相关论文: Omitted variable bias of Lasso-based inference met…

Hierarchical statistical models are widely employed in information science and data engineering. The models consist of two types of variables: observable variables that represent the given data and latent variables for the unobservable…

When we are interested in high-dimensional system and focus on classification performance, the $\ell_{1}$-penalized logistic regression is becoming important and popular. However, the Lasso estimates could be problematic when penalties of…

Applying standard statistical methods after model selection may yield inefficient estimators and hypothesis tests that fail to achieve nominal type-I error rates. The main issue is the fact that the post-selection distribution of the data…

Detecting influential features in non-linear and/or high-dimensional data is a challenging and increasingly important task in machine learning. Variable selection methods have thus been gaining much attention as well as post-selection…

Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…

The Lasso is a method for high-dimensional regression, which is now commonly used when the number of covariates $p$ is of the same order or larger than the number of observations $n$. Classical asymptotic normality theory does not apply to…

Recent theoretical work in causal inference has explored an important class of variables which, when conditioned on, may further amplify existing unmeasured confounding bias (bias amplification). Despite this theoretical work, existing…

Penalized regression methods, most notably the lasso, are a popular approach to analyzing high-dimensional data. An attractive property of the lasso is that it naturally performs variable selection. An important area of concern, however, is…

We provide a principled way for investigators to analyze randomized experiments when the number of covariates is large. Investigators often use linear multivariate regression to analyze randomized experiments instead of simply reporting the…

The use of machine learning methods for predictive purposes has increased dramatically over the past two decades, but uncertainty quantification for predictive comparisons remains elusive. This paper addresses this gap by extending the…

We consider statistical inference for a single coordinate of regression coefficients in high-dimensional linear models. Recently, the debiased estimators are popularly used for constructing confidence intervals and hypothesis testing in…

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…

The Lasso has become a benchmark data analysis procedure, and numerous variants have been proposed in the literature. Although the Lasso formulations are stated so that overall prediction error is optimized, no full control over the…

Lasso is a celebrated method for variable selection in linear models, but it faces challenges when the variables are moderately or strongly correlated. This motivates alternative approaches such as using a non-convex penalty, adding a ridge…

We consider random sample splitting for estimation and inference in high dimensional generalized linear models, where we first apply the lasso to select a submodel using one subsample and then apply the debiased lasso to fit the selected…

Sample selection models are a widely used approach for correcting bias caused by data that are missing not at random. Their formulation requires specifying the variables that influence the outcome and those that drive the selection process.…

We propose a test of the significance of a variable appearing on the Lasso path and use it in a procedure for selecting one of the models of the Lasso path, controlling the Family-Wise Error Rate. Our null hypothesis depends on a set A of…

Variable selection for regression models plays a key role in the analysis of biomedical data. However, inference after selection is not covered by classical statistical frequentist theory which assumes a fixed set of covariates in the…

We study the asymptotic properties of the adaptive Lasso in cointegration regressions in the case where all covariates are weakly exogenous. We assume the number of candidate I(1) variables is sub-linear with respect to the sample size (but…

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…