相关论文: $\ell_0$-Regularized High-dimensional Accelerated …
In biomedical studies it is of substantial interest to develop risk prediction scores using high-dimensional data such as gene expression data for clinical endpoints that are subject to censoring. In the presence of well-established…
In this paper, we study high-dimensional sparse Quadratic Discriminant Analysis (QDA) and aim to establish the optimal convergence rates for the classification error. Minimax lower bounds are established to demonstrate the necessity of…
Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…
In this manuscript, we study quantile regression in partial functional linear model where response is scalar and predictors include both scalars and multiple functions. Wavelet basis are adopted to better approximate functional slopes while…
We propose an $\ell_1$-penalized estimator for high-dimensional models of Expected Shortfall (ES). The estimator is obtained as the solution to a least-squares problem for an auxiliary dependent variable, which is defined as a…
Learning vector autoregressive models from multivariate time series is conventionally approached through least squares or maximum likelihood estimation. These methods typically assume a fully connected model which provides no direct insight…
Instrumental variable (IV) analysis is widely used in fields such as economics and epidemiology to address unobserved confounding and measurement error when estimating the causal effects of intermediate covariates on outcomes. However,…
Recently, high dimensional vector auto-regressive models (VAR), have attracted a lot of interest, due to novel applications in the health, engineering and social sciences. The presence of temporal dependence poses additional challenges to…
Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…
Accelerated failure time (AFT) models are used widely in medical research, though to a much lesser extent than proportional hazards models. In an AFT model, the effect of covariates act to accelerate or decelerate the time to event of…
We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…
In this paper, we propose a communication-efficient penalized regression algorithm for high-dimensional sparse linear regression models with massive data. This approach incorporates an optimized distributed system communication algorithm,…
The estimation of high dimensional precision matrices has been a central topic in statistical learning. However, as the number of parameters scales quadratically with the dimension $p$, many state-of-the-art methods do not scale well to…
The accelerated failure time (AFT) model is a commonly used tool in analyzing survival data. In public health studies, data is often collected from medical service providers in different locations. Survival rates from different locations…
We consider a linear regression problem in a high dimensional setting where the number of covariates $p$ can be much larger than the sample size $n$. In such a situation, one often assumes sparsity of the regression vector, \textit i.e.,…
Many real-world problems, such as those with fairness constraints, involve complex expectation constraints and large datasets, necessitating the design of efficient stochastic methods to solve them. Most existing research focuses on cases…
A novel approach for dealing with censored competing risks regression data is proposed. This is implemented by a mixture of accelerated failure time (AFT) models for a competing risks scenario within a cluster-weighted modelling (CWM)…
Consider the online testing of a stream of hypotheses where a real--time decision must be made before the next data point arrives. The error rate is required to be controlled at {all} decision points. Conventional \emph{simultaneous testing…
We study one particular type of multivariate spatial autoregression (MSAR) model with diverging dimensions in both responses and covariates. This makes the usual MSAR models no longer applicable due to the high computational cost. To…
This paper proposes a sparse regression method that continuously interpolates between Forward Stepwise selection (FS) and the LASSO. When tuned appropriately, our solutions are much sparser than typical LASSO fits but, unlike FS fits,…