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We introduce a new class of mean regression estimators -- penalized maximum tangent likelihood estimation -- for high-dimensional regression estimation and variable selection. We first explain the motivations for the key ingredient, maximum…

Methodology · Statistics 2017-08-23 Yichen Qin , Shaobo Li , Yang Li , Yan Yu

We investigate estimation of causal effects of multiple competing (multi-valued) treatments in the absence of randomization. Our work is motivated by an intention-to-treat study of the relative cardiometabolic risk of assignment to one of…

Accurate time-to-event prediction is integral to decision-making, informing medical guidelines, hiring decisions, and resource allocation. Survival analysis, the quantitative framework used to model time-to-event data, accounts for patients…

Machine Learning · Computer Science 2025-08-08 Vincent Jeanselme , Brian Tom , Jessica Barrett

In clinical trials with recurrent events, such as repeated hospitalizations terminating with death, it is important to consider the patient events overall history for a thorough assessment of treatment effects. The occurrence of fewer…

Methodology · Statistics 2025-09-08 Alessandra Ragni , Torben Martinussen , Thomas Scheike

In oncology, conduct well-powered time-to-event randomized clinical trials may be challenging due to limited patietns number. Many designs for single-arm trials (SATs) have recently emerged as an alternative to overcome this issue. They…

Applications · Statistics 2026-04-10 Chloé Szurewsky , Guosheng Yin , Gwénaël Le Teuff

Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…

Methodology · Statistics 2019-09-17 Oodally Ajmal , Luc Duchateau , Estelle Kuhn

We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on…

Statistics Theory · Mathematics 2019-07-31 Jelena Bradic

This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic…

Machine Learning · Computer Science 2017-09-05 Aryan Mokhtari , Alejandro Ribeiro

In many estimation problems, e.g. linear and logistic regression, we wish to minimize an unknown objective given only unbiased samples of the objective function. Furthermore, we aim to achieve this using as few samples as possible. In the…

Machine Learning · Statistics 2015-02-26 Roy Frostig , Rong Ge , Sham M. Kakade , Aaron Sidford

In this paper we study application of Le Cam's one-step method to parameter estimation in ordinary differential equations models. This computationally simple technique can serve as an alternative to numerical evaluation of the popular…

Methodology · Statistics 2018-04-20 Itai Dattner , Shota Gugushvili

Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…

Optimization and Control · Mathematics 2024-03-15 Nazanin Abolfazli , Ruichen Jiang , Aryan Mokhtari , Erfan Yazdandoost Hamedani

We develop a maximum likelihood estimating approach for time-to-event Weibull regression models with outcome-dependent sampling, where sampling of subjects is dependent on the residual fraction of the time left to developing the event of…

Applications · Statistics 2014-08-01 Brian D. M. Tom , Vernon T. Farewell , Sheila M. Bird

This paper proposes a novel criterion for the allocation of patients in Phase~I dose-escalation clinical trials aiming to find the maximum tolerated dose (MTD). Conventionally, using a model-based approach the next patient is allocated to…

Methodology · Statistics 2018-07-17 Pavel Mozgunov , Thomas Jaki

Typically, case-control studies to estimate odds-ratios associating risk factors with disease incidence from logistic regression only include cases with newly diagnosed disease. Recently proposed methods allow incorporating information on…

Methodology · Statistics 2020-10-19 Soutrik Mandal , Jing Qin , Ruth M. Pfeiffer

When making treatment selection decisions, it is essential to include a causal effect estimation analysis to compare potential outcomes under different treatments or controls, assisting in optimal selection. However, merely estimating…

Machine Learning · Statistics 2024-10-08 Sherly Alfonso-Sánchez , Kristina P. Sendova , Cristián Bravo

We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…

Methodology · Statistics 2014-12-09 Shengchun Kong , Bin Nan

This work develops novel error expansions with computable leading order terms for the global weak error in the tau-leap discretization of pure jump processes arising in kinetic Monte Carlo models. Accurate computable a posteriori error…

Numerical Analysis · Mathematics 2011-10-21 Jesper Karlsson , Raul Tempone

Here we propose a novel searching scheme for a tuning parameter in high-dimensional penalized regression methods to address variable selection and modeling when sample sizes are limited compared to the data dimensions. Our method is…

Quantitative Methods · Quantitative Biology 2020-02-11 Tao Jiang , Stephanie J. London , Mi Kyeong Lee , Josyf C. Mychaleckyj , Alison A. Motsinger-Reif

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

In order to identify important variables that are involved in making optimal treatment decision, Lu et al. (2013) proposed a penalized least squared regression framework for a fixed number of predictors, which is robust against the…

Machine Learning · Statistics 2015-10-16 Chengchun Shi , Rui Song , Wenbin Lu