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A new method for the analysis of time to ankylosis complication on a dataset of replanted teeth is proposed. In this context of left-censored, interval-censored and right-censored data, a Cox model with piecewise constant baseline hazard is…

Methodology · Statistics 2020-10-15 Olivier Bouaziz , Eva Lauridsen , Grégory Nuel

The aim of this paper is to introduce an adaptive penalized estimator for identifying the true reduced parametric model under the sparsity assumption. In particular, we deal with the framework where the unpenalized estimator of the…

Statistics Theory · Mathematics 2020-11-02 Alessandro De Gregorio , Francesco Iafrate

Longitudinal data often involve heterogeneity, sparse signals, and contamination from response outliers or high-leverage observations especially in biomedical science. Existing methods usually address only part of this problem, either…

Methodology · Statistics 2026-02-26 Yuyao Wang , Yu Lu , Tianni Zhang , Mengfei Ran

Penalized regression methods, such as lasso and elastic net, are used in many biomedical applications when simultaneous regression coefficient estimation and variable selection is desired. However, missing data complicates the…

Nowadays, l1 penalized likelihood has absorbed a high amount of consideration due to its simplicity and well developed theoretical properties. This method is known as a reliable method in order to apply in a broad range of applications…

Methodology · Statistics 2015-06-12 Hamed Haselimashhadi

Large-scale {\it in vitro} drug sensitivity screens are an important tool in personalized oncology to predict the effectiveness of potential cancer drugs. The prediction of the sensitivity of cancer cell lines to a panel of drugs is a…

Methodology · Statistics 2020-03-10 Zhi Zhao , Manuela Zucknick

We consider model selection in generalized linear models (GLM) for high-dimensional data and propose a wide class of model selection criteria based on penalized maximum likelihood with a complexity penalty on the model size. We derive a…

Statistics Theory · Mathematics 2016-03-31 Felix Abramovich , Vadim Grinshtein

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

Statistics Theory · Mathematics 2019-09-24 Evgeny Pchelintsev , Serguei Pergamenshchikov

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

We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists in coupling the recently…

Methodology · Statistics 2009-02-11 Djalil Chafai , Didier Concordet

In this paper, we consider the partially linear single-index models with longitudinal data. To deal with the variable selection problem in this context, we propose a penalized procedure combined with two bias correction methods, resulting…

Methodology · Statistics 2014-02-10 Gaorong Li , Peng Lai , Heng Lian

For high-dimensional linear regression models, we review and compare several estimators of variances $\tau^2$ and $\sigma^2$ of the random slopes and errors, respectively. These variances relate directly to ridge regression penalty…

Computation · Statistics 2019-02-08 Jurre R. Veerman , Gwenael G. R. Leday , Mark A. van de Wiel

We consider linear random coefficient regression models, where the regressors are allowed to have a finite support. First, we investigate identifiability, and show that the means and the variances and covariances of the random coefficients…

Statistics Theory · Mathematics 2023-06-16 Philipp Hermann , Hajo Holzmann

We propose a penalized likelihood method to fit the linear discriminant analysis model when the predictor is matrix valued. We simultaneously estimate the means and the precision matrix, which we assume has a Kronecker product…

Machine Learning · Statistics 2016-10-31 Aaron J. Molstad , Adam J. Rothman

We propose a robust variable selection procedure using a divergence based M-estimator combined with a penalty function. It produces robust estimates of the regression parameters and simultaneously selects the important explanatory…

Methodology · Statistics 2020-01-01 Abhijit Mandal , Samiran Ghosh

Effect modification occurs when the effect of the treatment on an outcome differs according to the level of a third variable (the effect modifier, EM). A natural way to assess effect modification is by subgroup analysis or include the…

Methodology · Statistics 2021-12-22 Asma Bahamyirou , Mireille E. Schnitzer , Edward H. Kennedy , Lucie Blais , Yi Yang

We propose a penalized likelihood method that simultaneously fits the multinomial logistic regression model and combines subsets of the response categories. The penalty is non differentiable when pairs of columns in the optimization…

Methodology · Statistics 2017-05-11 Bradley S. Price , Charles J. Geyer , Adam J. Rothman

In this paper, we study properties of penalized and structured M-estimators of multivariate scatter, based on geodesically convex but not necessarily smooth penalty functions. Existence and uniqueness conditions for these penalized and…

Methodology · Statistics 2026-03-31 Mengxi Yi , David Tyler

Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…

Methodology · Statistics 2016-12-23 Marbac Matthieu , Sedki Mohammed

Model selection often aims to choose a single model, assuming that the form of the model is correct. However, there may be multiple possible underlying explanatory patterns in a set of predictors that could explain a response. Model…

Methodology · Statistics 2021-12-17 Laura J. Wendelberger , Brian J. Reich , Alyson G. Wilson