English
Related papers

Related papers: Robust Variable Selection for High-dimensional Reg…

200 papers

Analysis of competing risks data is often complicated by the incomplete or selectively missing information on the cause of failure. Standard approaches typically assume that the cause of failure is missing at random (MAR), an assumption…

Data on rates, percentages or proportions arise frequently in many different applied disciplines like medical biology, health care, psychology and several others. In this paper, we develop a robust inference procedure for the beta…

Methodology · Statistics 2018-01-16 Abhik Ghosh

Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…

Optimization and Control · Mathematics 2019-01-09 Xi Chen , Qihang Lin , Guanglin Xu

When estimating a regression model, we might have data where some labels are missing, or our data might be biased by a selection mechanism. When the response or selection mechanism is ignorable (i.e., independent of the response variable…

Statistics Theory · Mathematics 2023-08-22 Philip Boeken , Noud de Kroon , Mathijs de Jong , Joris M. Mooij , Onno Zoeter

Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…

Methodology · Statistics 2021-07-13 Moritz Marbach

In high-dimensional model selection problems, penalized simple least-square approaches have been extensively used. This paper addresses the question of both robustness and efficiency of penalized model selection methods, and proposes a…

Methodology · Statistics 2011-07-06 Jelena Bradic , Jianqing Fan , Weiwei Wang

Among semiparametric regression models, partially linear additive models provide a useful tool to include additive nonparametric components as well as a parametric component, when explaining the relationship between the response and a set…

Methodology · Statistics 2024-02-01 Graciela Boente , Alejandra Martínez

A ubiquitous feature of data of our era is their extra-large sizes and dimensions. Analyzing such high-dimensional data poses significant challenges, since the feature dimension is often much larger than the sample size. This thesis…

Statistics Theory · Mathematics 2025-09-11 Kai Yang

This research deals with the estimation and imputation of missing data in longitudinal models with a Poisson response variable inflated with zeros. A methodology is proposed that is based on the use of maximum likelihood, assuming that data…

Methodology · Statistics 2024-09-18 D. S. Martinez-Lobo , O. O. Melo , N. A. Cruz

This article considers a linear model in a high dimensional data scenario. We propose a process which uses multiple loss functions both to select relevant predictors and to estimate parameters, and study its asymptotic properties. Variable…

Methodology · Statistics 2020-07-01 Guorong Dai , Ursula U. Müller

This paper proposes a new robust smooth-threshold estimating equation to select important variables and automatically estimate parameters for high dimensional longitudinal data. A novel working correlation matrix is proposed to capture…

Methodology · Statistics 2021-11-30 Liya Fu , Jiaqi Li , You-Gan Wang

In this paper, we introduce an innovative testing procedure for assessing individual hypotheses in high-dimensional linear regression models with measurement errors. This method remains robust even when either the X-model or Y-model is…

Methodology · Statistics 2025-01-14 Shijie Cui , Xu Guo , Songshan Yang , Zhe Zhang

Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…

Methodology · Statistics 2020-08-11 Xiaomeng Ju , Matías Salibián-Barrera

Multivariate density estimation is a popular technique in statistics with wide applications including regression models allowing for heteroskedasticity in conditional variances. The estimation problems become more challenging when…

Methodology · Statistics 2018-08-15 Zhen Li , Lili Wu , Weilian Zhou , Sujit Ghosh

Recently, the robustness of deep learning models has received widespread attention, and various methods for improving model robustness have been proposed, including adversarial training, model architecture modification, design of loss…

Machine Learning · Computer Science 2023-03-23 Hao Wang , Chen Li , Jinzhe Jiang , Xin Zhang , Yaqian Zhao , Weifeng Gong

For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…

Methodology · Statistics 2022-09-29 Xin Xin , Boyi Xie , Yunhai Xiao

Longitudinal data often involve heterogeneity, sparse signals, and contamination from response outliers or high-leverage observations especially in biomedical science. Existing methods usually address only part of this problem, either…

Methodology · Statistics 2026-02-26 Yuyao Wang , Yu Lu , Tianni Zhang , Mengfei Ran

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

In this article, we investigate the robust optimal design problem for the prediction of response when the fitted regression models are only approximately specified, and observations might be missing completely at random. The intuitive idea…

Methodology · Statistics 2022-10-19 Rui Hu , Ion Bica , Zhichun Zhai

This paper develops an inferential theory for high-dimensional matrix-variate factor models with missing observations. We propose an easy-to-use all-purpose method that involves two straightforward steps. First, we perform principal…

Methodology · Statistics 2025-03-26 Yongxia Zhang , Jinwen Liang , Liwen Xu , Keming Yu , Maozai Tian