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We build a unifying convex analysis framework characterizing the statistical properties of a large class of penalized estimators, both under a regular and an irregular design. Our framework interprets penalized estimators as proximal…

Statistics Theory · Mathematics 2026-05-12 Alberto Quaini , Fabio Trojani

We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to…

Statistics Theory · Mathematics 2010-10-20 Pang Du , Shuangge Ma , Hua Liang

High throughput genetic sequencing arrays with thousands of measurements per sample and a great amount of related censored clinical data have increased demanding need for better measurement specific model selection. In this paper we…

Statistics Theory · Mathematics 2019-07-31 Jelena Bradic , Jianqing Fan , Jiancheng Jiang

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

Methodology · Statistics 2020-06-09 M. Taavoni , M. Arashi

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…

Statistics Theory · Mathematics 2011-12-13 Li Wang , Xiang Liu , Hua Liang , Raymond J. Carroll

In this paper, we introduce structured sparsity estimators in Generalized Linear Models. Structured sparsity estimators in the least squares loss are introduced by Stucky and van de Geer (2018) recently for fixed design and normal errors.…

Machine Learning · Statistics 2021-04-30 Mehmet Caner

Linear regression is a fundamental modeling tool in statistics and related fields. In this paper, we study an important variant of linear regression in which the predictor-response pairs are partially mismatched. We use an optimization…

Optimization and Control · Mathematics 2022-11-01 Rahul Mazumder , Haoyue Wang

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

A key challenge in formal verification, particularly in Model Checking, is ensuring the correctness of the verification tools. Erroneous results on complex models can be difficult to detect, yet a high level of confidence in the outcome is…

Formal Languages and Automata Theory · Computer Science 2025-03-07 Andrea Manini , Matteo Rossi , Pierluigi San Pietro

In high-dimensional data analysis, penalized likelihood estimators are shown to provide superior results in both variable selection and parameter estimation. A new algorithm, APPLE, is proposed for calculating the Approximate Path for…

Machine Learning · Statistics 2013-05-07 Yi Yu , Yang Feng

While test-time scaling has enabled large language models to solve highly difficult tasks, state-of-the-art results come at exorbitant compute costs. These inefficiencies can be attributed to the miscalibration of post-trained language…

Machine Learning · Computer Science 2026-04-02 Cai Zhou , Zekai Wang , Menghua Wu , Qianyu Julie Zhu , Flora C. Shi , Chenyu Wang , Ashia Wilson , Tommi Jaakkola , Stephen Bates

We consider a general statistical linear inverse problem, where the solution is represented via a known (possibly overcomplete) dictionary that allows its sparse representation. We propose two different approaches. A model selection…

Methodology · Statistics 2017-10-31 Felix Abramovich , Daniela De Canditiis , Marianna Pensky

Two important goals of high-dimensional modeling are prediction and variable selection. In this article, we consider regularization with combined $L_1$ and concave penalties, and study the sampling properties of the global optimum of the…

Methodology · Statistics 2016-05-12 Yingying Fan , Jinchi Lv

We consider the problem of sparse estimation via a lasso-type penalized likelihood procedure in a factor analysis model. Typically, the model estimation is done under the assumption that the common factors are orthogonal (uncorrelated).…

Methodology · Statistics 2013-02-25 Kei Hirose , Michio Yamamoto

Many statistical estimation procedures lead to nonconvex optimization problems. Algorithms to solve these are often guaranteed to output a stationary point of the optimization problem. Oracle inequalities are an important theoretical…

Statistics Theory · Mathematics 2018-02-28 Andreas Elsener , Sara van de Geer

In this article, model selection via penalized empirical loss minimization in nonparametric classification problems is studied. Data-dependent penalties are constructed, which are based on estimates of the complexity of a small subclass of…

Statistics Theory · Mathematics 2007-06-13 Gabor Lugosi , Marten Wegkamp

This paper studies oracle properties of $\ell_1$-penalized least squares in nonparametric regression setting with random design. We show that the penalized least squares estimator satisfies sparsity oracle inequalities, i.e., bounds in…

Statistics Theory · Mathematics 2007-08-03 Florentina Bunea , Alexandre Tsybakov , Marten Wegkamp

The effectiveness of a test suite in detecting faults highly depends on the correctness and completeness of its test oracles. Large Language Models (LLMs) have already demonstrated remarkable proficiency in tackling diverse software testing…

Software Engineering · Computer Science 2024-05-22 Facundo Molina , Alessandra Gorla

This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…

Numerical Analysis · Mathematics 2015-01-27 Farbod Roosta-Khorasani , Gábor J. Székely , Uri Ascher

We observe $(X_i,Y_i)_{i=1}^n$ where the $Y_i$'s are real valued outputs and the $X_i$'s are $m\times T$ matrices. We observe a new entry $X$ and we want to predict the output $Y$ associated with it. We focus on the high-dimensional…

Statistics Theory · Mathematics 2010-09-01 Stéphane Gaïffas , Guillaume Lecué