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In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

Sparse regression is frequently employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data that hampers both feature selection and estimation is the presence of strong correlations between…

Methodology · Statistics 2021-03-25 Ankit Kumar , Sharmodeep Bhattacharyya , Kristofer Bouchard

Semi-supervised learning deals with the problem of how, if possible, to take advantage of a huge amount of not classified data, to perform classification, in situations when, typically, the labelled data are few. Even though this is not…

Statistics Theory · Mathematics 2017-12-18 Alejandro Cholaquidis , Ricardo Fraiman , Mariela Sued

Mixed linear regression is a well-studied problem in parametric statistics and machine learning. Given a set of samples, tuples of covariates and labels, the task of mixed linear regression is to find a small list of linear relationships…

Machine Learning · Statistics 2024-06-04 Avishek Ghosh , Arya Mazumdar

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

Statistics Theory · Mathematics 2021-06-17 Eduardo Pavez , Antonio Ortega

One of the common challenges faced by researchers in recent data analysis is missing values. In the context of penalized linear regression, which has been extensively explored over several decades, missing values introduce bias and yield a…

Methodology · Statistics 2025-04-21 Seongoh Park , Seongjin Lee , Nguyen Thi Hai Yen , Nguyen Phuoc Long , Johan Lim

We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may…

Optimization and Control · Mathematics 2019-09-10 Vito Cerone , Sophie M. Fosson , Diego Regruto

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

Given data $y$ and $k$ covariates $x$ one problem in linear regression is to decide which in any of the covariates to include when regressing $y$ on the $x$. If $k$ is small it is possible to evaluate each subset of the $x$. If however $k$…

Statistics Theory · Mathematics 2016-05-17 Patrick Laurie Davies

We consider semi-supervised classification when part of the available data is unlabeled. These unlabeled data can be useful for the classification problem when we make an assumption relating the behavior of the regression function to that…

Statistics Theory · Mathematics 2007-06-13 Philippe Rigollet

In structured output learning, obtaining labelled data for real-world applications is usually costly, while unlabelled examples are available in abundance. Semi-supervised structured classification has been developed to handle large amounts…

Machine Learning · Computer Science 2013-11-12 P. Balamurugan , Shirish Shevade , Sundararajan Sellamanickam

Large amounts of labeled data are typically required to train deep learning models. For many real-world problems, however, acquiring additional data can be expensive or even impossible. We present semi-supervised deep kernel learning…

Machine Learning · Computer Science 2019-03-05 Neal Jean , Sang Michael Xie , Stefano Ermon

Recent work has focused on the problem of conducting linear regression when the number of covariates is very large, potentially greater than the sample size. To facilitate this, one useful tool is to assume that the model can be well…

Methodology · Statistics 2011-11-21 Zhou Fang

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

Machine Learning · Statistics 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

A common assumption in semi-supervised learning is that the labeled, unlabeled, and test data are drawn from the same distribution. However, this assumption is not satisfied in many applications. In many scenarios, the data is collected…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Mahed Abroshan , Mohammad Mahdi Khalili , Laura Toni , Miguel R. D. Rodrigues

Large datasets are often affected by cell-wise outliers in the form of missing or erroneous data. However, discarding any samples containing outliers may result in a dataset that is too small to accurately estimate the covariance matrix.…

Statistics Theory · Mathematics 2023-11-13 Karim Lounici , Grégoire Pacreau

We consider the problem of regression with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that explain variation in the latent covariates but have no direct effect on selection.…

Econometrics · Economics 2020-10-15 Christoph Breunig , Peter Haan

This work proposes a novel method for semi-supervised learning from partially labeled massive network-structured datasets, i.e., big data over networks. We model the underlying hypothesis, which relates data points to labels, as a graph…

Machine Learning · Computer Science 2017-05-16 Alexander Jung , Alfred O. Hero , Alexandru Mara , Saeed Jahromi

It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…

Statistics Theory · Mathematics 2019-08-21 Fei Jiang , Yanyuan Ma , Raymond J. Carroll

Generalized linear models are a popular tool in applied statistics, with their maximum likelihood estimators enjoying asymptotic Gaussianity and efficiency. As all models are wrong, it is desirable to understand these estimators' behaviours…

Methodology · Statistics 2024-12-10 Elliot H. Young , Rajen D. Shah