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This work proposes new inference methods for a regression coefficient of interest in a (heterogeneous) quantile regression model. We consider a high-dimensional model where the number of regressors potentially exceeds the sample size but a…
Increasing nonresponse rates and the cost of data collection are two pressing problems encountered in traditional probability surveys. The proliferation of inexpensive data from web surveys stimulates interest in statistical techniques for…
We analyze a lightweight simulation-based inference method that infers simulator parameters using only a regression-based projection of the observed data. After fitting a surrogate linear regression once, the procedure simulates small…
In complex survey data, each sampled observation has assigned a sampling weight, indicating the number of units that it represents in the population. Whether sampling weights should or not be considered in the estimation process of model…
Model selection is critical in the modern statistics and machine learning community. However, most existing works do not apply to heavy-tailed data, which are commonly encountered in real applications, such as the single-cell multiomics…
Transfer learning techniques aim to leverage information from multiple related datasets to enhance prediction quality against a target dataset. Such methods have been adopted in the context of high-dimensional sparse regression, and some…
Subset selection for multiple linear regression aims to construct a regression model that minimizes errors by selecting a small number of explanatory variables. Once a model is built, various statistical tests and diagnostics are conducted…
We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…
This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…
A great deal of interest has recently focused on conducting inference on the parameters in a high-dimensional linear model. In this paper, we consider a simple and very na\"{i}ve two-step procedure for this task, in which we (i) fit a lasso…
Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…
Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…
Unraveling the co-expression of genes across studies enhances the understanding of cellular processes. Inferring gene co-expression networks from transcriptome data presents many challenges, including spurious gene correlations, sample…
In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…
High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set estimation for multiple components of the model parameters,…
Motivation: The high dimensionality of genomic data calls for the development of specific classification methodologies, especially to prevent over-optimistic predictions. This challenge can be tackled by compression and variable selection,…
We propose a new testing procedure of heteroskedasticity in high-dimensional linear regression, where the number of covariates can be larger than the sample size. Our testing procedure is based on residuals of the Lasso. We demonstrate that…
Assessing whether a sample survey credibly represents the population is a critical question for ensuring the validity of downstream research. Generally, this problem reduces to estimating the distance between two high-dimensional…
Symbolic regression is a powerful system identification technique in industrial scenarios where no prior knowledge on model structure is available. Such scenarios often require specific model properties such as interpretability, robustness,…
Diffusion has emerged as a powerful framework for generative modeling, achieving remarkable success in applications such as image and audio synthesis. Enlightened by this progress, we propose a novel diffusion-based approach for symbolic…