Related papers: Selective Inference via Marginal Screening for Hig…
Variable selection comprises an important step in many modern statistical inference procedures. In the regression setting, when estimators cannot shrink irrelevant signals to zero, covariates without relationships to the response often…
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…
Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…
Determining conditional independence (CI) relationships between random variables is a fundamental yet challenging task in machine learning and statistics, especially in high-dimensional settings. Existing generative model-based CI testing…
We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…
Prediction-powered inference is a framework for performing valid statistical inference when an experimental dataset is supplemented with predictions from a machine-learning system. The framework yields simple algorithms for computing…
We propose a new variable selection procedure for a functional linear model with multiple scalar responses and multiple functional predictors. This method is based on basis expansions of the involved functional predictors and coefficients…
Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…
Logistic regression is a widely used statistical model to describe the relationship between a binary response variable and predictor variables in data sets. It is often used in machine learning to identify important predictor variables.…
Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these…
In this paper, we propose a propensity score adapted variable selection procedure to select covariates for inclusion in propensity score models, in order to eliminate confounding bias and improve statistical efficiency in observational…
If the same data is used for both clustering and for testing a null hypothesis that is formulated in terms of the estimated clusters, then the traditional hypothesis testing framework often fails to control the Type I error. Gao et al.…
Data-carving methods perform selective inference by conditioning the distribution of data on the observed selection event. However, existing data-carving approaches typically require an analytically tractable characterization of the…
We aim to incorporate variable selection routines into variable-by-variable (or sequential) imputation in clustered data to achieve computational improvement in applications with large-scale health data. Specifically, we utilize variable…
Finding statistically significant high-order interaction features in predictive modeling is important but challenging task. The difficulty lies in the fact that, for a recent applications with high-dimensional covariates, the number of…
Subset selection for multiple linear regression aims to construct a regression model that minimizes errors by selecting a small number of explanatory variables. Once a model is built, various statistical tests and diagnostics are conducted…
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…
The increasing use of deep learning across various domains highlights the importance of understanding the decision-making processes of these black-box models. Recent research focusing on the decision boundaries of deep classifiers, relies…
Inference and prediction under the sparsity assumption have been a hot research topic in recent years. However, in practice, the sparsity assumption is difficult to test, and more importantly can usually be violated. In this paper, to study…
This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the…