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In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

Statistical Finance · Quantitative Finance 2017-11-27 Joongyeub Yeo , George Papanicolaou

Selecting causal inference models for estimating individualized treatment effects (ITE) from observational data presents a unique challenge since the counterfactual outcomes are never observed. The problem is challenged further in the…

Machine Learning · Computer Science 2021-02-15 Trent Kyono , Ioana Bica , Zhaozhi Qian , Mihaela van der Schaar

Accurately modeling power distribution grids is crucial for designing effective monitoring and decision making algorithms. This paper addresses the partial observability issue of data-driven distribution modeling in order to improve the…

Signal Processing · Electrical Eng. & Systems 2021-10-08 Shanny Lin , Hao Zhu

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

Completing a data matrix X has become an ubiquitous problem in modern data science, with applications in recommender systems, computer vision, and networks inference, to name a few. One typical assumption is that X is low-rank. A more…

Machine Learning · Computer Science 2018-08-03 Daniel L. Pimentel-Alarcón

We consider a joint survival and mixed-effects model to explain the survival time from longitudinal data and high-dimensional covariates in a population. The longitudinal data is modeled using a non linear mixed-effects model to account for…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

In this paper, we consider matrix completion with absolute deviation loss and obtain an estimator of the median matrix. Despite several appealing properties of median, the non-smooth absolute deviation loss leads to computational challenge…

Machine Learning · Statistics 2020-06-19 Weidong Liu , Xiaojun Mao , Raymond K. W. Wong

Recent technological advancements have led to the rapid generation of high-throughput biological data, which can be used to address novel scientific questions in broad areas of research. These data can be thought of as a large matrix with…

Computation · Statistics 2021-03-01 Jane W. Liang , Saunak Sen

Recently, the robotics community has amassed ever larger and more diverse datasets to train generalist robot policies. However, while these policies achieve strong mean performance across a variety of tasks, they often underperform on…

Missing data occur frequently in a wide range of applications. In this paper, we consider estimation of high-dimensional covariance matrices in the presence of missing observations under a general missing completely at random model in the…

Methodology · Statistics 2016-05-17 T. Tony Cai , Anru Zhang

This paper presents a data-driven approach to the design of predictive controllers. The prediction matrices utilized in standard model predictive control (MPC) algorithms are typically constructed using knowledge of a system model such as,…

Systems and Control · Electrical Eng. & Systems 2021-04-13 P. C. N. Verheijen , G. R. Gonçalves da Silva , M. Lazar

Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…

Databases · Computer Science 2015-03-19 Edith Cohen , Haim Kaplan

The solution of high-dimensional inference and prediction problems in computational biology is almost always a compromise between mathematical theory and practical constraints such as limited computational resources. As time progresses,…

Quantitative Methods · Quantitative Biology 2009-01-13 Anagha Joshi , Riet De Smet , Kathleen Marchal , Yves Van de Peer , Tom Michoel

Cancer remains a leading cause of death worldwide, necessitating personalized treatment approaches to improve outcomes. Theranostics, combining molecular-level imaging with targeted therapy, offers potential for precision oncology but…

Computational Engineering, Finance, and Science · Computer Science 2025-05-16 Binesh Sadanandan , Vahid Behzadan

We study the selection of covariate adjustment sets for estimating the value of point exposure dynamic policies, also known as dynamic treatment regimes, assuming a non-parametric causal graphical model with hidden variables, in which at…

Statistics Theory · Mathematics 2020-05-27 Ezequiel Smucler , Facundo Sapienza , Andrea Rotnitzky

We study non-parametric estimation of choice models, which were introduced to alleviate unreasonable assumptions in traditional parametric models, and are prevalent in several application areas. Existing literature focuses only on the…

Optimization and Control · Mathematics 2020-08-07 Nam Ho-Nguyen , Fatma Kilinc-Karzan

In this paper, we address the problem of how a network of agents can collaboratively fit a linear model when each agent only ever has an arbitrary summand of the regression data. This problem generalizes previously studied…

Optimization and Control · Mathematics 2014-08-06 François D. Côté , Ioannis N. Psaromiligkos , Warren J. Gross

The non-parametric estimation of average causal effects in observational studies often relies on controlling for confounding covariates through smoothing regression methods such as kernel, splines or local polynomial regression. Such…

Methodology · Statistics 2017-10-20 Jenny Häggström , Xavier de Luna

For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

Optimization and Control · Mathematics 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

Model selection/optimization in conformal inference is challenging, since it may break the exchangeability between labeled and unlabeled data. We study this problem in the context of conformal selection, which uses conformal p-values to…

Methodology · Statistics 2024-11-28 Tian Bai , Ying Jin
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