Multiscale geometric feature extraction for high-dimensional and non-Euclidean data with applications
高维与非欧几里得数据的多尺度几何特征提取及应用AI 解读 ↓
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高维与非欧几里得数据的多尺度几何特征提取及应用AI 解读 ↓
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A method for extracting multiscale geometric features from a data cloud is proposed and analyzed. Based on geometric considerations, we map each pair of data points into a real-valued feature function defined on the unit interval. Further statistical analysis is then based on the collection of feature functions. The potential of the method is illustrated by different applications, including classification and anomaly detection. Connections to other concepts, such as random set theory, localized depth measures and nonlinear dimension reduction, are also explored.
近端估计与推断
Abstract We develop a convex-analytic framework for constructing and analyzing a broad class of penalized estimators. Our method defines penalized estimators by applying proximal operators to benchmark estimators, rather than by penalizing the benchmark criterion itself. We establish general finite-sample properties, derive unified asymptotic distribution results, and provide tractable conditions for oracle selection and oracle asymptotic efficiency. We then apply the…
为预测而设计:预期样本外 R² 与 r 的规划公式
Design calculations let researchers gauge, before data is collected, whether a planned study is likely to detect an effect. In this paper, we develop such calculations for predictive models using ordinary least squares and ridge regression under leave-one-out cross-validation. To do so, we derive closed-form expressions relating the expected out-of-sample $R^2$ and the expected correlation between observed and predicted outcomes to four design-stage quantities: sample size,…
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…
Bayesian additive regression trees (BART) is a popular Bayesian ensemble model used in regression and classification analysis. Under this modeling framework, the regression function is approximated by an ensemble of decision trees, interpreted as weak learners. In this work, we propose a generalization of the BART model that has two main features: first, it automatically selects the number of decision trees using the given data; second, the model allows clusters of…
高维线性模型中基于汇总统计量的遗传力估计的一致性
In Genome-Wide Association Studies (GWAS), heritability is defined as the fraction of variance of an outcome explained by a large number of genetic predictors in a high-dimensional polygenic linear model. This work studies the asymptotic properties of the most common estimator of heritability from summary statistics called linkage disequilibrium score (LDSC) regression, together with a simpler and closely related estimator called GWAS heritability (GWASH). These estimators…
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…