相关论文: Main and Interaction Effects Selection for Quadrat…

Various regularized linear discriminant analysis (LDA) methods have been proposed to address the problems of the classic methods in high-dimensional settings. Asymptotic optimality has been established for some of these methods in high…

Constrained combinatorial optimization problems are frequently reformulated as quadratic unconstrained binary optimization (QUBO) models in order to leverage emerging quantum optimization algorithms such as the Variational Quantum…

Simultaneous variable selection and statistical inference is challenging in high-dimensional data analysis. Most existing post-selection inference methods require explicitly specified regression models, which are often linear, as well as…

The problem of interaction selection has recently caught much attention in high dimensional data analysis. This note aims to address and clarify several fundamental issues in interaction selection for linear regression models, especially…

This paper gives a comprehensive treatment of the convergence rates of penalized spline estimators for simultaneously estimating several leading principal component functions, when the functional data is sparsely observed. The penalized…

Linear discriminant analysis (LDA), a traditional classification tool, suffers from limitations such as sensitivity to noise and computational challenges when dealing with non-invertible within-class scatter matrices. Traditional stepwise…

Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…

This paper introduces an innovative approach based on policy iteration (PI), a reinforcement learning (RL) algorithm, to obtain an optimal observer with a quadratic cost function. This observer is designed for systems with a given…

Selection of covariates is crucial in the estimation of average treatment effects given observational data with high or even ultra-high dimensional pretreatment variables. Existing methods for this problem typically assume sparse linear…

We propose a distributed quadratic inference function framework to jointly estimate regression parameters from multiple potentially heterogeneous data sources with correlated vector outcomes. The primary goal of this joint integrative…

We propose a new method for supervised learning, especially suited to wide data where the number of features is much greater than the number of observations. The method combines the lasso ($\ell_1$) sparsity penalty with a quadratic penalty…

Traditionally, the least squares regression is mainly concerned with studying the effects of individual predictor variables, but strongly correlated variables generate multicollinearity which makes it difficult to study their effects.…

We propose a procedure for sparse regression with pairwise interactions, by generalizing the Univariate Guided Sparse Regression (UniLasso) methodology. A central contribution is our introduction of a concept of univariate (or marginal)…

Quantile regression has become a valuable tool to analyze heterogeneous covaraite-response associations that are often encountered in practice. The development of quantile regression methodology for high-dimensional covariates primarily…

Penalized Least Squares are widely used in signal and image processing. Yet, it suffers from a major limitation since it requires fine-tuning of the regularization parameters. Under assumptions on the noise probability distribution,…

Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…

We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…

Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the…

In functional data analysis, replicate observations of a smooth functional process and its derivatives offer a unique opportunity to flexibly estimate continuous-time ordinary differential equation models. Ramsay (1996) first proposed to…

Canonical correlation analysis (CCA) describes the associations between two sets of variables by maximizing the correlation between linear combinations of the variables in each data set. However, in high-dimensional settings where the…