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We study the allocation of synthetic portfolios under hierarchical nested, one-factor, and diagonal structures of the population covariance matrix in a high-dimensional scenario. The noise reduction approaches for the sample realizations…

Computational Finance · Quantitative Finance 2025-03-10 Andrés García-Medina

Reliable state estimation hinges on accurate specification of sensor noise covariances, which weigh heterogeneous measurements. In practice, these covariances are difficult to identify due to environmental variability, front-end…

Robotics · Computer Science 2025-12-18 Haoying Li , Yifan Peng , Xinghan Li , Junfeng Wu

Regression calibration as developed by Rosner, Spiegelman and Willet is used to correct the bias in effect estimates due to measurement error in continuous exposures. The method involves two models: a measurement error model (MEM) relating…

Methodology · Statistics 2026-02-24 Wenze Tang , Donna Spiegelman , Xiaomei Liao , Molin Wang

We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises…

Methodology · Statistics 2018-07-02 Abhishek Chakrabortty , Tianxi Cai

We consider the problem of estimating the average treatment effect (ATE) in a semi-supervised learning setting, where a very small proportion of the entire set of observations are labeled with the true outcome but features predictive of the…

Methodology · Statistics 2020-10-27 David Cheng , Ashwin Ananthakrishnan , Tianxi Cai

In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first…

Molecular Networks · Quantitative Biology 2016-02-17 Georgios Arampatzis , Markos A. Katsoulakis , Yannis Pantazis

Biometric authentication relies on an individual's physiological or behavioral traits to verify their identity before granting access permission to a system or device without remembering anything. Although electrocardiograms (ECGs) have…

Signal Processing · Electrical Eng. & Systems 2022-08-10 Jui-Kun Chiu , Tzu-Yun Lin , Wei-Shen Hsu , Shun-Chi Wu

Deep models are designed to operate on huge volumes of high dimensional data such as images. In order to reduce the volume of data these models must process, we propose a set-based two-stage end-to-end neural subsampling model that is…

Machine Learning · Computer Science 2022-05-31 Bruno Andreis , Seanie Lee , A. Tuan Nguyen , Juho Lee , Eunho Yang , Sung Ju Hwang

In many clinical and epidemiological studies, collecting longitudinal measurements together with time-to-event outcomes is essential. Accurately estimating the association between longitudinal markers and event risks, as well as identifying…

In large scale multiple testing problems, a two-class empirical Bayes approach can be used to control the false discovery rate (Fdr) for the entire array of hypotheses under study. A sample splitting step is incorporated to modify that…

Computation · Statistics 2019-12-13 Paramita Chakraborty , Chong Ma , John Grego , James Lynch

Motivated by applications in tissue-wide association studies (TWAS), we develop a flexible and theoretically grounded empirical Bayes approach for integrating %vector-valued outcomes data obtained from different sources. We propose a linear…

Methodology · Statistics 2026-02-17 Antik Chakraborty , Fei Xue

Feature screening is an important method to reduce the dimension and capture informative variables in ultrahigh-dimensional data analysis. Many methods have been developed for feature screening. These methods, however, are challenged by…

Methodology · Statistics 2019-01-08 Li-Pang Chen

Heavy-tailed metrics are common and often critical to product evaluation in the online world. While we may have samples large enough for Central Limit Theorem to kick in, experimentation is challenging due to the wide confidence interval of…

Applications · Statistics 2019-05-23 Jason , Wang , Pauline Burke

Missingness in variables that define study eligibility criteria is a seldom addressed challenge in electronic health record (EHR)-based settings. It is typically the case that patients with incomplete eligibility information are excluded…

Improvements in computational and experimental capabilities are rapidly increasing the amount of scientific data that is routinely generated. In applications that are constrained by memory and computational intensity, excessively large…

Machine Learning · Computer Science 2023-02-28 Malik Hassanaly , Bruce A. Perry , Michael E. Mueller , Shashank Yellapantula

We propose a novel two-stage subsampling algorithm based on optimal design principles. In the first stage, we use a density-based clustering algorithm to identify an approximating design space for the predictors from an initial subsample.…

Methodology · Statistics 2024-03-20 Subhadra Dasgupta , Holger Dette

Period-prevalent cohorts are often used for their cost-saving potential in epidemiological studies of survival outcomes. Under this design, prevalent patients allow for evaluations of long-term survival outcomes without the need for long…

Methodology · Statistics 2024-10-28 Nicholas Hartman

Non-probability samples become increasingly popular in survey statistics but may suffer from selection biases that limit the generalizability of results to the target population. We consider integrating a non-probability sample with a…

Methodology · Statistics 2019-08-26 Shu Yang , Jae Kwang Kim , Rui Song

The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…

Machine Learning · Statistics 2022-03-22 Belhal Karimi , Ping Li

Electronic medical records (EMR) contain longitudinal information about patients that can be used to analyze outcomes. Typically, studies on EMR data have worked with established variables that have already been acknowledged to be…

Machine Learning · Computer Science 2017-11-30 Prithwish Chakraborty , Vishrawas Gopalakrishnan , Sharon M. H. Alford , Faisal Farooq
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