Related papers: High-dimensional log contrast models with measurem…
The construction of coherent prediction models holds great importance in medical research as such models enable health researchers to gain deeper insights into disease epidemiology and clinicians to identify patients at higher risk of…
We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…
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…
For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…
Measurement error is a pervasive challenge across many disciplines, yet its impact on sample size determination and the accuracy and precision of estimators regarding the association between an exposure and an outcome remains understudied…
High-dimensional compositional data, such as those from human microbiome studies, pose unique statistical challenges due to the simplex constraint and excess zeros. While dimension reduction is indispensable for analyzing such data,…
The $\ell_1$-penalized method, or the Lasso, has emerged as an important tool for the analysis of large data sets. Many important results have been obtained for the Lasso in linear regression which have led to a deeper understanding of…
In genomic studies, identifying biomarkers associated with a variable of interest is a major concern in biomedical research. Regularized approaches are classically used to perform variable selection in high-dimensional linear models.…
The growing use of high-throughput sequencing (HTS) has enabled the large-scale production of compositional count data, driving progress in microbiome research. However, such count data are often high-dimensional, over-dispersed, and…
Regression discontinuity designs are frequently used to estimate the causal effect of election outcomes and policy interventions. In these contexts, treatment effects are typically estimated with covariates included to improve efficiency.…
In causal matching designs, some control subjects are often left unmatched, and some covariates are often left unmodeled. This article introduces "rebar," a method using high-dimensional modeling to incorporate these commonly discarded data…
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…
Expected shortfall is defined as the average over the tail below (or above) a certain quantile of a probability distribution. Expected shortfall regression provides powerful tools for learning the relationship between a response variable…
We consider the problem of simultaneous variable selection and constant coefficient identification in high-dimensional varying coefficient models based on B-spline basis expansion. Both objectives can be considered as some type of model…
Traditional variable selection methods could fail to be sign consistent when irrepresentable conditions are violated. This is especially critical in high-dimensional settings when the number of predictors exceeds the sample size. In this…
Censored data are quite common in statistics and have been studied in depth in the last years. In this paper we consider censored high-dimensional data. High-dimensional models are in some way more complex than their low-dimensional…
We consider high-dimensional inference for potentially misspecified Cox proportional hazard models based on low dimensional results by Lin and Wei [1989]. A de-sparsified Lasso estimator is proposed based on the log partial likelihood…
We consider the problems of variable selection and estimation in nonparametric additive regression models for high-dimensional data. In recent years, several methods have been proposed to model nonlinear relationships when the number of…
We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…
High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…