Related papers: Repro Samples Method for High-dimensional Logistic…
We propose a unified framework to draw inferences for regression coefficients in a generalized linear model (GLM) following Lasso-based variable selection. We adapt to non-Gaussian GLMs a recently developed parametric programming strategy…
This article considers a novel and widely applicable approach to modeling high-dimensional dependent data when a large number of explanatory variables are available and the signal-to-noise ratio is low. We postulate that a $p$-dimensional…
Case-control sampling is a commonly used retrospective sampling design to alleviate imbalanced structure of binary data. When fitting the logistic regression model with case-control data, although the slope parameter of the model can be…
For massive data, the family of subsampling algorithms is popular to downsize the data volume and reduce computational burden. Existing studies focus on approximating the ordinary least squares estimate in linear regression, where…
Data reduction is a fundamental challenge of modern technology, where classical statistical methods are not applicable because of computational limitations. We consider multiple linear regression for an extraordinarily large number of…
It is clear that conventional statistical inference protocols need to be revised to deal correctly with the high-dimensional data that are now common. Most recent studies aimed at achieving this revision rely on powerful approximation…
With the availability of high dimensional genetic biomarkers, it is of interest to identify heterogeneous effects of these predictors on patients' survival, along with proper statistical inference. Censored quantile regression has emerged…
Large-scale statistical analysis of data sets associated with genome sequences plays an important role in modern biology. A key component of such statistical analyses is the computation of $p$-values and confidence bounds for statistics…
Statistical inference is the science of drawing conclusions about some system from data. In modern signal processing and machine learning, inference is done in very high dimension: very many unknown characteristics about the system have to…
Traditional regression and prediction tasks often only provide deterministic point estimates. To estimate the distribution or uncertainty of the response variable, traditional methods either assume that the posterior distribution of samples…
Large language models (LLMs) have shown strong results on a range of applications, including regression and scoring tasks. Typically, one obtains outputs from an LLM via autoregressive sampling from the model's output distribution. We show…
Subsampling methods aim to select a subsample as a surrogate for the observed sample. As a powerful technique for large-scale data analysis, various subsampling methods are developed for more effective coefficient estimation and model…
Despite impressive performance as evaluated on i.i.d. holdout data, deep neural networks depend heavily on superficial statistics of the training data and are liable to break under distribution shift. For example, subtle changes to the…
We investigate the validity of two resampling techniques when carrying out inference on the underlying unknown copula using a recently proposed class of smooth, possibly data-adaptive nonparametric estimators that contains empirical…
In this paper we discuss how to evaluate the differences between fitted logistic regression models across sub-populations. Our motivating example is in studying computerized diagnosis for learning disabilities, where sub-populations based…
Logistic regression is a fundamental and widely used statistical method for modeling binary outcomes based on covariates. However, the presence of missing data, particularly in settings involving hybrid covariates (a mix of discrete and…
Subsampling or subdata selection is a useful approach in large-scale statistical learning. Most existing studies focus on model-based subsampling methods which significantly depend on the model assumption. In this paper, we consider the…
Although prospective logistic regression is the standard method of analysis for case-control data, it has been recently noted that in genetic epidemiologic studies one can use the ``retrospective'' likelihood to gain major power by…
Credit scoring models based on accepted applications may be biased and their consequences can have a statistical and economic impact. Reject inference is the process of attempting to infer the creditworthiness status of the rejected…
In this paper, we develop a systematic theory for high dimensional analysis of variance in multivariate linear regression, where the dimension and the number of coefficients can both grow with the sample size. We propose a new \emph{U}~type…