Related papers: DsubCox: A Fast Subsampling Algorithm for Cox Mode…
Recent advances in data collection technologies have led to the emergence of massive spatial datasets, with measurements obtained at millions of spatial locations. Geostatistical models typically employ Gaussian processes (GPs) to capture…
We propose a general approach for training survival analysis models that minimizes a worst-case error across all subpopulations that are large enough (occurring with at least a user-specified minimum probability). This approach uses a…
This article introduces subbagging (subsample aggregating) estimation approaches for big data analysis with memory constraints of computers. Specifically, for the whole dataset with size $N$, $m_N$ subsamples are randomly drawn, and each…
We propose a computationally and statistically efficient divide-and-conquer (DAC) algorithm to fit sparse Cox regression to massive datasets where the sample size $n_0$ is exceedingly large and the covariate dimension $p$ is not small but…
We propose a distributed bootstrap method for simultaneous inference on high-dimensional massive data that are stored and processed with many machines. The method produces an $\ell_\infty$-norm confidence region based on a…
We investigate the feature compression of high-dimensional ridge regression using the optimal subsampling technique. Specifically, based on the basic framework of random sampling algorithm on feature for ridge regression and the A-optimal…
We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…
We study the problem of subgroup discovery for survival analysis, where the goal is to find an interpretable subset of the data on which a Cox model is highly accurate. Our work is the first to study this particular subgroup problem, for…
The rapid development of computing power and efficient Markov Chain Monte Carlo (MCMC) simulation algorithms have revolutionized Bayesian statistics, making it a highly practical inference method in applied work. However, MCMC algorithms…
In some applications of frequency estimation, it is challenging to sample at as high as the Nyquist rate due to hardware limitations. An effective solution is to use multiple sub-Nyquist channels with coprime undersampling ratios to jointly…
We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is…
Although the Cox proportional hazards model is well established and extensively used in the analysis of survival data, the proportional hazards (PH) assumption may not always hold in practical scenarios. The class of semiparametric…
Downsampling or under-sampling is a technique that is utilized in the context of large and highly imbalanced classification models. We study optimal downsampling for imbalanced classification using generalized linear models (GLMs). We…
In this paper, we show how to estimate the asymptotic (conditional) covariance matrix, which appears in central limit theorems in high-frequency estimation of asset return volatility. We provide a recipe for the estimation of this matrix by…
Improvements in technology lead to increasing availability of large data sets which makes the need for data reduction and informative subsamples ever more important. In this paper we construct $ D $-optimal subsampling designs for…
The Cox model is an indispensable tool for time-to-event analysis, particularly in biomedical research. However, medicine is undergoing a profound transformation, generating data at an unprecedented scale, which opens new frontiers to study…
Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the…
While there are many well-developed data science methods for classification and regression, there are relatively few methods for working with right-censored data. Here, we present "survival stacking": a method for casting survival analysis…
We consider high-dimensional inference for potentially misspecified Cox proportional hazard models based on low dimensional results by Lin and Wei [1989]. A de-sparsified Lasso estimator is proposed based on the log partial likelihood…
The Cox proportional hazards model (Cox model) is a popular model for survival data analysis. When the sample size is small relative to the dimension of the model, the standard maximum partial likelihood inference is often problematic. In…