Related papers: High Dimensional Logistic Regression Under Network…
Network estimation and variable selection have been extensively studied in the statistical literature, but only recently have those two challenges been addressed simultaneously. In this paper, we seek to develop a novel method to…
This study proposes a novel method for estimation and hypothesis testing in high-dimensional single-index models. We address a common scenario where the sample size and the dimension of regression coefficients are large and comparable.…
In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex…
High-dimensional linear regression has been thoroughly studied in the context of independent and identically distributed data. We propose to investigate high-dimensional regression models for independent but non-identically distributed…
Relational query optimisers rely on cost models to choose between different query execution plans. Selectivity estimates are known to be a crucial input to the cost model. In practice, standard selectivity estimation procedures are prone to…
This paper presents a novel method to make statistical inferences for both the model support and regression coefficients in a high-dimensional logistic regression model. Our method is based on the repro samples framework, in which we…
In many supervised learning tasks, the entities to be labeled are related to each other in complex ways and their labels are not independent. For example, in hypertext classification, the labels of linked pages are highly correlated. A…
We show that a general class of social impact models with higher-order interactions on hypergraphs can be exactly reduced to an equivalent model with pairwise interactions on a weighted projected network. This reduction is made by a mapping…
This manuscript presents an approach to perform generalized linear regression with multiple high dimensional covariance matrices as the outcome. Model parameters are proposed to be estimated by maximizing a pseudo-likelihood. When the data…
We propose a new nonparametric modeling framework for causal inference when outcomes depend on how agents are linked in a social or economic network. Such network interference describes a large literature on treatment spillovers, social…
Linear mixed models (LMMs) are used extensively to model dependecies of observations in linear regression and are used extensively in many application areas. Parameter estimation for LMMs can be computationally prohibitive on big data.…
Influence diagnosis is important since presence of influential observations could lead to distorted analysis and misleading interpretations. For high-dimensional data, it is particularly so, as the increased dimensionality and complexity…
Logistic regression is a natural and simple tool to understand how covariates contribute to explain the topology of a binary network. Once the model fitted, the practitioner is interested in the goodness-of-fit of the regression in order to…
Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…
The variance--covariance matrix plays a central role in the inferential theories of high-dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many…
In this work logistic regression when both the response and the predictor variables may be missing is considered. Several existing approaches are reviewed, including complete case analysis, inverse probability weighting, multiple imputation…
Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…
Joint modeling of spatially-oriented dependent variables is commonplace in the environmental sciences, where scientists seek to estimate the relationships among a set of environmental outcomes accounting for dependence among these outcomes…
No man is an island, as individuals interact and influence one another daily in our society. When social influence takes place in experiments on a population of interconnected individuals, the treatment on a unit may affect the outcomes of…
We propose a novel class of separable multilayer network models to capture cross-layer dependencies in multilayer networks, enabling the analysis of how interactions in one or more layers may influence interactions in other layers. Our…