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In a multivariate linear regression model with $p>1$ covariates, implementation of penalization techniques often implies a preliminary univariate standardization step. Although this prevents scale effects on the covariates selection…
Given data $\mathbf{y}$ and $k$ covariates $\mathbf{x}_j$ one problem in linear regression is to decide which if any of the covariates to include when regressing the dependent variable $\mathbf{y}$ on the covariates $\mathbf{x}_j$. In this…
Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…
We propose an optimal estimating equation for logistic regression with linked data while accounting for false positives. It builds on a previous solution but estimates the regression coefficients with a smaller variance, in large samples.
This paper is devoted to model selection in logistic regression. We extend the model selection principle introduced by Birg\'e and Massart (2001) to logistic regression model. This selection is done by using penalized maximum likelihood…
The Lasso is a computationally efficient regression regularization procedure that can produce sparse estimators when the number of predictors (p) is large. Oracle inequalities provide probability loss bounds for the Lasso estimator at a…
In the realm of contemporary data analysis, the use of massive datasets has taken on heightened significance, albeit often entailing considerable demands on computational time and memory. While a multitude of existing works offer optimal…
Binomial data with unknown sizes often appear in biological and medical sciences. The previous methods either use the Poisson approximation or the quasi-likelihood approach. A full likelihood approach is proposed by treating unknown sizes…
We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…
Logistic regression models for binomial responses are routinely used in statistical practice. However, the maximum likelihood estimate may not exist due to data separability. We address this issue by considering a conjugate prior penalty…
We consider the estimation of regression models on strata defined using a categorical covariate, in order to identify interactions between this categorical covariate and the other predictors. A basic approach requires the choice of a…
This paper addresses the problem of providing robust estimators under a functional logistic regression model. Logistic regression is a popular tool in classification problems with two populations. As in functional linear regression,…
In high-dimensional survival analysis, effective variable selection is crucial for both model interpretation and predictive performance. This paper investigates Cox regression with lasso and adaptive lasso penalties in genomic datasets…
This paper considers errors-in-variables models in a high-dimensional setting where the number of covariates can be much larger than the sample size, and there are only a small number of non-zero covariates. The presence of measurement…
A formal link between regression and classification has been tenuous. Even though the margin maximization term $\|w\|$ is used in support vector regression, it has at best been justified as a regularizer. We show that a regression problem…
Among the most popular variable selection procedures in high-dimensional regression, Lasso provides a solution path to rank the variables and determines a cut-off position on the path to select variables and estimate coefficients. In this…
The logistic loss function is often advocated in machine learning and statistics as a smooth and strictly convex surrogate for the 0-1 loss. In this paper we investigate the question of whether these smoothness and convexity properties make…
In many fields of science, generalized likelihood ratio tests are established tools for statistical inference. At the same time, it has become increasingly common that a simulator (or generative model) is used to describe complex processes…
Logistic regression with unknown sizes has many important applications in biological and medical sciences. All models about this problem in the literature are parametric ones. A semiparametric regression model is proposed. This model…
A solution to control for nonresponse bias consists of multiplying the design weights of respondents by the inverse of estimated response probabilities to compensate for the nonrespondents. Maximum likelihood and calibration are two…