相关论文: Panning for Gold: Model-X Knockoffs for High-dimen…

In segmentation problems, inference on change-point position and model selection are two difficult issues due to the discrete nature of change-points. In a Bayesian context, we derive exact, non-asymptotic, explicit and tractable formulae…

We propose a new approach to safe variable preselection in high-dimensional penalized regression, such as the lasso. Preselection - to start with a manageable set of covariates - has often been implemented without clear appreciation of its…

Variable selection over a potentially large set of covariates in a linear model is quite popular. In the Bayesian context, common prior choices can lead to a posterior expectation of the regression coefficients that is a sparse (or nearly…

Motivated by dimension reduction in regression analysis and signal detection, we investigate the order determination for large dimension matrices including spiked models of which the numbers of covariates are proportional to the sample…

Forward regression is a crucial methodology for automatically identifying important predictors from a large pool of potential covariates. In contexts with moderate predictor correlation, forward selection techniques can achieve screening…

Recent discoveries suggest that our gut microbiome plays an important role in our health and wellbeing. However, the gut microbiome data are intricate; for example, the microbial diversity in the gut makes the data high-dimensional. While…

Variable selection in high dimensional space has challenged many contemporary statistical problems from many frontiers of scientific disciplines. Recent technology advance has made it possible to collect a huge amount of covariate…

One challenge in exploratory association studies using observational data is that the associations between the predictors and the outcome are potentially weak and rare, and the candidate predictors have complex correlation structures. False…

Controlling the false discovery rate (FDR) in high-dimensional variable selection requires balancing rigorous error control with statistical power. Existing methods with provable guarantees are often overly conservative, creating a…

Large-scale multiple testing under static factor models is widely used to detect sparse signals in high-dimensional data. However, static factor models are arguably too stringent because they ignore serial correlation, which seriously…

In statistical prediction, classical approaches for model selection and model evaluation based on covariance penalties are still widely used. Most of the literature on this topic is based on what we call the "Fixed-X" assumption, where…

Variable selection is a procedure to attain the truly important predictors from inputs. Complex nonlinear dependencies and strong coupling pose great challenges for variable selection in high-dimensional data. In addition, real-world…

Hypothesis testing in the linear regression model is a fundamental statistical problem. We consider linear regression in the high-dimensional regime where the number of parameters exceeds the number of samples ($p> n$). In order to make…

We consider a multiple hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block, H_1,\dots,H_k, of hypotheses. A rejection rule in this setting amounts to a procedure for…

Sequential multi-class diagnosis, also known as multi-hypothesis testing, is a classical sequential decision problem with broad applications. However, the optimal solution remains, in general, unknown as the dynamic program suffers from the…

External controls from historical trials or observational data can augment randomized controlled trials when large-scale randomization is impractical or unethical, such as in drug evaluation for rare diseases. However, non-randomized…

Clustering analysis is one of the most widely used statistical tools in many emerging areas such as microarray data analysis. For microarray and other high-dimensional data, the presence of many noise variables may mask underlying…

Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…

Sparse models for high-dimensional linear regression and machine learning have received substantial attention over the past two decades. Model selection, or determining which features or covariates are the best explanatory variables, is…

While improving prediction accuracy has been the focus of machine learning in recent years, this alone does not suffice for reliable decision-making. Deploying learning systems in consequential settings also requires calibrating and…