Related papers: Design-based theory for Lasso adjustment in random…
Blocking is often used to reduce known variability in designed experiments by collecting together homogeneous experimental units. A common modelling assumption for such experiments is that responses from units within a block are dependent.…
This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…
We often seek to estimate the causal effect of an exposure on a particular outcome in both randomized and observational settings. One such estimation method is the covariate-adjusted residuals estimator, which was designed for individually…
In this paper we focus on the empirical variable-selection peformance of subsample-ordered least angle regression (Solar) -- a novel ultrahigh dimensional redesign of lasso -- on the empirical data with complicated dependence structures…
Balancing covariates is critical for credible and efficient randomized experiments. Rerandomization addresses this by repeatedly generating treatment assignments until covariate balance meets a prespecified threshold. By shrinking this…
Rerandomization enforces covariate balance across treatment groups in the design stage of experiments. Despite its intuitive appeal, its theoretical justification remains unsatisfying because its benefits of improving efficiency for…
This paper provides a variational analysis of the unconstrained formulation of the LASSO problem, ubiquitous in statistical learning, signal processing, and inverse problems. In particular, we establish smoothness results for the optimal…
Explanatory variables in a predictive regression typically exhibit low signal strength and various degrees of persistence. Variable selection in such a context is of great importance. In this paper, we explore the pitfalls and possibilities…
We introduce a novel scheme for choosing the regularization parameter in high-dimensional linear regression with Lasso. This scheme, inspired by Lepski's method for bandwidth selection in non-parametric regression, is equipped with both…
This paper proposes a multi-stage projection-based Lasso procedure for the semiparametric sample selection model in high-dimensional settings under a weak nonparametric restriction on the selection correction. In particular, the number of…
Regression with the lasso penalty is a popular tool for performing dimension reduction when the number of covariates is large. In many applications of the lasso, like in genomics, covariates are subject to measurement error. We study the…
We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…
The Lasso regression is a popular regularization method for feature selection in statistics. Prior to computing the Lasso estimator in both linear and generalized linear models, it is common to conduct a preliminary rescaling of the feature…
We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class…
In order to improve the performance of least mean square (LMS)-based adaptive filtering for identifying block-sparse systems, a new adaptive algorithm called block-sparse LMS (BS-LMS) is proposed in this paper. The basis of the proposed…
We consider a nonparametric additive model of a conditional mean function in which the number of variables and additive components may be larger than the sample size but the number of nonzero additive components is "small" relative to the…
Rerandomization, a design that utilizes pretreatment covariates and improves their balance between different treatment groups, has received attention recently in both theory and practice. From a survey by Bruhn and McKenzie (2009), there…
This article introduces a leave-one-out regression adjustment (LOORA) for estimating average treatment effects in randomized controlled trials. In finite samples, LOORA removes the bias of conventional regression adjustment and yields exact…
We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional…
Analyses of randomised trials are often based on regression models which adjust for baseline covariates, in addition to randomised group. Based on such models, one can obtain estimates of the marginal mean outcome for the population under…