High dimensional inference
Web21 de dez. de 2024 · We develop theory of high-dimensional U-statistic, circumvent challenges stemming from the non-smoothness of loss function, and establish convergence rate of regularized estimator and asymptotic normality of the resulting de-biased estimator as well as consistency of the asymptotic variance estimation. Web28 de set. de 2024 · A common complication that can arise with analyses of high-dimensional data is the repeated use of hypothesis tests. A second complication, …
High dimensional inference
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WebBy dealing with strong and weak signals separately, our work combines sparse regression techniques with Stein estimation to build an honest and adaptive confidence set in high-dimensional regression. Corollaries 3 and 4 provide theoretical guarantees for the use of popular sparse regression methods, lasso and MCP, in our two-step method. Web15 de nov. de 2024 · In this paper we develop valid inference for high-dimensional time series. We extend the desparsified lasso to a time series setting under Near-Epoch Dependence (NED) assumptions allowing for non-Gaussian, serially correlated and heteroskedastic processes, where the number of regressors can possibly grow faster …
WebSpringer Nature 2024 LATEX template Statistical Inference and Large-scale Multiple Testing for High-dimensional Regression Models T. Tony Cai1, Zijian Guo2 and Yin Xia3 1Department of Statistics ... Web22 de out. de 2024 · First, we propose to construct a new set of estimating equations such that the impact from estimating the high-dimensional nuisance parameters becomes …
Web20 de ago. de 2024 · With the availability of high-dimensional genetic biomarkers, it is of interest to identify heterogeneous effects of these predictors on patients’ survival, along with proper statistical inference. Censored quantile regression has emerged as a powerful tool for detecting heterogeneous effects of covariates on survival outcomes. WebIn this work, we study high-dimensional varying-coefficient quantile regression models and develop new tools for statistical inference. We focus on development of valid confidence intervals and honest tests for nonparametric coefficients at a fixed time point and quantile, while allowing for a high-dimensional setting where the number of input ...
Web15 de mai. de 2024 · Abstract: This paper presents a new approach, called perturb-max, for high-dimensional statistical inference in graphical models that is based on applying …
Web28 de out. de 2024 · This "high-dimensional regime" is reminiscent of statistical mechanics, which aims at describing the macroscopic behavior of a complex … iron leather shoesWebHigh-dimensional empirical likelihood inference 3 high-dimensional over-identification test by assessing the maximum of the marginal empirical likelihood ratios. Our … iron leather patchWebIn the field of high-dimensional statistical inference more generally, uncertainty quantification has become a major theme over the last decade, originating with influential work on the debiased Lasso in (generalized) linear models (Javanmard and Montanari 2014; van de Geer et al. 2014; Zhang and Zhang 2014), and subsequently developed in other ... iron leaves pokemon shinyWebMoreover, the manifold hypothesis is widely applied in machine learning to approximate high-dimensional data using a small number of parameters . Experimental studies … iron leaves weaknessWebCommunication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score. Fengrui Di, Fengrui Di. School of Statistics ... we … port of spain piarcoWebHowever, there is a lack of valid inference procedures for such rules developed from this type of data in the presence of high-dimensional covariates. In this work, we develop a penalized doubly robust method to estimate the optimal individualized treatment rule from high-dimensional data. iron leaves movesetWeb21 de dez. de 2024 · We develop theory of high-dimensional U-statistic, circumvent challenges stemming from the non-smoothness of loss function, and establish … port of spain pictures