每日简报

B-MASTER：用于结直肠癌微生物组-代谢物谱主预测因子发现的可扩展贝叶斯多元回归AI 解读

Motivation: The gut microbiome shapes cancer therapy response through its influence on host metabolism. While prior studies examine pairwise associations between individual genera and metabolites, there is limited methodology for identifying microbial genera that systematically regulate the overall metabolome. Scalable statistical tools are needed to uncover such system-level 'master predictors' in high-dimensional microbiome-metabolome data. Results: We introduce B-MASTER,…

高维线性模型中协方差扫描的自适应最优变点检测AI 解读

This paper investigates the detection and estimation of a single change in high-dimensional linear models. We derive minimax lower bounds for the detection boundary and the estimation rate, which uncover a phase transition governed by the sparsity of the covariance-weighted differential parameter. This form of "inherent sparsity" captures a delicate interplay between the covariance structure of the regressors and the change in regression coefficients on the detectability of…

污染贝叶斯随机特征中的稳健预测不确定性与双下降AI 解读

We propose a robust Bayesian formulation of random feature (RF) regression that accounts explicitly for prior and likelihood misspecification via Huber-style contamination sets. Starting from the classical equivalence between ridge-regularized RF training and Bayesian inference with Gaussian priors and likelihoods, we replace the single prior and likelihood with $ε$- and $η$-contaminated credal sets, respectively, and perform inference using pessimistic generalized Bayesian…

重尾设计下回归的两阶段稳健稀疏梯度方法AI 解读

We study high-dimensional sparse regression under simultaneous heavy-tailed covariates and noise. Heavy-tailed data affect sparse optimization in two different ways: extreme covariates can destabilize the gradient field during global localization, while heavy-tailed noise limits the final statistical accuracy during local refinement. Motivated by this two-phase structure, we propose two-stage RIGHT, a robust sparse first-order method based on coordinate-wise median-of-means…

可扩展 ARMA 模型的拟极大似然估计AI 解读

The recently proposed scalable ARMA model preserves the parsimony of traditional VARMA models while achieving greater computational tractability. However, existing studies are limited to regularized least squares estimation (LSE) for high-dimensional settings, which is not only statistically less efficient but also requires the sub-Gaussian assumption for its theoretical guarantees. Moreover, it still lacks inference tool for real applications. To fill this gap, we develop a…

个性化治疗方案的贝叶斯不确定性量化与多阶段变量选择AI 解读

A dynamic treatment regime is a sequence of medical decisions that adapts to the evolving clinical status of a patient over time. To facilitate personalized care, it is crucial to assess the probability of each available treatment option being optimal for a specific patient, while also identifying the key prognostic factors that determine the optimal sequence of treatments. This task has become increasingly challenging due to the growing number of individual prognostic…

基于变分梯度下降的贝叶斯反问题模型误设检测AI 解读

Bayesian inference is optimal when the statistical model is well-specified, while outside this setting Bayesian inference can catastrophically fail; accordingly a wealth of post-Bayesian methodologies have been proposed. Predictively oriented (PrO) approaches lift the statistical model $P_θ$ to an (infinite) mixture model $\int P_θ\; \mathrm{d}Q(θ)$ and fit this predictive distribution via minimising an entropy-regularised objective functional. In the well-specified setting…

基于体素级BOLD信号的区域功能连接混合模型估计AI 解读

Resting-state brain functional connectivity quantifies the synchrony between activity patterns of different brain regions. In functional magnetic resonance imaging, each region comprises a set of spatially contiguous voxels at which blood-oxygen-level-dependent signals are acquired. The ubiquitous Correlation of Averages (CA) estimator, and other similar metrics, are computed from spatially aggregated signals within each region, and remain the quantifications of…

基于最大均值差异的高维广义线性模型稳健稀疏估计AI 解读

High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced as a ``universal'' framework for robust regression, its application to high-dimensional Generalized Linear Models (GLMs) remains largely unexplored, particularly regarding variable selection. In this paper, we propose a penalized MMD…

解耦特征重要性AI 解读

When predictors are statistically dependent, the appropriate definition of feature importance depends on the operational goal. Conditional-incremental measures are well-suited for feature selection, acquisition, and compression, where shared predictive information is treated as redundancy. For post-hoc interpretation, however, the goal is often to attribute predictive signals across correlated measurement channels. We introduce Disentangled Feature Importance (DFI), a…

带噪声与不精确边信息的样本高效归纳矩阵补全AI 解读

Inductive matrix completion (IMC) is a variant of low-rank matrix completion that incorporates row and column side-information. In principle, it can reduce the effective dimension of the recovery problem from the ambient matrix size to the dimension of the side-information features. Existing theory, however, does not fully realize this advantage in the noisy setting: sample-efficient guarantees only apply to noiseless recovery, while noisy guarantees require sample sizes…

对称性感知的高维协方差凸收缩估计AI 解读

We develop a class of data-adaptive shrinkage estimators for high-dimensional covariance estimation in which the shrinkage target is a Reynolds projection of the sample covariance under a finite symmetry group selected from a candidate library by held-out predictive performance. The class generalizes the convex shrinkage estimator of Ledoit and Wolf by replacing the scalar-identity target with a structured target derived from a symmetry group when one is available, and…

高维一般线性假设的岭正则化最大根检验AI 解读

A fundamental problem in multivariate analysis is testing general linear hypotheses for regression coefficients in a multivariate linear model. This framework encompasses a wide range of well-studied tasks, including MANOVA, joint significance testing of predictors, and detection of trends or seasonal effects. Among classical approaches, Roy's largest root test is particularly effective for detecting concentrated signals, relying on the largest eigenvalue of an F matrix…

压缩贝叶斯张量回归AI 解读

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of information about the responses. The method is flexible, allowing for tensor-wise, mode-wise, or combined random projections as special cases. A Bayesian inference framework is provided featuring the use of a hierarchical prior…

可扩展的贝叶斯双重机器学习框架及其在种族比例失衡评估中的应用AI 解读

Racial disproportionality in stop and search practices elicits substantial concerns about its societal and behavioral impacts. In London, Black individuals are about four times more likely to be stopped and searched than White individuals. Using data on stop and search events in London from January 2019 to December 2023, this paper aims to investigate disproportionality in the volume of stops for expressive crimes involving Black individuals compared to other ethnicities. We…

高维概率单位回归中数据增强 Gibbs 抽样的混合时间AI 解读

We investigate the convergence properties of popular data-augmentation samplers for Baye\-sian probit regression. Leveraging recent results on Gibbs samplers for log-concave targets, we provide simple and explicit non-asymptotic bounds on the associated mixing times (in Kullback-Leibler divergence). The bounds depend explicitly on the design matrix and the prior precision, while they hold uniformly over the vector of responses. We specialize the results for different regimes…

广义去偏 Lasso 的稳定性及其在重抽样变量选择中的应用AI 解读

We propose a generalized debiased Lasso estimator based on a stability principle. When a single column of the design matrix is perturbed, the estimator admits a simple update formula that can be computed from the original solution. Under sub-Gaussian designs with well-conditioned covariance, this approximation is asymptotically accurate for all but a vanishing fraction of coordinates in the proportional growth regime. The proof relies on concentration and anti-concentration…

贝叶斯惩罚变换模型：面向任意条件分布的结构化可加位置—尺度回归AI 解读

Penalized transformation models (PTMs) are a semiparametric location-scale regression family that estimate a response's conditional distribution directly from the data, and model the location and scale through structured additive predictors. The core of the model is a monotonically increasing transformation function that relates the response distribution to a reference distribution. The transformation function is equipped with a smoothness prior that regularizes how much the…

TrIM：变换迭代蒙德里安森林用于梯度降维与高维回归AI 解读

We propose a computationally efficient algorithm for gradient-based linear dimension reduction and high-dimensional regression. The algorithm initially computes a Mondrian forest and uses this estimator to identify a relevant feature subspace of the inputs from an estimate of the expected gradient outer product (EGOP) of the regression function. In addition, we introduce an iterative approach known as Transformed Iterative Mondrian (TrIM) forest to improve the Mondrian…

成绩测量误差影响处理分配时的倾向得分调整AI 解读

U.S. state education agencies mark schools displaying achievement gaps between demographic subgroups as needing improvement. Some schools may have few students in these subgroups, such that average end-of-year test scores only noisily measure the average "true" score-the score one would expect if students took the test many times. This, in addition to the masking of small subgroup averages in publicly available assessment data, poses challenges for evaluating interventions…

基于轮廓 M 估计的高维回归去偏推断AI 解读

Debiased inference for high-dimensional regression models has received substantial recent attention to ensure regularized estimators have valid inference. Many existing methods focus on achieving Neyman orthogonality through explicitly constructing projections onto the space of nuisance parameters, which is infeasible when an explicit form of the projection is unavailable. We introduce a general debiasing framework, Debiased Profile $M$-Estimation (DPME), which applies to a…

高维数据下测量受限个体化阈值的主动子抽样M估计AI 解读

Measurement-constrained problems frequently arise in modern applications such as electronic health record studies. In such problems, despite the availability of large datasets, collecting labeled data can be highly costly or time-consuming, allowing only a small portion of the data to be labeled within a given budget. This raises a critical question: which data points are most beneficial to label given the budget constraint? We study this question in the context of…

稀疏线性回归极小极大风险的一个注记AI 解读

Sparse linear regression is one of the classical and extensively studied problems in high-dimensional statistics and compressed sensing. Despite the substantial body of literature dedicated to this problem, the precise determination of its minimax risk remains elusive. This paper aims to fill this gap by deriving asymptotically constant-sharp characterization for the minimax risk of sparse linear regression. More specifically, the paper focuses on scenarios where the…

面向微生物组关联分析的成分预测变量柔性聚合AI 解读

Ongoing advancements in microbiome profiling have provided unprecedented insights into the molecular dynamics of microbial communities, sparking a surge of interest in uncovering the microbiome's critical role in human health. Identifying microbial features linked to clinical outcomes, however, remains challenging due to the high-dimensional, sparse, and compositional nature of microbiome data. Additionally, many microbial taxa, although classified as distinct, may share…