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Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. There is a great amount of work about linear and nonlinear QR models. Specifically, nonparametric estimation of the…

Methodology · Statistics 2020-01-13 Eliana Christou

In this paper, we propose a class of high breakdown point estimators for the linear regression model when the response variable contains censored observations. These estimators are robust against high-leverage outliers and they generalize…

Statistics Theory · Mathematics 2008-12-18 Matías Salibian-Barrera , Víctor J. Yohai

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

Methodology · Statistics 2024-11-19 Joseph Feldman , Daniel Kowal

Under a single-index regression assumption, we introduce a new semiparametric procedure to estimate a conditional density of a censored response. The regression model can be seen as a generalization of Cox regression model and also as a…

Statistics Theory · Mathematics 2009-03-22 Olivier Bouaziz , Olivier Lopez

The analysis of high dimensional survival data is challenging, primarily due to the problem of overfitting which occurs when spurious relationships are inferred from data that subsequently fail to exist in test data. Here we propose a novel…

Statistics Theory · Mathematics 2016-01-28 James E. Barrett , Anthony C. C. Coolen

This paper studies causal inference with observational data from a single large network. We consider a nonparametric model with interference in both potential outcomes and selection into treatment. Specifically, both stages may be the…

Econometrics · Economics 2025-12-30 Michael P. Leung , Pantelis Loupos

This paper proposes a debiased estimator for causal effects in high-dimensional generalized linear models with binary outcomes and general link functions. The estimator augments a regularized regression plug-in with weights computed from a…

Econometrics · Economics 2025-10-21 Jing Kong

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…

Methodology · Statistics 2024-10-17 Yuan Gao , Zhiyuan Zhang , Zhanrui Cai , Xuening Zhu , Tao Zou , Hansheng Wang

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…

Methodology · Statistics 2022-07-06 Michael Komodromos , Eric Aboagye , Marina Evangelou , Sarah Filippi , Kolyan Ray

Density estimation is a classical problem in statistics and has received considerable attention when both the data has been fully observed and in the case of partially observed (censored) samples. In survival analysis or clinical trials, a…

Applications · Statistics 2018-04-18 German A. Schnaidt Grez , Brani Vidakovic

We consider the classification problem of a high-dimensional mixture of two Gaussians with general covariance matrices. Using the replica method from statistical physics, we investigate the asymptotic behavior of a general class of…

Machine Learning · Statistics 2024-10-29 Hanwen Huang , Peng Zeng

Deep learning has shown remarkable results for image analysis and is expected to aid individual treatment decisions in health care. To achieve this, deep learning methods need to be promoted from the level of mere associations to being able…

Machine Learning · Computer Science 2022-05-02 Wouter A. C. van Amsterdam , Marinus J. C. Eijkemans

In this paper, we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) censored quantile regression (CQR) to deal with censoring, with…

Methodology · Statistics 2018-01-16 Victor Chernozhukov , Ivan Fernandez-Val , Amanda Kowalski

While meta-analyzing retrospective cancer patient cohorts, an investigation of differences in the expressions of target oncogenes across cancer subtypes is of substantial interest because the results may uncover novel tumorigenesis…

Methodology · Statistics 2023-07-03 Subharup Guha , David C. Christiani , S. V. Subramanian , Yi Li

Consider a random vector (X',Y)', where X is d-dimensional and Y is one-dimensional. We assume that Y is subject to random right censoring. The aim of this paper is twofold. First, we propose a new estimator of the joint distribution of…

Statistics Theory · Mathematics 2013-09-18 Olivier Lopez , Valentin Patilea , Ingrid Van Keilegom

Genetic studies often involve quantitative traits. Identifying genetic features that influence quantitative traits can help to uncover the etiology of diseases. Quantile regression method considers the conditional quantiles of the response…

Statistics Theory · Mathematics 2015-11-04 Qianchuan He , Linglong Kong , Yanhua Wang , Sijian Wang , Timothy A. Chan , Eric Holland

Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…

Methodology · Statistics 2025-12-04 Jaeyoung Shin , Chi Hyun Lee , Sangwook Kang

We consider the task of meta-analysis in high-dimensional settings in which the data sources are similar but non-identical. To borrow strength across such heterogeneous datasets, we introduce a global parameter that emphasizes…

Methodology · Statistics 2022-07-01 Subha Maity , Yuekai Sun , Moulinath Banerjee

There is increasing interest in modeling high-dimensional longitudinal outcomes in applications such as developmental neuroimaging research. Growth curve model offers a useful tool to capture both the mean growth pattern across individuals,…

Methodology · Statistics 2023-05-26 Lu Wang , Xiang Lyu , Zhengwu Zhang , Lexin Li

We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…

Machine Learning · Computer Science 2021-06-10 Chirag Nagpal , Xinyu Rachel Li , Artur Dubrawski