand how genetic variants in human genomes manifest in phenotypes -- traits like height or diseases like asthma -- geneticists have sequenced and measured hundreds of thousands of individuals. Geneticists use this data to build…

Machine Learning · Computer Science 2025-07-01 Alan N. Amin , Andres Potapczynski , Andrew Gordon Wilson

Accurate power and sample size estimation are crucial to the design and analysis of genetic association studies. When analyzing a binary trait via logistic regression, important covariates such as age and sex are typically included in the…

Methodology · Statistics 2022-10-05 Ziang Zhang , Lei Sun