Iterative Exploration-Driven Sparse SDP Clustering via Thompson Sampling
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High-dimensional sparse clustering is a challenging combinatorial problem due to the tight coupling between cluster assignment and variable selection. We demonstrate that semidefinite programming (SDP) relaxation of K-means is robust to variable over-selection by establishing minimax separation bounds. Leveraging this robustness, we offer a twist on the recent trend of using exogenous randomness to evaluate feature importance and control false discovery by partially shifting the objective toward active feature exploration. We propose a randomized alternating block-coordinate framework that alternates between SDP clustering and feature selection. Here, feature selection is formulated as a multi-armed bandit problem, solved via Thompson Sampling with stochastic rewards generated by clustering and robust permutation tests. This approach introduces adaptive memory by aggregating historical variable-selection outcomes into posterior distributions, and selects features via posterior sampling, enabling stochastic exploration that promotes the inclusion of underexplored features and facilitates escape from local maxima. We establish uniform exact-recovery guarantees for adaptively selected feature sets. We extend the method to settings with unknown covariance through a scalable estimation procedure. Synthetic experiments and a real-data application in document clustering show that the proposed memory-driven randomized approach outperforms state-of-the-art sparse clustering methods across the studied settings.
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Ultra-high-dimensional genomic studies require simultaneous identification of sparse signals, control of spurious discoveries, and computationally feasible inference when the number of predictors can reach hundreds of thousands or more. We propose Bayesian Univariate-Guided Sparse Regression (BUGS), a global--local shrinkage framework that incorporates marginal association information directly into the prior through continuous modulation of shrinkage. By embedding univariate…
基于残差化 Walsh–Hadamard 得分的异质析因效应修饰因子去偏与同时推断
In factorial randomized experiments with $K$ binary treatment components, we study which baseline covariates modify component main effects and interactions. We define effect-modifier cells $(j,S)$, $j\in[p]$ and $\emptyset\neq S\subseteq[K]$, through the coefficients $θ^\ast_{jS}$ of population linear projections of conditional Walsh--Hadamard contrasts $τ_{S}$ onto standardized covariates. Using baseline-robust direct scores, we develop frequentist inference for all $p(2^K-1)$…
条件分位数限制识别参数的一致推断
Many structural and dynamic economic models imply that key parameters are identified by conditional quantile restrictions. Building on the exponential-weighting approach of Bierens (1990) and recent advances in penalized maximum statistics for conditional moment restrictions (Chen et al., 2025), we develop a unified inference framework for such parameters. We propose an adaptive $\ell_1$-penalized supremum statistic that transforms the conditional restriction into a…