相关论文: Sparse estimation for case-control studies with mu…

This paper describes a method for a model-based analysis of clinical safety data called multivariate Bayesian logistic regression (MBLR). Parallel logistic regression models are fit to a set of medically related issues, or response…

We introduce Graph-Sparse Logistic Regression, a new algorithm for classification for the case in which the support should be sparse but connected on a graph. We val- idate this algorithm against synthetic data and benchmark it against…

We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…

Identifying subgroups, which respond differently to a treatment, both in terms of efficacy and safety, is an important part of drug development. A well-known challenge in exploratory subgroup analyses is the small sample size in the…

Using a multiplicative reparametrization, I show that a subclass of $L_q$ penalties with $q\leq 1$ can be expressed as sums of $L_2$ penalties. It follows that the lasso and other norm-penalized regression estimates may be obtained using a…

Graphical models are used in many applications such as medical diagnostic, computer security, etc. More and more often, the estimation of such models has to be performed on several predefined strata of the whole population. For instance, in…

Sparse linear regression with ill-conditioned Gaussian random designs is widely believed to exhibit a statistical/computational gap, but there is surprisingly little formal evidence for this belief, even in the form of examples that are…

There are many settings where researchers are interested in estimating average treatment effects and are willing to rely on the unconfoundedness assumption, which requires that the treatment assignment be as good as random conditional on…

It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…

Constrained approaches to maximum likelihood estimation in the context of finite mixtures of normals have been presented in the literature. A fully data-dependent constrained method for maximum likelihood estimation of clusterwise linear…

Important objectives in cancer research are the prediction of a patient's risk based on molecular measurements such as gene expression data and the identification of new prognostic biomarkers (e.g. genes). In clinical practice, this is…

Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…

This article introduces lassopack, a suite of programs for regularized regression in Stata. lassopack implements lasso, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for…

Logistic regression is a standard method in multivariate analysis for binary outcome data in epidemiological and clinical studies; however, the resultant odds-ratio estimates fail to provide directly interpretable effect measures. The…

Typically, case-control studies to estimate odds-ratios associating risk factors with disease incidence from logistic regression only include cases with newly diagnosed disease. Recently proposed methods allow incorporating information on…

In multi-state models based on high-dimensional data, effective modeling strategies are required to determine an optimal, ideally parsimonious model. In particular, linking covariate effects across transitions is needed to conduct joint…

This paper studies high-dimensional regression models with lasso when data is sampled under multi-way clustering. First, we establish convergence rates for the lasso and post-lasso estimators. Second, we propose a novel inference method…

We consider the problem of sparse estimation via a lasso-type penalized likelihood procedure in a factor analysis model. Typically, the model estimation is done under the assumption that the common factors are orthogonal (uncorrelated).…

We study the problem of modeling multiple symmetric, weighted networks defined on a common set of nodes, where networks arise from different groups or conditions. We propose a model in which each network is expressed as the sum of a shared…

Both linear mixed models (LMMs) and sparse regression models are widely used in genetics applications, including, recently, polygenic modeling in genome-wide association studies. These two approaches make very different assumptions, so are…