Quantile-based classifiers
基于分位数的分类器AI 解读 ↓
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基于分位数的分类器AI 解读 ↓
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Classification with small samples of high-dimensional data is important in many application areas. Quantile classifiers are distance-based classifiers that require a single parameter, regardless of the dimension, and classify observations according to a sum of weighted componentwise distances of the components of an observation to the within-class quantiles. An optimal percentage for the quantiles can be chosen by minimizing the misclassification error in the training sample. It is shown that this choice is consistent for the classification rule with the asymptotically optimal quantile and that under some assumptions, as the number of variables goes to infinity, the probability of correct classification converges to unity. The effect of skewness of the distributions of the predictor variables is discussed. The optimal quantile classifier gives low misclassification rates in a comprehensive simulation study and in a real-data application.
组间不平衡下的风险异质性稳健推断
Population-level heterogeneity is ubiquitous in biomedical data, where differences across demographic or clinical subgroups can substantially alter risk patterns. For example, in intensive care unit (ICU) studies, the mortality risk associated with specific admission diagnoses can vary across ethnic groups. Existing approaches for detecting risk heterogeneity are often sensitive to baseline model misspecification and regularization bias, both of which commonly arise in…
高维稀疏组卷积平滑分位数回归
In many applications, covariates are naturally organized into groups, yet conventional group-selection methods often retain all variables within selected groups, failing to achieve within-group sparsity. To address this limitation, we propose an adaptive two-stage sparse-group selection procedure for high-dimensional quantile regression. The proposed method integrates convolution-smoothed quantile loss with $\ell_{2,0}$ and $\ell_0$ penalties to identify important groups and…
The conditional average treatment effect (CATE) is frequently estimated in clinical studies to refute a homogeneous treatment effect hypothesis. Under this regime, all patients making up the population experience identical benefit from a given treatment relative to a comparator. Uncovering heterogeneous treatment effects through inference about the CATE, however, requires that covariates truly modifying the treatment effect be reliably collected at baseline. CATE-based…
异质性高维分位数回归的全局推断
Quantile regression has received considerable attention in high dimensional methodology due to its robustness and ability to accommodate heteroskedasticity. Despite this attention, current inferential methods for high dimensional quantile regression have significant limitations---only testing significance, testing at a single quantile at a time, or assuming homoskedasticity. To generalize the inferences that can be drawn in high dimensional quantile regression, we introduce…
超越来源域整体迁移:高维分位数回归的样本级学习
This paper studies transfer learning for high-dimensional quantile regression with limited target samples and heterogeneous source domains. We propose a sample-level transfer learning method (SL-TL) that combines sample selection and importance weighting. Unlike existing source-level approaches that include or exclude entire source domains, SL-TL identifies transferable samples within each source domain and incorporates them through adaptive importance weights. The proposed…
极端分位数回归加权最大似然估计量的存在性与一致性
Estimating extreme conditional quantiles faces two major challenges: understanding complex nonlinear relationships between variables and accurately extrapolating into the tails of the distribution, where data are sparse. To address both issues, we introduce a novel approach that combines the theoretical framework of block maxima with the predictive power of generalized random forests. The conditional distribution of maxima is modeled by a generalized extreme value (GEV)…