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作者：Kong, Dehan; An, Baiguo; Zhang, Jingwen; Zhu, Hongtu
作者单位：University of Toronto; Capital University of Economics & Business; University of North Carolina; University of North Carolina Chapel Hill
摘要：The aim of this article is to develop a low-rank linear regression model to correlate a high-dimensional response matrix with a high-dimensional vector of covariates when coefficient matrices have low-rank structures. We propose a fast and efficient screening procedure based on the spectral norm of each coefficient matrix to deal with the case when the number of covariates is extremely large. We develop an efficient estimation procedure based on the trace norm regularization, which explicitly ...
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作者：Bebu, Ionut
作者单位：George Washington University
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作者：Xia, Yin; Cai, T. Tony; Sun, Wenguang
作者单位：Fudan University; University of Pennsylvania; University of Southern California
摘要：This article develops a general framework for exploiting the sparsity information in two-sample multiple testing problems. We propose to first construct a covariate sequence, in addition to the usual primary test statistics, to capture the sparsity structure, and then incorporate the auxiliary covariates in inference via a three-step algorithm consisting of grouping, adjusting and pooling (GAP). The GAP procedure provides a simple and effective framework for information pooling. An important a...
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作者：Chen, Xi; Lin, Qihang; Sen, Bodhisattva
作者单位：New York University; University of Iowa; Columbia University
摘要：In this article, we consider the nonparametric regression problem with multivariate predictors. We provide a characterization of the degrees of freedom and divergence for estimators of the unknown regression function, which are obtained as outputs of linearly constrained quadratic optimization procedures; namely, minimizers of the least-squares criterion with linear constraints and/or quadratic penalties. As special cases of our results, we derive explicit expressions for the degrees of freedo...
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作者：Efron, Bradley
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作者：Johnson, S. R.; Henderson, D. A.; Boys, R. J.
作者单位：Newcastle University - UK
摘要：Ranked data arise in many areas of application ranging from the ranking of up-regulated genes for cancer to the ranking of academic statistics journals. Complications can arise when rankers do not report a full ranking of all entities; for example, they might only report their top-M ranked entities after seeing some or all entities. It can also be useful to know whether rankers are equally informative, and whether some entities are effectively judged to be exchangeable. Revealing subgroup stru...
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作者：Kamm, Jack; Terhorst, Jonathan; Durbin, Richard; Song, Yun S.
作者单位：Wellcome Trust Sanger Institute; University of Cambridge; University of Michigan System; University of Michigan; University of California System; University of California Berkeley; University of California System; University of California Berkeley; Chan Zuckerberg Initiative (CZI)
摘要：The sample frequency spectrum (SFS), or histogram of allele counts, is an important summary statistic in evolutionary biology, and is often used to infer the history of population size changes, migrations, and other demographic events affecting a set of populations. The expected multipopulation SFS under a given demographic model can be efficiently computed when the populations in the model are related by a tree, scaling to hundreds of populations. Admixture, back-migration, and introgression ...
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作者：James, Gareth M.; Paulso, Courtney; Rusmevichientong, Paat
作者单位：University of Southern California; University System of Maryland; University of Maryland College Park
摘要：Firms are increasingly transitioning advertising budgets to Internet display campaigns, but this transition poses new challenges. These campaigns use numerous potential metrics for success (e.g., reach or click rate), and because each website represents a separate advertising opportunity, this is also an inherently high-dimensional problem. Further, advertisers often have constraints they wish to place on their campaign, such as targeting specific sub-populations or websites. These challenges ...
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作者：Jacob, Pierre E.; Lindsten, Fredrik; Schon, Thomas B.
作者单位：Harvard University; Linkoping University; Uppsala University
摘要：In state-space models, smoothing refers to the task of estimating a latent stochastic process given noisy measurements related to the process. We propose an unbiased estimator of smoothing expectations. The lack-of-bias property has methodological benefits: independent estimators can be generated in parallel, and CI can be constructed from the central limit theorem to quantify the approximation error. To design unbiased estimators, we combine a generic debiasing technique for Markov chains, wi...
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作者：Song, Hyebin; Raskutti, Garvesh
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：In various real-world problems, we are presented with classification problems with positive and unlabeled data, referred to as presence-only responses. In this article we study variable selection in the context of presence only responses where the number of features or covariates p is large. The combination of presence-only responses and high dimensionality presents both statistical and computational challenges. In this article, we develop the PUlasso algorithm for variable selection and class...
