A critical review of LASSO and its derivatives for variable selection under dependence among covariates

L Freijeiro‐González, M Febrero‐Bande… - International …, 2022 - Wiley Online Library
The limitations of the well‐known LASSO regression as a variable selector are tested when
there exists dependence structures among covariates. We analyse both the classic situation …

Variable selection in functional regression models: a review

G Aneiros, S Novo, P Vieu - Journal of Multivariate Analysis, 2022 - Elsevier
Despite of various similar features, Functional Data Analysis and High-Dimensional Data
Analysis are two major fields in Statistics that grew up recently almost independently one …

Transfer learning for high-dimensional linear regression: Prediction, estimation and minimax optimality

S Li, TT Cai, H Li - Journal of the Royal Statistical Society Series …, 2022 - academic.oup.com
This paper considers estimation and prediction of a high-dimensional linear regression in
the setting of transfer learning where, in addition to observations from the target model …

SLNL: a novel method for gene selection and phenotype classification

HH Huang, NQ Wu, Y Liang… - International Journal of …, 2022 - Wiley Online Library
One of the central tasks of genome research is to predict phenotypes and discover some
important gene biomarkers. However, there are three main problems in analyzing genomics …

Moving beyond sub-Gaussianity in high-dimensional statistics: Applications in covariance estimation and linear regression

AK Kuchibhotla, A Chakrabortty - … and Inference: A Journal of the …, 2022 - academic.oup.com
Concentration inequalities form an essential toolkit in the study of high-dimensional
statistical methods. Most of the relevant statistics literature in this regard is, however, based …

Automatic debiased machine learning of causal and structural effects

V Chernozhukov, WK Newey, R Singh - Econometrica, 2022 - Wiley Online Library
Many causal and structural effects depend on regressions. Examples include policy effects,
average derivatives, regression decompositions, average treatment effects, causal …

Estimation in rotationally invariant generalized linear models via approximate message passing

R Venkataramanan, K Kögler… - … on Machine Learning, 2022 - proceedings.mlr.press
We consider the problem of signal estimation in generalized linear models defined via
rotationally invariant design matrices. Since these matrices can have an arbitrary spectral …

What matters: non-pharmaceutical interventions for COVID-19 in Europe

Y Liu, Q Yu, H Wen, F Shi, F Wang, Y Zhao… - … Resistance & Infection …, 2022 - Springer
Objectives The purpose of this study is to describe the situation of COVID-19 in European
countries and to identify important factors related to prevention and control. Methods We …

RandProx: Primal-dual optimization algorithms with randomized proximal updates

L Condat, P Richtárik - arXiv preprint arXiv:2207.12891, 2022 - arxiv.org
Proximal splitting algorithms are well suited to solving large-scale nonsmooth optimization
problems, in particular those arising in machine learning. We propose a new primal-dual …

Kernel Partial Correlation Coefficient---a Measure of Conditional Dependence

Z Huang, N Deb, B Sen - Journal of Machine Learning Research, 2022 - jmlr.org
We propose and study a class of simple, nonparametric, yet interpretable measures of
conditional dependence, which we call kernel partial correlation (KPC) coefficient, between …