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Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

In semi-supervised learning, the prevailing understanding suggests that observing additional unlabeled samples improves estimation accuracy for linear parameters only in the case of model misspecification. In this work, we challenge such a…

Methodology · Statistics 2025-09-03 Kai Chen , Yuqian Zhang

We propose a novel sensitivity analysis framework for linear estimators with identification failures that can be viewed as seeing the wrong outcome distribution. Our approach measures the degree of identification failure through the change…

Econometrics · Economics 2024-04-30 Jacob Dorn , Luther Yap

Wideband spectrum sensing is an essential part of cognitive radio systems. Exact spectrum estimation is usually inefficient as it requires sampling rates at or above the Nyquist rate. Using prior information on the structure of the signal…

Information Theory · Computer Science 2018-03-14 Lampros Flokas , Petros Maragos

We investigate the composability of soft-rules learned by relational neural architectures when operating over object-centric (slot-based) representations, under a variety of sparsity-inducing constraints. We find that increasing sparsity,…

Machine Learning · Computer Science 2022-07-18 Alex F. Spies , Alessandra Russo , Murray Shanahan

Nonparametric methods are widely applicable to statistical inference problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeates benefits from variable selection and compressive…

Machine Learning · Statistics 2015-03-19 Gonzalo Mateos , Georgios B. Giannakis

We investigate a problem estimating coefficients of linear regression under sparsity assumption when covariates and noises are sampled from heavy tailed distributions. Additionally, we consider the situation where not only covariates and…

Machine Learning · Statistics 2024-08-05 Takeyuki Sasai , Hironori Fujisawa

The Lasso is a computationally efficient regression regularization procedure that can produce sparse estimators when the number of predictors (p) is large. Oracle inequalities provide probability loss bounds for the Lasso estimator at a…

Machine Learning · Statistics 2017-07-21 Cheryl J. Flynn , Clifford M. Hurvich , Jeffrey S. Simonoff

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…

Methodology · Statistics 2017-03-16 Fatma Sevinc Kurnaz , Irene Hoffmann , Peter Filzmoser

We consider the online sparse linear regression problem, which is the problem of sequentially making predictions observing only a limited number of features in each round, to minimize regret with respect to the best sparse linear regressor,…

Machine Learning · Computer Science 2016-03-08 Dean Foster , Satyen Kale , Howard Karloff

When we are interested in high-dimensional system and focus on classification performance, the $\ell_{1}$-penalized logistic regression is becoming important and popular. However, the Lasso estimates could be problematic when penalties of…

Machine Learning · Statistics 2020-06-12 Huamei Huang , Yujing Gao , Huiming Zhang , Bo Li

Sparse linear regression is a vast field and there are many different algorithms available to build models. Two new papers published in Statistical Science study the comparative performance of several sparse regression methodologies,…

Machine Learning · Computer Science 2021-02-10 Owais Sarwar , Benjamin Sauk , Nikolaos V. Sahinidis

A robust and sparse estimator for multinomial regression is proposed for high dimensional data. Robustness of the estimator is achieved by trimming the observations, and sparsity of the estimator is obtained by the elastic net penalty,…

Methodology · Statistics 2022-05-25 Fatma Sevinç Kurnaz , Peter Filzmoser

This paper deals with the problem of estimating a slope parameter in a simple linear regression model, where independent variables have functional measurement errors. Measurement errors in independent variables, as is well known, cause…

Statistics Theory · Mathematics 2018-04-10 Hisayuki Tsukuma

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco

Consider sensitivity analysis for estimating average treatment effects under unmeasured confounding, assumed to satisfy a marginal sensitivity model. At the population level, we provide new representations for the sharp population bounds…

Methodology · Statistics 2022-09-26 Zhiqiang Tan

This paper investigates sparse high-dimensional linear regression, particularly examining the properties of the posterior under conditions of random design and unknown error variance. We provide consistency results for the posterior and…

Statistics Theory · Mathematics 2024-05-30 The Tien Mai

The effectiveness of using model sparsity as a priori information when solving linear inverse problems is studied. We investigate the reconstruction quality of such a method in the non-idealized case and compute some typical recovery errors…

Numerical Analysis · Mathematics 2010-07-19 Ignace Loris , Caroline Verhoeven

Network data is usually not error-free, and the absence of some nodes is a very common type of measurement error. Studies have shown that the reliability of centrality measures is severely affected by missing nodes. This paper investigates…

Social and Information Networks · Computer Science 2020-01-09 Christoph Martin

Least squares linear regression is one of the oldest and widely used data analysis tools. Although the theoretical analysis of the ordinary least squares (OLS) estimator is as old, several fundamental questions are yet to be answered.…

Statistics Theory · Mathematics 2019-10-16 Arun K. Kuchibhotla , Lawrence D. Brown , Andreas Buja , Junhui Cai