Related papers: HEDE: Heritability estimation in high dimensions b…
In this paper, we address the inference problem in high-dimensional linear expectile regression. We transform the expectile loss into a weighted-least-squares form and apply a de-biased strategy to establish Wald-type tests for multiple…
We introduce a novel ensemble approach for feature selection based on hierarchical stacking for non-stationarity and/or a limited number of samples with a large number of features. Our approach exploits the co-dependency between features…
We develop a new edge detection algorithm that tackles two important issues in this long-standing vision problem: (1) holistic image training and prediction; and (2) multi-scale and multi-level feature learning. Our proposed method,…
Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…
It is critical yet challenging for deep learning models to properly characterize uncertainty that is pervasive in real-world environments. Although a lot of efforts have been made, such as heteroscedastic neural networks (HNNs), little work…
In an increasing number of neuroimaging studies, brain images, which are in the form of multidimensional arrays (tensors), have been collected on multiple subjects at multiple time points. Of scientific interest is to analyze such massive…
We consider the problem of estimation and structure learning of high dimensional signals via a normal sequence model, where the underlying parameter vector is piecewise constant, or has a block structure. We develop a Bayesian fusion…
Density ratio estimation serves as an important technique in the unsupervised machine learning toolbox. However, such ratios are difficult to estimate for complex, high-dimensional data, particularly when the densities of interest are…
Drawing statistical inferences from large datasets in a model-robust way is an important problem in statistics and data science. In this paper, we propose methods that are robust to large and unequal noise in different observational units…
In statistical genetics an important task involves building predictive models for the genotype-phenotype relationships and thus attribute a proportion of the total phenotypic variance to the variation in genotypes. Numerous models have been…
We construct genomic predictors for heritable and extremely complex human quantitative traits (height, heel bone density, and educational attainment) using modern methods in high dimensional statistics (i.e., machine learning). Replication…
Attribute recognition is a crucial but challenging task due to viewpoint changes, illumination variations and appearance diversities, etc. Most of previous work only consider the attribute-level feature embedding, which might perform poorly…
Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase…
We propose a scalable variational Bayes method for statistical inference for a single or low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression. Our approach relies on assigning a mean-field…
The doubly robust estimator, which models both the propensity score and outcomes, is a popular approach to estimate the average treatment effect in the potential outcome setting. The primary appeal of this estimator is its theoretical…
We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally unobserved. We cast estimator selection as a multiple testing…
In the field of genetics, the concept of heritability refers to the proportion of variations of a biological trait or disease that can be explained by genetic factors. Quantifying the heritability of a disease is a fundamental challenge in…
Debiasing is a fundamental concept in high-dimensional statistics. While degrees-of-freedom adjustment is the state-of-the-art technique in high-dimensional linear regression, it is limited to i.i.d. samples and sub-Gaussian covariates.…
This paper proposes a novel meta-learning approach to optimize a robust portfolio ensemble. The method uses a deep generative model to generate diverse and high-quality sub-portfolios combined to form the ensemble portfolio. The generative…
As transfer learning techniques are increasingly used to transfer knowledge from the source model to the target task, it becomes important to quantify which source models are suitable for a given target task without performing…