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Sketched gradient algorithms have been recently introduced for efficiently solving the large-scale constrained Least-squares regressions. In this paper we provide novel convergence analysis for the basic method {\it Gradient Projection…

Optimization and Control · Mathematics 2017-06-05 Junqi Tang , Mohammad Golbabaee , Mike Davies

We study global inference for regression coefficients in high-dimensional linear models under potentially heavy-tailed errors. While sum-type tests are powerful for dense alternatives and max-type tests excel for sparse alternatives,…

Methodology · Statistics 2026-03-17 Ping Zhao , Liangliang Yuan

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 the problem of testing whether two finite-dimensional random dot product graphs have generating latent positions that are independently drawn from the same distribution, or distributions that are related via scaling or…

Statistics Theory · Mathematics 2015-11-13 Minh Tang , Avanti Athreya , Daniel L. Sussman , Vince Lyzinski , Carey E. Priebe

We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

Optimization and Control · Mathematics 2014-11-04 Mert Pilanci , Martin J. Wainwright

This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector…

Statistics Theory · Mathematics 2020-01-14 Ansgar Steland

We consider multivariate two-sample tests of means, where the location shift between the two populations is expected to be related to a known graph structure. An important application of such tests is the detection of differentially…

Quantitative Methods · Quantitative Biology 2014-05-16 Laurent Jacob , Pierre Neuvial , Sandrine Dudoit

We propose a general, modular method for significance testing of groups (or clusters) of variables in a high-dimensional linear model. In presence of high correlations among the covariables, due to serious problems of identifiability, it is…

Statistics Theory · Mathematics 2015-02-12 Jacopo Mandozzi , Peter Bühlmann

Permutation methods are commonly used to test significance of regressors of interest in general linear models (GLMs) for functional (image) data sets, in particular for neuroimaging applications as they rely on mild assumptions. Permutation…

Methodology · Statistics 2021-11-23 Tomas Mrkvicka , Mari Myllymaki , Mikko Kuronen , Naveen Naidu Narisetty

We propose a randomized second-order method for optimization known as the Newton Sketch: it is based on performing an approximate Newton step using a randomly projected or sub-sampled Hessian. For self-concordant functions, we prove that…

Optimization and Control · Mathematics 2015-05-12 Mert Pilanci , Martin J. Wainwright

We generalize the leverage score sampling sketch for $\ell_2$-subspace embeddings, to accommodate sampling subsets of the transformed data, so that the sketching approach is appropriate for distributed settings. This is then used to derive…

Information Theory · Computer Science 2024-06-27 Neophytos Charalambides , Mert Pilanci , Alfred Hero

There are a large number of methods for solving under-determined linear inverse problem. Many of them have very high time complexity for large datasets. We propose a new method called Two-Stage Sparse Representation (TSSR) to tackle this…

Computer Vision and Pattern Recognition · Computer Science 2015-12-09 Chengyu Peng , Hong Cheng , Manchor Ko

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…

Statistics Theory · Mathematics 2015-06-03 Carsten Jentsch , Markus Pauly

Let $(Y,(X_i)_{i\in\mathcal{I}})$ be a zero mean Gaussian vector and $V$ be a subset of $\mathcal{I}$. Suppose we are given $n$ i.i.d. replications of the vector $(Y,X)$. We propose a new test for testing that $Y$ is independent of…

Statistics Theory · Mathematics 2008-05-23 Nicolas Verzelen , Fanny Villers

Data with multiple functional recordings at each observational unit are increasingly common in various fields including medical imaging and environmental sciences. To conduct inference for such observations, we develop a paired two-sample…

Methodology · Statistics 2025-06-16 Colin Decker , Dehan Kong , Stanislav Volgushev

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

Shape constrained regression analysis has applications in dose-response modeling, environmental risk assessment, disease screening and many other areas. Incorporating the shape constraints can improve estimation efficiency and avoid…

Methodology · Statistics 2013-06-19 Lizhen Lin , David B. Dunson

Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…

Methodology · Statistics 2020-06-18 Niccolò Dalmasso , Ann B. Lee , Rafael Izbicki , Taylor Pospisil , Ilmun Kim , Chieh-An Lin

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

Machine Learning · Statistics 2016-06-03 Jinghui Chen , Quanquan Gu