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Feature selection problems have been extensively studied for linear estimation, for instance, Lasso, but less emphasis has been placed on feature selection for non-linear functions. In this study, we propose a method for feature selection…

Machine Learning · Computer Science 2020-07-28 Yutaro Yamada , Ofir Lindenbaum , Sahand Negahban , Yuval Kluger

In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smaller than the number of predictors. We assume in the sparse…

Methodology · Statistics 2017-04-19 B. Yuzbasi , M. Arashi , S. E. Ahmed

Regression problems are traditionally analyzed via univariate characteristics like the regression function, scale function and marginal density of regression errors. These characteristics are useful and informative whenever the association…

Statistics Theory · Mathematics 2008-12-18 Sam Efromovich

Many scientific and engineering applications require fitting regression models that are nonlinear in the parameters. Advances in computer hardware and software in recent decades have made it easier to fit such models. Relative to fitting…

Methodology · Statistics 2024-03-20 Peng Liu , William Q. Meeker

Quantifying concordance between two random variables is crucial in applications. Traditional estimation techniques for commonly used concordance measures, such as Gini's gamma or Spearman's rho, often fail when data contain ties. This is…

Methodology · Statistics 2025-10-21 Jasper Arends , Guanjie Lyu , Mhamed Mesfioui , Elisa Perrone , Julien Trufin

Generalized linear models (GLMs) using a regression procedure to fit relationships between predictor and target variables are widely used in automobile insurance data. Here, in the process of ratemaking and in order to compute the premiums…

Applications · Statistics 2016-06-02 J. M. Pérez-Sánchez , E. Gómez-Déniz

This paper is concerned with general nonlinear regression models where the predictor variables are subject to Berkson-type measurement errors. The measurement errors are assumed to have a general parametric distribution, which is not…

Statistics Theory · Mathematics 2009-08-21 Liqun Wang

High-dimensional penalized rank regression is a powerful tool for modeling high-dimensional data due to its robustness and estimation efficiency. However, the non-smoothness of the rank loss brings great challenges to the computation. To…

Methodology · Statistics 2025-02-20 Leheng Cai , Xu Guo , Heng Lian , Liping Zhu

Relational logistic regression (RLR) is a representation of conditional probability in terms of weighted formulae for modelling multi-relational data. In this paper, we develop a learning algorithm for RLR models. Learning an RLR model from…

Artificial Intelligence · Computer Science 2016-06-29 Bahare Fatemi , Seyed Mehran Kazemi , David Poole

Logistic regression is key method for modeling the probability of a binary outcome based on a collection of covariates. However, the classical formulation of logistic regression relies on the independent sampling assumption, which is often…

Statistics Theory · Mathematics 2024-09-25 Somabha Mukherjee , Ziang Niu , Sagnik Halder , Bhaswar B. Bhattacharya , George Michailidis

We apply the network Lasso to classify partially labeled data points which are characterized by high-dimensional feature vectors. In order to learn an accurate classifier from limited amounts of labeled data, we borrow statistical strength,…

Machine Learning · Computer Science 2019-03-27 Nguyen Tran , Henrik Ambos , Alexander Jung

In this letter, we consider the problem of field estimation using binary measurements. Previous work has formulated the problem as a parameter estimation problem, with the parameter estimation carried out in an online manner using…

Methodology · Statistics 2022-09-14 Alex S. Leong , Mohammad Zamani , Iman Shames

There are a variety of settings where vague prior information may be available on the importance of predictors in high-dimensional regression settings. Examples include ordering on the variables offered by their empirical variances (which…

Methodology · Statistics 2022-05-20 Benjamin G. Stokell , Rajen D. Shah

Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to…

Genomics · Quantitative Biology 2016-09-22 Wenwen Min , Juan Liu , Shihua Zhang

The linear regression model is widely used in the biomedical and social sciences as well as in policy and business research to adjust for covariates and estimate the average effects of treatments. Behind every causal inference endeavor…

Methodology · Statistics 2024-04-23 Ambarish Chattopadhyay , Noah Greifer , Jose R. Zubizarreta

We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…

Statistics Theory · Mathematics 2021-04-14 David Azriel , Lawrence D. Brown , Michael Sklar , Richard Berk , Andreas Buja , Linda Zhao

In the presence of a missing response, reweighting the complete case subsample by the inverse of nonmissing probability is both intuitive and easy to implement. When the population totals of some auxiliary variables are known and when the…

Methodology · Statistics 2014-10-16 Kwun Chuen Gary Chan , Sheung Chi Phillip Yam

Inferring causal relationships or related associations from observational data can be invalidated by the existence of hidden confounding. We focus on a high-dimensional linear regression setting, where the measured covariates are affected…

Methodology · Statistics 2021-07-22 Zijian Guo , Domagoj Ćevid , Peter Bühlmann

Ordinal data are quite common in applied statistics. Although some model selection and regularization techniques for categorical predictors and ordinal response models have been developed over the past few years, less work has been done…

Methodology · Statistics 2024-07-26 Aisouda Hoshiyar , Laura H. Gertheiss , Jan Gertheiss

In this work we investigate the relationship between Bregman distances and regularized Logistic Regression model. We present a detailed study of Bregman Distance minimization, a family of generalized entropy measures associated with convex…

Machine Learning · Computer Science 2010-04-23 Mithun Das Gupta , Thomas S. Huang