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We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…

Statistics Theory · Mathematics 2016-01-25 Ben Sherwood , Lan Wang

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

Pairwise likelihood is a useful approximation to the full likelihood function for covariance estimation in high-dimensional context. It simplifies high-dimensional dependencies by combining marginal bivariate likelihood objects, thus making…

Methodology · Statistics 2024-07-25 Alessandro Casa , Davide Ferrari , Zhendong Huang

In this paper, we study the estimation of partially linear models for spatial data distributed over complex domains. We use bivariate splines over triangulations to represent the nonparametric component on an irregular two-dimensional…

Statistics Theory · Mathematics 2021-06-03 Li Wang , Guannan Wang , Min-Jun Lai , Lei Gao

This paper analyzes a new regularized learning scheme for high dimensional partially linear support vector machine. The proposed approach consists of an empirical risk and the Lasso-type penalty for linear part, as well as the standard…

Statistics Theory · Mathematics 2020-06-08 Yifan Xia , Yongchao Hou , Shaogao Lv

In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…

Statistics Theory · Mathematics 2007-06-13 Ibrahim Ahmad , Sittisak Leelahanon , Qi Li

Blockwise missing data occurs frequently when we integrate multisource or multimodality data where different sources or modalities contain complementary information. In this paper, we consider a high-dimensional linear regression model with…

Methodology · Statistics 2023-06-30 Fei Xue , Rong Ma , Hongzhe Li

We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…

Methodology · Statistics 2018-08-21 Ginette Lafit , Francisco J. Nogales , Marcelo Ruiz , Ruben H. Zamar

A new statistical procedure, based on a modified spline basis, is proposed to identify the linear components in the panel data model with fixed effects. Under some mild assumptions, the proposed procedure is shown to consistently estimate…

Econometrics · Economics 2019-11-21 Ruiqi Liu , Ben Boukai , Zuofeng Shang

This paper is concerned with a semiparametric partially linear regression model with unknown regression coefficients, an unknown nonparametric function for the non-linear component, and unobservable Gaussian distributed random errors. We…

Statistics Theory · Mathematics 2016-08-16 Irène Gannaz

This paper studies a \textit{partial functional partially linear single-index model} that consists of a functional linear component as well as a linear single-index component. This model generalizes many well-known existing models and is…

Statistics Theory · Mathematics 2017-03-09 Qingguo Tang , Linglong Kong , David Ruppert , Rohana J. Karunamuni

Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…

Methodology · Statistics 2020-09-28 Satyajit Ghosh , Zhiqiang Tan

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

Partial linear models have been widely used as flexible method for modelling linear components in conjunction with non-parametric ones. Despite the presence of the non-parametric part, the linear, parametric part can under certain…

Statistics Theory · Mathematics 2013-07-04 Patric Müller , Sara van de Geer

Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast…

Databases · Computer Science 2007-05-23 Daniel Lemire

Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…

Methodology · Statistics 2023-04-03 Corinne Emmenegger , Peter Bühlmann

We consider a method of pairwise variations for smooth optimization problems, which involve polyhedral constraints. It consists in making steps with respect to the difference of two selected extreme points of the feasible set together with…

Optimization and Control · Mathematics 2017-01-12 I. V. Konnov

Pairwise alignment of DNA sequencing data is a ubiquitous task in bioinformatics and typically represents a heavy computational burden. State-of-the-art approaches to speed up this task use hashing to identify short segments (k-mers) that…

Machine Learning · Computer Science 2021-02-16 Govinda M. Kamath , Tavor Z. Baharav , Ilan Shomorony

Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…

Methodology · Statistics 2021-03-10 Sai Li , Tony T. Cai , Hongzhe Li

This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…

Methodology · Statistics 2016-08-08 Xiaowen Dai , Shaoyang Li , Maozai Tian
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