Related papers: A Revisit to De-biased Lasso for Generalized Linea…
Many high-dimensional data sets suffer from hidden confounding which affects both the predictors and the response of interest. In such situations, standard regression methods or algorithms lead to biased estimates. This paper substantially…
Generalized linear models (GLMs) are routinely used for modeling relationships between a response variable and a set of covariates. The simple form of a GLM comes with easy interpretability, but also leads to concerns about model…
We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimator of the precision matrix whose entries have a Gaussian…
We investigate a general matrix factorization for deviance-based data losses, extending the ubiquitous singular value decomposition beyond squared error loss. While similar approaches have been explored before, our method leverages…
The lasso has been studied extensively as a tool for estimating the coefficient vector in the high-dimensional linear model; however, considerably less is known about estimating the error variance in this context. In this paper, we propose…
Penalized regression methods, most notably the lasso, are a popular approach to analyzing high-dimensional data. An attractive property of the lasso is that it naturally performs variable selection. An important area of concern, however, is…
With the evolution of large language models (LLMs), their robustness against individual simple biases has been enhanced. However, we observe that the ensemble of multiple simple biases still exerts a significant adverse impact on LLMs.…
In this paper we develop valid inference for high-dimensional time series. We extend the desparsified lasso to a time series setting under Near-Epoch Dependence (NED) assumptions allowing for non-Gaussian, serially correlated and…
The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…
A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…
We study methods for simultaneous analysis of many noisy and biased estimates, each paired with an even noisier estimate of its own bias. The analyst's goal is to construct short calibrated intervals for each parameter. The standard…
We study the estimation capacity of the generalized Lasso, i.e., least squares minimization combined with a (convex) structural constraint. While Lasso-type estimators were originally designed for noisy linear regression problems, it has…
Incorporation of external information into high-dimensional modeling for gene expression data has been shown, both theoretically and empirically, to substantially enhance performance. Such external information, sometimes referred to as…
We introduce the localized Lasso, which is suited for learning models that are both interpretable and have a high predictive power in problems with high dimensionality $d$ and small sample size $n$. More specifically, we consider a function…
Large Language Models (LLMs) are prone to inheriting and amplifying societal biases embedded within their training data, potentially reinforcing harmful stereotypes related to gender, occupation, and other sensitive categories. This issue…
In this paper, we propose a new method for estimation and constructing confidence intervals for low-dimensional components in a high-dimensional model. The proposed estimator, called Constrained Lasso (CLasso) estimator, is obtained by…
Sparse regularized regression methods are now widely used in genome-wide association studies (GWAS) to address the multiple testing burden that limits discovery of potentially important predictors. Linear mixed models (LMMs) have become an…
Gaussian Graphical Models (GGMs) are widely used in high-dimensional data analysis to synthesize the interaction between variables. In many applications, such as genomics or image analysis, graphical models rely on sparsity and clustering…
This paper proposes a desparsified GMM estimator for estimating high-dimensional regression models allowing for, but not requiring, many more endogenous regressors than observations. We provide finite sample upper bounds on the estimation…
This paper presents a novel method for statistical inference in high-dimensional binary models with unspecified structure, where we leverage a (potentially misspecified) sparsity-constrained working generalized linear model (GLM) to…