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Confounder selection, namely choosing a set of covariates to control for confounding between a treatment and an outcome, is arguably the most important step in the design of an observational study. Previous methods, such as Pearl's…

Methodology · Statistics 2026-03-24 F. Richard Guo , Qingyuan Zhao

This paper is concerned with high-dimensional panel data models where the number of regressors can be much larger than the sample size. Under the assumption that the true parameter vector is sparse we propose a panel-Lasso estimator and…

Statistics Theory · Mathematics 2014-02-14 Anders Bredahl Kock

High-dimensional compositional data are frequently encountered in many fields of modern scientific research. In regression analysis of compositional data, the presence of covariate measurement errors poses grand challenges for existing…

Methodology · Statistics 2024-07-23 Wenxi Tan , Lingzhou Xue , Songshan Yang , Xiang Zhan

Choosing relevant predictors is central to the analysis of biomedical time-to-event data. Classical frequentist inference, however, presumes that the set of covariates is fixed in advance and does not account for data-driven variable…

Methodology · Statistics 2026-02-10 Lena Schemet , Sarah Friedrich-Welz

High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health…

Methodology · Statistics 2017-10-10 Jacob Spertus , Sharon-Lise Normand

We consider the problem of sparse variable selection on high dimension heterogeneous data sets, which has been taking on renewed interest recently due to the growth of biological and medical data sets with complex, non-i.i.d. structures and…

Methodology · Statistics 2024-04-22 Hui Liu , Xiang Liu , Jing Diao , Wenting Ye , Xueling Liu , Dehui Wei

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 proposes a general adaptive procedure for budget-limited predictor design in high dimensions called two-stage Sampling, Prediction and Adaptive Regression via Correlation Screening (SPARCS). SPARCS can be applied to high…

Machine Learning · Statistics 2016-11-18 Hamed Firouzi , Alfred Hero , Bala Rajaratnam

We consider the problem of simultaneous variable selection and constant coefficient identification in high-dimensional varying coefficient models based on B-spline basis expansion. Both objectives can be considered as some type of model…

Methodology · Statistics 2010-08-16 Heng Lian

Many estimators of the average effect of a treatment on an outcome require estimation of the propensity score, the outcome regression, or both. It is often beneficial to utilize flexible techniques such as semiparametric regression or…

Methodology · Statistics 2019-05-14 Cheng Ju , David Benkeser , Mark J. van der Laan

Feature selection is an important but challenging task in causal inference for obtaining unbiased estimates of causal quantities. Properly selected features in causal inference not only significantly reduce the time required to implement a…

Methodology · Statistics 2025-02-04 Tianyu Yang , Md. Noor-E-Alam

Linkage disequilibrium score regression (LDSC) has emerged as an essential tool for genetic and genomic analyses of complex traits, utilizing high-dimensional data derived from genome-wide association studies (GWAS). LDSC computes the…

Methodology · Statistics 2025-04-16 Fei Xue , Bingxin Zhao

Randomized clinical trials often require large patient cohorts before drawing definitive conclusions, yet abundant observational data from parallel studies remains underutilized due to confounding and hidden biases. To bridge this gap, we…

Machine Learning · Statistics 2025-05-26 Prateek Jaiswal , Esmaeil Keyvanshokooh , Junyu Cao

We study the problem of high-dimensional variable selection via some two-step procedures. First we show that given some good initial estimator which is $\ell_{\infty}$-consistent but not necessarily variable selection consistent, we can…

Statistics Theory · Mathematics 2008-10-10 Jian Zhang , Xinge Jessie Jeng , Han Liu

In clinical trials, identification of prognostic and predictive biomarkers is essential to precision medicine. Prognostic biomarkers can be useful for the prevention of the occurrence of the disease, and predictive biomarkers can be used to…

Methodology · Statistics 2022-06-28 Wencan Zhu , Céline Lévy-Leduc , Nils Ternès

When estimating causal effects from observational data with numerous covariates, employing penalized covariate selection can improve the estimation efficiency. Outcome-oriented covariate selection, which involves selecting covariates…

Methodology · Statistics 2025-01-14 Wataru Hongo , Shuji Ando , Jun Tsuchida , Takashi Sozu

In most nonrandomized observational studies, differences between treatment groups may arise not only due to the treatment but also because of the effect of confounders. Therefore, causal inference regarding the treatment effect is not as…

Methodology · Statistics 2018-07-04 Debashis Ghosh

Clinical research often focuses on complex traits in which many variables play a role in mechanisms driving, or curing, diseases. Clinical prediction is hard when data is high-dimensional, but additional information, like domain knowledge…

Methodology · Statistics 2020-05-21 Mirrelijn M. van Nee , Lodewyk F. A. Wessels , Mark A. van de Wiel

We consider a randomized controlled trial between two groups. The objective is to identify a population with characteristics such that the test therapy is more effective than the control therapy. Such a population is called a subgroup. This…

Methodology · Statistics 2021-12-06 Shintaro Yuki , Kensuke Tanioka , Hiroshi Yadohisa

Estimating heterogeneous treatment effects in survival settings is complicated by right censoring as well as the time-varying nature of the estimand. While the conditional average treatment effect (CATE) provides a natural target, most…

Methodology · Statistics 2026-04-14 Yuming Sun , Jian Kang , Yi Li