Related papers: Repro Samples Method for High-dimensional Logistic…
To understand how the interconnected and interdependent world of the twenty-first century operates and make model-based predictions, joint probability models for networks and interdependent outcomes are needed. We propose a comprehensive…
Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…
In compressed sensing, a small number of linear measurements can be used to reconstruct an unknown signal. Existing approaches leverage assumptions on the structure of these signals, such as sparsity or the availability of a generative…
Delineating the associations between images and a vector of covariates is of central interest in medical imaging studies. To tackle this problem of image response regression, we propose a novel nonparametric approach in the framework of…
Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…
The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…
Heterogeneity is a hallmark of complex diseases. Regression-based heterogeneity analysis, which is directly concerned with outcome-feature relationships, has led to a deeper understanding of disease biology. Such an analysis identifies the…
Detecting influential features in non-linear and/or high-dimensional data is a challenging and increasingly important task in machine learning. Variable selection methods have thus been gaining much attention as well as post-selection…
Bayesian likelihood-free methods implement Bayesian inference using simulation of data from the model to substitute for intractable likelihood evaluations. Most likelihood-free inference methods replace the full data set with a summary…
A new statistical model designed for regression analysis with a sparse design matrix is proposed. This new model utilizes the positions of the limited non-zero elements in the design matrix to decompose the regression model into…
Modern data sets, such as those in healthcare and e-commerce, are often derived from many individuals or systems but have insufficient data from each source alone to separately estimate individual, often high-dimensional, model parameters.…
Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…
We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…
Logistic regression is a common classification method in supervised learning. Surprisingly, there are very few solutions for performing logistic regression with missing values in the covariates. We suggest a complete approach based on a…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…
This paper describes a new method for Symbolic Regression that allows to find mathematical expressions from a dataset. This method has a strong mathematical basis. As opposed to other methods such as Genetic Programming, this method is…
Deep model-based reinforcement learning methods offer a conceptually simple approach to the decision-making and control problem: use learning for the purpose of estimating an approximate dynamics model, and offload the rest of the work to…
This paper introduces a novel framework for estimation and inference in penalized M-estimators applied to robust high-dimensional linear regression models. Traditional methods for high-dimensional statistical inference, which predominantly…
While autoregressive models excel at image compression, their sample quality is often lacking. Although not realistic, generated images often have high likelihood according to the model, resembling the case of adversarial examples. Inspired…
We propose a transfer learning method that utilizes data representations in a semiparametric regression model. Our aim is to perform statistical inference on the parameter of primary interest in the target model while accounting for…