相关论文: Nonparametric Regression via Tree-Guided Feature A…
High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…
A key question in modern statistics is how to make fast and reliable inferences for complex, high-dimensional data. While there has been much interest in sparse techniques, current methods do not generalize well to data with nonlinear…
This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…
In partially linear additive models the response variable is modelled with a linear component on a subset of covariates and an additive component in which the rest of the covariates enter to the model as a sum of univariate unknown…
Motivated by the CATHGEN data, we develop a new statistical learning method for simultaneous variable selection and parameter estimation under the context of generalized partly linear models for data with high-dimensional covariates. The…
A new method for estimating the conditional average treatment effect is proposed in the paper. It is called TNW-CATE (the Trainable Nadaraya-Watson regression for CATE) and based on the assumption that the number of controls is rather large…
Regression methods for interval-valued data have been increasingly studied in recent years. As most of the existing works focus on linear models, it is important to note that many problems in practice are nonlinear in nature and therefore…
In this paper, we propose Varying Effects Regression with Graph Estimation (VERGE), a novel Bayesian method for feature selection in regression. Our model has key aspects that allow it to leverage the complex structure of data sets arising…
We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…
This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…
In this article, we propose a penalized clustering method for large scale data with multiple covariates through a functional data approach. In the proposed method, responses and covariates are linked together through nonparametric…
In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…
Variable selection for recovering sparsity in nonadditive nonparametric models has been challenging. This problem becomes even more difficult due to complications in modeling unknown interaction terms among high dimensional variables. There…
Kernel ridge regression (KRR) is a widely used nonparametric method due to its strong theoretical guarantees and computational convenience. However, standard KRR does not distinguish between linear and nonlinear components in the signal,…
Tree based ensembles such as Breiman's random forest (RF) and Gradient Boosted Trees (GBT) can be interpreted as implicit kernel generators, where the ensuing proximity matrix represents the data-driven tree ensemble kernel. Kernel…
We propose an approach to multivariate nonparametric regression that generalizes reduced rank regression for linear models. An additive model is estimated for each dimension of a $q$-dimensional response, with a shared $p$-dimensional…
Identifying co-varying causal elements in very high dimensional feature space with internal structures, e.g., a space with as many as millions of linearly ordered features, as one typically encounters in problems such as whole genome…
Decision trees are important both as interpretable models amenable to high-stakes decision-making, and as building blocks of ensemble methods such as random forests and gradient boosting. Their statistical properties, however, are not well…
In this paper, we present a study of a kernel-based consensual aggregation on randomly projected high-dimensional features of predictions for regression. The aggregation scheme is composed of two steps: the high-dimensional features of…
A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that data from a head-neck position tracking system, one of biomechanical models, show…