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In variable selection, a selection rule that prescribes the permissible sets of selected variables (called a "selection dictionary") is desirable due to the inherent structural constraints among the candidate variables. Such selection rules…

Methodology · Statistics 2024-01-17 Guanbo Wang , Mireille E. Schnitzer , Tom Chen , Rui Wang , Robert W. Platt

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

The objective of the present paper is to develop a minimax theory for the varying coefficient model in a non-asymptotic setting. We consider a high-dimensional sparse varying coefficient model where only few of the covariates are present…

Statistics Theory · Mathematics 2014-05-16 Olga Klopp , Marianna Pensky

Network data are increasingly common in the social sciences and infectious disease epidemiology. Analyses often link network structure to node-level covariates, but existing methods falter with sparse networks and high-dimensional node…

Methodology · Statistics 2026-02-05 Emma G Crenshaw , Yuhua Zhang , Jukka-Pekka Onnela

We study variable selection (also called support recovery) in high-dimensional sparse linear regression when one has external information on which variables are likely to be associated with the response. Consistent recovery is only possible…

Statistics Theory · Mathematics 2026-02-16 Paul Rognon-Vael , David Rossell , Piotr Zwiernik

In high-dimensions, many variable selection methods, such as the lasso, are often limited by excessive variability and rank deficiency of the sample covariance matrix. Covariance sparsity is a natural phenomenon in high-dimensional…

Methodology · Statistics 2010-06-08 X. Jessie Jeng And Z. John Daye

We consider sequential treatment regimes where each unit is exposed to combinations of interventions over time. When interventions are described by qualitative labels, such as "close schools for a month due to a pandemic" or "promote this…

Machine Learning · Statistics 2024-10-31 Jialin Yu , Andreas Koukorinis , Nicolò Colombo , Yuchen Zhu , Ricardo Silva

We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…

Methodology · Statistics 2025-10-30 Dominik Sturm , Ivo F. Sbalzarini

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…

Machine Learning · Computer Science 2024-05-07 Benjie Wang , Joel Jennings , Wenbo Gong

Medical practitioners use survival models to explore and understand the relationships between patients' covariates (e.g. clinical and genetic features) and the effectiveness of various treatment options. Standard survival models like the…

Machine Learning · Statistics 2018-03-09 Jared Katzman , Uri Shaham , Jonathan Bates , Alexander Cloninger , Tingting Jiang , Yuval Kluger

Outstanding achievements of graph neural networks for spatiotemporal time series analysis show that relational constraints introduce an effective inductive bias into neural forecasting architectures. Often, however, the relational…

Machine Learning · Computer Science 2023-08-03 Andrea Cini , Daniele Zambon , Cesare Alippi

Smoothed model checking based on Gaussian process classification provides a powerful approach for statistical model checking of parametric continuous time Markov chain models. The method constructs a model for the functional dependence of…

Machine Learning · Computer Science 2021-04-21 Paul Piho , Jane Hillston

Many medical decisions involve the use of dynamic information collected on individual patients toward predicting likely transitions in their future health status. If accurate predictions are developed, then a prognostic mode can identify…

Methodology · Statistics 2018-02-22 Aasthaa Bansal , Patrick J. Heagerty

We consider the problem of modeling the dependence among many time series. We build high dimensional time-varying copula models by combining pair-copula constructions (PCC) with stochastic autoregressive copula (SCAR) models to capture…

Methodology · Statistics 2012-02-10 Carlos Almeida , Claudia Czado , Hans Manner

The discovery of structure from time series data is a key problem in fields of study working with complex systems. Most identifiability results and learning algorithms assume the underlying dynamics to be discrete in time. Comparatively…

Machine Learning · Statistics 2022-02-04 Alexis Bellot , Kim Branson , Mihaela van der Schaar

Interval-censored data analysis is important in biomedical statistics for any type of time-to-event response where the time of response is not known exactly, but rather only known to occur between two assessment times. Many clinical trials…

Methodology · Statistics 2019-06-12 Weichi Yao , Halina Frydman , Jeffrey S. Simonoff

Fully Bayesian methods for Cox models specify a model for the baseline hazard function. Parametric approaches generally provide monotone estimations. Semi-parametric choices allow for more flexible patterns but they can suffer from…

Methodology · Statistics 2024-02-01 Elena Lázaro , Carmen Armero , Danilo Alvares

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

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

Cox proportional hazards model is one of the most popular models in biomedical data analysis. There have been continuing efforts to improve the flexibility of such models for complex signal detection, for example, via additive functions.…

Methodology · Statistics 2022-05-25 Boyi Guo , Nengjun Yi
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