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Related papers: High-Dimensional Data with Measurement Error

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We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Computation · Statistics 2020-01-06 Michael Byrd , Monnie McGee

Recently emerging large-scale biomedical data pose exciting opportunities for scientific discoveries. However, the ultrahigh dimensionality and non-negligible measurement errors in the data may create difficulties in estimation. There are…

Methodology · Statistics 2022-10-28 Xin Ma , Suprateek Kundu

In many problems involving generalized linear models, the covariates are subject to measurement error. When the number of covariates p exceeds the sample size n, regularized methods like the lasso or Dantzig selector are required. Several…

Methodology · Statistics 2018-01-23 Øystein Sørensen , Arnoldo Frigessi , Magne Thoresen

Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…

Methodology · Statistics 2020-01-29 Fan Wang , Sach Mukherjee , Sylvia Richardson , Steven M. Hill

Although a majority of the theoretical literature in high-dimensional statistics has focused on settings which involve fully-observed data, settings with missing values and corruptions are common in practice. We consider the problems of…

Machine Learning · Statistics 2017-11-06 Yining Wang , Jialei Wang , Sivaraman Balakrishnan , Aarti Singh

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

Regression with the lasso penalty is a popular tool for performing dimension reduction when the number of covariates is large. In many applications of the lasso, like in genomics, covariates are subject to measurement error. We study the…

Methodology · Statistics 2017-01-04 Øystein Sørensen , Arnoldo Frigessi , Magne Thoresen

Much theoretical and applied work has been devoted to high-dimensional regression with clean data. However, we often face corrupted data in many applications where missing data and measurement errors cannot be ignored. Loh and Wainwright…

Statistics Theory · Mathematics 2016-01-05 Abhirup Datta , Hui Zou

Penalized (or regularized) regression, as represented by Lasso and its variants, has become a standard technique for analyzing high-dimensional data when the number of variables substantially exceeds the sample size. The performance of…

Methodology · Statistics 2019-08-13 Yunan Wu , Lan Wang

This article focuses on measurement error in covariates in regression analyses in which the aim is to estimate the association between one or more covariates and an outcome, adjusting for confounding. Error in covariate measurements, if…

Methodology · Statistics 2019-10-16 Ruth H. Keogh , Jonathan W. Bartlett

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…

Statistical Finance · Quantitative Finance 2024-05-29 Arnab Chakrabarti , Rituparna Sen

This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…

Econometrics · Economics 2026-01-21 Yoichi Arai , Taisuke Otsu , Myung Hwan Seo

Statistical inferences for high-dimensional regression models have been extensively studied for their wide applications ranging from genomics, neuroscience, to economics. However, in practice, there are often potential unmeasured…

Methodology · Statistics 2023-09-12 Jing Ouyang , Kean Ming Tan , Gongjun Xu

In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expressions and genetic variants can both be…

Methodology · Statistics 2014-04-15 Wei Lin , Rui Feng , Hongzhe Li

In high-dimensional survival analysis, effective variable selection is crucial for both model interpretation and predictive performance. This paper investigates Cox regression with lasso and adaptive lasso penalties in genomic datasets…

Methodology · Statistics 2025-07-02 Pilar González-Barquero , Rosa E. Lillo , Álvaro Méndez-Civieta

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

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

High-dimensional compositional data are frequently encountered in many fields of modern scientific research. In regression analysis of compositional data, the presence of covariate measurement errors poses grand challenges for existing…

Methodology · Statistics 2024-07-23 Wenxi Tan , Lingzhou Xue , Songshan Yang , Xiang Zhan

High-dimensional linear regression has been thoroughly studied in the context of independent and identically distributed data. We propose to investigate high-dimensional regression models for independent but non-identically distributed…

Statistics Theory · Mathematics 2026-05-20 Jérémie Bigot , Issa-Mbenard Dabo , Camille Male

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
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