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In high-dimensional data analysis, penalized likelihood estimators are shown to provide superior results in both variable selection and parameter estimation. A new algorithm, APPLE, is proposed for calculating the Approximate Path for…
Nonlinear Mixed effects models are hidden variables models that are widely used in many fields such as pharmacometrics. In such models, the distribution characteristics of hidden variables can be specified by including several parameters…
This paper presents a novel approach to binary classification using dynamic logistic ensemble models. The proposed method addresses the challenges posed by datasets containing inherent internal clusters that lack explicit feature-based…
A new family of penalty functions, adaptive to likelihood, is introduced for model selection in general regression models. It arises naturally through assuming certain types of prior distribution on the regression parameters. To study…
For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…
Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…
Sparsity-inducing penalties are useful tools for variable selection and they are also effective for regression settings where the data are functions. We consider the problem of selecting not only variables but also decision boundaries in…
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…
Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…
For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of…
Logistic linear mixed model is widely used in experimental designs and genetic analysis with binary traits. Motivated by modern applications, we consider the case with many groups of random effects and each group corresponds to a variance…
This paper studies statistical aggregation procedures in regression setting. A motivating factor is the existence of many different methods of estimation, leading to possibly competing estimators. We consider here three different types of…
As a nonparametric statistical inference approach, empirical likelihood has been found very useful in numerous occasions. However, it encounters serious computational challenges when applied directly to the modern massive dataset. This…
Penalized likelihood methods with an $\ell_{\gamma}$-type penalty, such as the Bridge, the SCAD, and the MCP, allow us to estimate a parameter and to do variable selection, simultaneously, if $\gamma\in (0,1]$. In this method, it is…
Large-scale generalized linear array models (GLAMs) can be challenging to fit. Computation and storage of its tensor product design matrix can be impossible due to time and memory constraints, and previously considered design matrix free…
Logistic regression is a common classification method in supervised learning. Surprisingly, there are very few solutions for performing logistic regression with missing values in the covariates. We suggest a complete approach based on a…
This paper presents a significant advancement in the estimation of the Composite Link Model within a penalized likelihood framework, specifically designed to address indirect observations of grouped count data. While the model is effective…
Penalized $M-$estimators for logistic regression models have been previously study for fixed dimension in order to obtain sparse statistical models and automatic variable selection. In this paper, we derive asymptotic results for penalized…
Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including…
Classical penalized likelihood regression problems deal with the case that the independent variables data are known exactly. In practice, however, it is common to observe data with incomplete covariate information. We are concerned with a…