Related papers: Model-Free Conditional Feature Screening with Expo…
We consider testing whether a set of Gaussian variables, selected from the data, is independent of the remaining variables. We assume that this set is selected via a very simple approach that is commonly used across scientific disciplines:…
We propose an estimation method for the conditional mode when the conditioning variable is high-dimensional. In the proposed method, we first estimate the conditional density by solving quantile regressions multiple times. We then estimate…
Complex data features, such as unmodelled censored event times and variables with time-dependent effects, are common in cancer recurrence studies and pose challenges for Bayesian survival modelling. Current methodologies for predictive…
Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly…
Adjusting for covariates is a well established method to estimate the total causal effect of an exposure variable on an outcome of interest. Depending on the causal structure of the mechanism under study there may be different adjustment…
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…
Intelligent test requires efficient and effective analysis of high-dimensional data in a large scale. Traditionally, the analysis is often conducted by human experts, but it is not scalable in the era of big data. To tackle this challenge,…
In this article, we study the problem of variable screening in multiple nonparametric regression model. The proposed methodology is based on the fact that the partial derivative of the regression function with respect to the irrelevant…
We consider the problem of screening features in an ultrahigh-dimensional setting. Using maximum correlation, we develop a novel procedure called MC-SIS for feature screening, and show that MC-SIS possesses the sure screen property without…
Detecting dependence between variables is a crucial issue in statistical science. In this paper, we propose a novel metric called label projection correlation to measure the dependence between numerical and categorical variables. The…
Discriminative classifiers have become a foundational tool in deep learning for medical imaging, excelling at learning separable features of complex data distributions. However, these models often need careful design, augmentation, and…
This paper proposes a model-free and data-adaptive feature screening method for ultra-high dimensional datasets. The proposed method is based on the projection correlation which measures the dependence between two random vectors. This…
We propose an extensive simulation study to compare some variable selection procedures in a high-dimensional framework. Assuming that the relationship between the actives variables and the response variable is linear, the high-dimensional…
We develop a framework for post model selection inference, via marginal screening, in linear regression. At the core of this framework is a result that characterizes the exact distribution of linear functions of the response $y$,…
Motivation: Biomarker discovery from high-dimensional data is a crucial problem with enormous applications in biology and medicine. It is also extremely challenging from a statistical viewpoint, but surprisingly few studies have…
Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…
Distinguishing causal connections from correlations is important in many scenarios. However, the presence of unobserved variables, such as the latent confounder, can introduce bias in conditional independence testing commonly employed in…
The description of complex physical phenomena often involves sophisticated models that rely on a large number of parameters, with many dimensions and scales. One practical way to simplify that kind of models is to discard some of the…
Survey sampling is concerned with the estimation of finite population parameters. In practice, survey data suffer from item nonresponse, which is commonly handled through imputation, i.e., replacing missing values with predicted values. As…
Consider a high-dimensional linear regression problem, where the number of covariates is larger than the number of observations and the interest is in estimating the conditional variance of the response variable given the covariates. A…