相关论文: Cox reduction and confidence sets of models: a the…
We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is…
We study the problem of variable selection in convex nonparametric regression. Under the assumption that the true regression function is convex and sparse, we develop a screening procedure to select a subset of variables that contains the…
In a sparse stochastic block model with two communities of unequal sizes we derive two posterior concentration inequalities, that imply (1) posterior (almost-)exact recovery of the community structure under sparsity bounds comparable to…
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…
Confidence sets play a fundamental role in statistical inference. In this paper, we consider confidence intervals for high dimensional linear regression with random design. We first establish the convergence rates of the minimax expected…
Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…
Precision matrices play important roles in many practical applications. Motivated by temporally dependent multivariate data in modern social and scientific studies, we consider the statistical inference of precision matrices for…
Studies of the effects of medical interventions increasingly take place in distributed research settings using data from multiple clinical data sources including electronic health records and administrative claims. In such settings, privacy…
Recently the shape-restricted inference has gained popularity in statistical and econometric literature in order to relax the linear or quadratic covariate effect in regression analyses. The typical shape-restricted covariate effect…
Motivated by multi-center biomedical studies that cannot share individual data due to privacy and ownership concerns, we develop communication-efficient iterative distributed algorithms for estimation and inference in the high-dimensional…
A new method for the analysis of time to ankylosis complication on a dataset of replanted teeth is proposed. In this context of left-censored, interval-censored and right-censored data, a Cox model with piecewise constant baseline hazard is…
This work proposes new inference methods for a regression coefficient of interest in a (heterogeneous) quantile regression model. We consider a high-dimensional model where the number of regressors potentially exceeds the sample size but a…
We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…
In high-dimensional regression, we attempt to estimate a parameter vector $\beta_0\in\mathbb{R}^p$ from $n\lesssim p$ observations $\{(y_i,x_i)\}_{i\leq n}$ where $x_i\in\mathbb{R}^p$ is a vector of predictors and $y_i$ is a response…
We consider the problem of variable selection in regression models. In particular, we are interested in selecting explanatory covariates linked with the response variable and we want to determine which covariates are relevant, that is which…
The mainstream theory of hypothesis testing in high-dimensional regression typically assumes the underlying true model is a low-dimensional linear regression model, yet the Box-Cox transformation is a regression technique commonly used to…
Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…
Many applications of machine learning methods involve an iterative protocol in which data are collected, a model is trained, and then outputs of that model are used to choose what data to consider next. For example, one data-driven approach…
For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…
Survival analysis is a challenging variation of regression modeling because of the presence of censoring, where the outcome measurement is only partially known, due to, for example, loss to follow up. Such problems come up frequently in…