相关论文: Sign Consistency of the Generalized Elastic Net Es…
In the high-dimensional regression model a response variable is linearly related to $p$ covariates, but the sample size $n$ is smaller than $p$. We assume that only a small subset of covariates is `active' (i.e., the corresponding…
Regularized m-estimators are widely used due to their ability of recovering a low-dimensional model in high-dimensional scenarios. Some recent efforts on this subject focused on creating a unified framework for establishing oracle bounds,…
In generalized linear regression problems with an abundant number of features, lasso-type regularization which imposes an $\ell^1$-constraint on the regression coefficients has become a widely established technique. Deficiencies of the…
We propose a novel $\ell_1+\ell_2$-penalty, which we refer to as the Generalized Elastic Net, for regression problems where the feature vectors are indexed by vertices of a given graph and the true signal is believed to be smooth or…
In this article, we investigate the properties of the EBIC in variable selection for generalized linear models with non-canonical links and diverging number of parameters in ultra-high dimensional feature space. The selection consistency of…
Model selection is an indispensable part of data analysis dealing very frequently with fitting and prediction purposes. In this paper, we tackle the problem of model selection in a general linear regression where the parameter matrix…
Generalized additive model is a powerful statistical learning and predictive modeling tool that has been applied in a wide range of applications. The need of high-dimensional additive modeling is eminent in the context of dealing with high…
The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on…
The elastic net was introduced as a heuristic algorithm for combinatorial optimisation and has been applied, among other problems, to biological modelling. It has an energy function which trades off a fitness term against a tension term. In…
Information criteria, such as Akaike's information criterion and Bayesian information criterion are often applied in model selection. However, their asymptotic behaviors for selecting geostatistical regression models have not been well…
We propose a generalized debiased Lasso estimator based on a stability principle. When a single column of the design matrix is perturbed, the estimator admits a simple update formula that can be computed from the original solution. Under…
The generalized linear models (GLMs) are widely used in statistical analysis and the related design issues are undoubtedly challenging. The state-of-the-art works mostly apply to design criteria on the estimates of regression coefficients.…
Variable selection plays an important role in the high-dimensional data analysis. However the high-dimensional data often induces the strongly correlated variables problem. In this paper, we propose Elastic Net procedure for partially…
Recently, a so-called E-MS algorithm was developed for model selection in the presence of missing data. Specifically, it performs the Expectation step (E step) and Model Selection step (MS step) alternately to find the minimum point of the…
In recent years, network models have gained prominence for their ability to capture complex associations. In statistical omics, networks can be used to model and study the functional relationships between genes, proteins, and other types of…
High-dimensional linear and nonlinear models have been extensively used to identify associations between response and explanatory variables. The variable selection problem is commonly of interest in the presence of massive and complex data.…
In genomic studies, identifying biomarkers associated with a variable of interest is a major concern in biomedical research. Regularized approaches are classically used to perform variable selection in high-dimensional linear models.…
Model selection in linear regression models is a major challenge when dealing with high-dimensional data where the number of available measurements (sample size) is much smaller than the dimension of the parameter space. Traditional methods…
Genetic Gaussian network of multiple phenotypes constructed through the genetic correlation matrix is informative for understanding their biological dependencies. However, its interpretation may be challenging because the estimated genetic…
Generative Adversarial Networks (GANs) are powerful models able to synthesize data samples closely resembling the distribution of real data, yet the diversity of those generated samples is limited due to the so-called mode collapse…