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In high-dimensional sparse regression, the \textsc{Lasso} estimator offers excellent theoretical guarantees but is well-known to produce biased estimates. To address this, \cite{Javanmard2014} introduced a method to ``debias" the…

Machine Learning · Statistics 2025-02-28 Shuvayan Banerjee , James Saunderson , Radhendushka Srivastava , Ajit Rajwade

In this paper, we study statistical properties of semi-supervised learning, which is considered as an important problem in the community of machine learning. In the standard supervised learning, only the labeled data is observed. The…

Machine Learning · Statistics 2012-04-19 Masanori Kawakita , Takafumi Kanamori

We consider the problem of estimating a low-dimensional parameter in high-dimensional linear regression. Constructing an approximately unbiased estimate of the parameter of interest is a crucial step towards performing statistical…

Statistics Theory · Mathematics 2021-07-30 Michael Celentano , Andrea Montanari

Many high-dimensional data sets suffer from hidden confounding which affects both the predictors and the response of interest. In such situations, standard regression methods or algorithms lead to biased estimates. This paper substantially…

Methodology · Statistics 2024-12-17 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

We propose two semiparametric versions of the debiased Lasso procedure for the model $Y_i = X_i\beta_0 + g_0(Z_i) + \epsilon_i$, where $\beta_0$ is high dimensional but sparse (exactly or approximately). Both versions are shown to have the…

Statistics Theory · Mathematics 2017-08-09 Ying Zhu , Zhuqing Yu , Guang Cheng

Sparse coding algorithm is an learning algorithm mainly for unsupervised feature for finding succinct, a little above high - level Representation of inputs, and it has successfully given a way for Deep learning. Our objective is to use High…

Machine Learning · Computer Science 2014-04-08 R. Vidya , Dr. G. M. Nasira , R. P. Jaia Priyankka

Debiased inference for high-dimensional regression models has received substantial recent attention to ensure regularized estimators have valid inference. All existing methods focus on achieving Neyman orthogonality through explicitly…

Methodology · Statistics 2025-12-16 Yi Wang , Yuhao Deng , Yu Gu , Yuanjia Wang , Donglin Zeng

Medical imaging involves high-dimensional data, yet their acquisition is obtained for limited samples. Multivariate predictive models have become popular in the last decades to fit some external variables from imaging data, and standard…

Applications · Statistics 2018-06-18 Jérôme-Alexis Chevalier , Joseph Salmon , Bertrand Thirion

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…

Statistics Theory · Mathematics 2019-11-04 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

In multiple domains, statistical tasks are performed in distributed settings, with data split among several end machines that are connected to a fusion center. In various applications, the end machines have limited bandwidth and power, and…

Machine Learning · Computer Science 2026-01-05 Rodney Fonseca , Boaz Nadler

We study a linear high-dimensional regression model in a semi-supervised setting, where for many observations only the vector of covariates $X$ is given with no response $Y$. We do not make any sparsity assumptions on the vector of…

Statistics Theory · Mathematics 2021-09-03 Ilan Livne , David Azriel , Yair Goldberg

This paper proposes a desparsified GMM estimator for estimating high-dimensional regression models allowing for, but not requiring, many more endogenous regressors than observations. We provide finite sample upper bounds on the estimation…

Statistics Theory · Mathematics 2019-09-11 Mehmet Caner , Anders Bredahl Kock

Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase…

Statistics Theory · Mathematics 2018-10-12 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

In distributed systems, communication is a major concern due to issues such as its vulnerability or efficiency. In this paper, we are interested in estimating sparse inverse covariance matrices when samples are distributed into different…

Methodology · Statistics 2016-10-04 Jesús Arroyo , Elizabeth Hou

Asymptotic lower bounds for estimation play a fundamental role in assessing the quality of statistical procedures. In this paper we propose a framework for obtaining semi-parametric efficiency bounds for sparse high-dimensional models,…

Statistics Theory · Mathematics 2017-10-16 Jana Jankova , Sara van de Geer

We propose a communication-efficient distributed estimation method for sparse linear discriminant analysis (LDA) in the high dimensional regime. Our method distributes the data of size $N$ into $m$ machines, and estimates a local sparse LDA…

Machine Learning · Statistics 2016-10-18 Lu Tian , Quanquan Gu

This article introduces an iterative distributed computing estimator for the multinomial logistic regression model with large choice sets. Compared to the maximum likelihood estimator, the proposed iterative distributed estimator achieves…

Econometrics · Economics 2024-12-03 Yanqin Fan , Yigit Okar , Xuetao Shi

Motivated by the simultaneous association analysis with the presence of latent confounders, this paper studies the large-scale hypothesis testing problem for the high-dimensional confounded linear models with both non-asymptotic and…

Methodology · Statistics 2023-08-24 Yinrui Sun , Li Ma , Yin Xia

In modern scientific applications, large volumes of covariate data are readily available, while outcome labels are costly, sparse, and often subject to distribution shift. This asymmetry has spurred interest in semi-supervised (SS)…

Statistics Theory · Mathematics 2026-05-12 Lorenzo Testa , Qi Xu , Jing Lei , Kathryn Roeder

Dataset bias is a critical challenge in machine learning since it often leads to a negative impact on a model due to the unintended decision rules captured by spurious correlations. Although existing works often handle this issue based on…

Machine Learning · Computer Science 2022-04-05 Seonguk Seo , Joon-Young Lee , Bohyung Han