Related papers: Optimal Estimating Equation for Logistic Regressio…
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
Sparse logistic regression, as an effective tool of classification, has been developed tremendously in recent two decades, from its origination the $\ell_1$-regularized version to the sparsity constrained models. This paper is carried out…
We wish to estimate conditional density using Gaussian Mixture Regression model with logistic weights and means depending on the covariate. We aim at selecting the number of components of this model as well as the other parameters by a…
We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…
Logistic regression is commonly used for modeling dichotomous outcomes. In the classical setting, where the number of observations is much larger than the number of parameters, properties of the maximum likelihood estimator in logistic…
We address the problem of active logistic regression in the realizable setting. It is well known that active learning can require exponentially fewer label queries compared to passive learning, in some cases using $\log \frac{1}{\eps}$…
Gradient descent, when applied to the task of logistic regression, outputs iterates which are biased to follow a unique ray defined by the data. The direction of this ray is the maximum margin predictor of a maximal linearly separable…
Linear regression is a fundamental modeling tool in statistics and related fields. In this paper, we study an important variant of linear regression in which the predictor-response pairs are partially mismatched. We use an optimization…
In this paper, we propose a novel Mixed-Integer Non-Linear Optimization formulation to construct a risk score, where we optimize the logistic loss with sparsity constraints. Previous approaches are typically designed to handle binary…
Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…
Modern statistical analysis often encounters high-dimensional problems but with a limited sample size. It poses great challenges to traditional statistical estimation methods. In this work, we adopt auxiliary learning to solve the…
We introduce and study a family of robust estimators for the functional logistic regression model whose robustness automatically adapts to the data thereby leading to estimators with high efficiency in clean data and a high degree of…
We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorithm of Jaakkola and Jordan (2000). Indeed, our results allow a…
For a set of binary response variables, conditional mean models characterize the expected value of a response variable given the others and are popularly applied in longitudinal and network data analyses. The quadratic exponential binary…
Estimating causal effects from observational data informs us about which factors are important in an autonomous system, and enables us to take better decisions. This is important because it has applications in selecting a treatment in…
Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…
Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…
The recursive logit (RL) model provides a flexible framework for modeling sequential decision-making in transportation and choice networks, with important applications in route choice analysis, multiple discrete choice problems, and…
We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of…
Binary classifiers trained on a certain proportion of positive items introduce a bias when applied to data sets with different proportions of positive items. Most solutions for dealing with this issue assume that some information on the…