English
Related papers

Related papers: Robust and Sparse Generalized Linear Models for Hi…

200 papers

We propose an L1-penalized algorithm for fitting high-dimensional generalized linear mixed models. Generalized linear mixed models (GLMMs) can be viewed as an extension of generalized linear models for clustered observations. This…

Computation · Statistics 2014-06-03 Jürg Schelldorfer , Lukas Meier , Peter Bühlmann

We consider model selection in generalized linear models (GLM) for high-dimensional data and propose a wide class of model selection criteria based on penalized maximum likelihood with a complexity penalty on the model size. We derive a…

Statistics Theory · Mathematics 2016-03-31 Felix Abramovich , Vadim Grinshtein

Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead…

Machine Learning · Statistics 2017-11-07 Jason Xu , Eric C. Chi , Kenneth Lange

Sparse regularized regression methods are now widely used in genome-wide association studies (GWAS) to address the multiple testing burden that limits discovery of potentially important predictors. Linear mixed models (LMMs) have become an…

Methodology · Statistics 2022-06-27 Julien St-Pierre , Karim Oualkacha , Sahir Rai Bhatnagar

Robust estimators for generalized linear models (GLMs) are not easy to develop due to the nature of the distributions involved. Recently, there has been growing interest in robust estimation methods, particularly in contexts involving a…

Methodology · Statistics 2025-07-08 Marina Valdora , Claudio Agostinelli

Asymmetry along with heteroscedasticity or contamination often occurs with the growth of data dimensionality. In ultra-high dimensional data analysis, such irregular settings are usually overlooked for both theoretical and computational…

Statistics Theory · Mathematics 2022-07-20 Bin Luo , Xiaoli Gao

Generative models have been successfully used for generating realistic signals. Because the likelihood function is typically intractable in most of these models, the common practice is to use "implicit" models that avoid likelihood…

Machine Learning · Computer Science 2024-05-07 Itai Alon , Amir Globerson , Ami Wiesel

We propose a deep neural network (DNN) based least distance (LD) estimator (DNN-LD) for a multivariate regression problem, addressing the limitations of the conventional methods. Due to the flexibility of a DNN structure, both linear and…

Methodology · Statistics 2024-01-09 Jungmin Shin , Seung Jun Shin , Sungwan Bang

Penalized estimation can conduct variable selection and parameter estimation simultaneously. The general framework is to minimize a loss function subject to a penalty designed to generate sparse variable selection. The…

Computation · Statistics 2024-01-11 Zhu Wang

Sparse penalized quantile regression provides an effective framework for variable selection and robust estimation in high-dimensional data analysis. When ex planatory variables are organized into groups, achieving sparsity both within and…

Computation · Statistics 2026-04-23 Huayan Kou , Yuwen Gu , Yi Lian , Rui Zhang , Jun Fan

The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific…

Machine Learning · Statistics 2026-05-15 Takayuki Kawashima , Hironori Fujisawa

We consider a finite mixture of regressions (FMR) model for high-dimensional inhomogeneous data where the number of covariates may be much larger than sample size. We propose an l1-penalized maximum likelihood estimator in an appropriate…

Methodology · Statistics 2012-02-28 Nicolas Städler , Peter Bühlmann , Sara van de Geer

This paper proposes a desparsified GMM estimator for estimating high-dimensional regression models allowing for, but not requiring, many more endogenous regressors than observations. We provide finite sample upper bounds on the estimation…

Statistics Theory · Mathematics 2019-09-11 Mehmet Caner , Anders Bredahl Kock

We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Econometrics · Economics 2020-06-12 Matteo Mogliani , Anna Simoni

We propose a method to optimize the representation and distinguishability of samples from two probability distributions, by maximizing the estimated power of a statistical test based on the maximum mean discrepancy (MMD). This optimized MMD…

In additive models with many nonparametric components, a number of regularized estimators have been proposed and proven to attain various error bounds under different combinations of sparsity and fixed smoothness conditions. Some of these…

Statistics Theory · Mathematics 2020-11-16 Yisha Yao , Cun-Hui Zhang

Hyper-parameter optimization remains as the core issue of Gaussian process (GP) for machine learning nowadays. The benchmark method using maximum likelihood (ML) estimation and gradient descent (GD) is impractical for processing big data…

Machine Learning · Statistics 2019-06-10 Linning Xu , Feng Yin , Jiawei Zhang , Zhi-Quan Luo , Shuguang Cui

Generalized linear mixed models (GLMMs) are widely used in research for their ability to model correlated outcomes with non-Gaussian conditional distributions. The proper selection of fixed and random effects is a critical part of the…

Computation · Statistics 2024-04-18 Hillary M. Heiling , Naim U. Rashid , Quefeng Li , Joseph G. Ibrahim

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…

Information Theory · Computer Science 2019-04-01 Jean Barbier , Florent Krzakala , Nicolas Macris , Léo Miolane , Lenka Zdeborová

Data subject to heavy-tailed errors are commonly encountered in various scientific fields, especially in the modern era with explosion of massive data. To address this problem, procedures based on quantile regression and Least Absolute…

Statistics Theory · Mathematics 2014-10-09 Jianqing Fan , Quefeng Li , Yuyan Wang
‹ Prev 1 2 3 10 Next ›