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函数型线性分位数回归的变量选择：识别日常体力活动模式与认知功能的关联AI 解读

Quantile regression is useful for characterizing the conditional distribution of a response variable and understanding heterogeneity in the covariate effects at different quantiles. The rise of high-dimensional physiological data in biomedical research through wearable and sensor devices underscores the need for effective variable selection methods for interpretable and accurate quantile regression, which can offer robust insights into heterogeneous and dynamic covariate…

三次与线性平滑样条的分位数回归AI 解读

Spline quantile regression (SQR) is a method introduced recently by Li and Megiddo (2026) for linear quantile regression where the regression coefficients are treated as smooth functions of the quantile level. With the coefficients represented by cubic splines with fixed knots on a given set of quantiles, the SQR method produces an estimate for the functional coefficients by solving a penalized quantile regression problem. The $\ell_1$-norm of the second derivatives of the…

用双重机器学习估计多种处理及其交互效应AI 解读

Causal inference literature has extensively focused on binary treatments, with relatively fewer methods developed for multi-valued treatments. In particular, methods for multiple simultaneously assigned treatments remain understudied despite their practical importance. This paper introduces two settings: (1) estimating the effects of multiple treatments of different types (binary, categorical, and continuous) and the effects of treatment interactions, and (2) estimating the…

使用 Lasso 的路径签名方法的一致性AI 解读

Signatures are iterated path integrals of continuous and discrete-time processes, and their universal nonlinearity linearizes the problem of feature selection in time series data analysis. This paper studies the consistency of signature using Lasso regression, both theoretically and numerically. We establish conditions under which the Lasso regression is consistent both asymptotically and in finite sample. Furthermore, we show that the Lasso regression is more consistent…

岭提升兼具稳健性与有效性AI 解读

Estimators in statistics and machine learning must typically trade off between efficiency, having low variance for a fixed target, and distributional robustness, such as multiaccuracy, or having low bias over a range of possible targets. In this paper, we consider a simple estimator, ridge boosting: starting with any initial predictor, perform a single boosting step with (kernel) ridge regression. Surprisingly, we show that ridge boosting simultaneously achieves both…

直接估计 Riesz 表示元的两种方法AI 解读

The Riesz representer is a central object in semiparametric statistics and debiased/doubly-robust estimation. Two literatures in econometrics have highlighted the role for directly estimating Riesz representers: the automatic debiased machine learning literature (as in Chernozhukov et al., 2022b), and an independent literature on sieve methods for conditional moment models (as in Chen et al., 2014). These two literatures solve distinct optimization problems that in the…

将变点检测视为模型选择：一个通用框架AI 解读

This dissertation presents a general framework for changepoint detection based on L0 model selection. The core method, Iteratively Reweighted Fused Lasso (IRFL), improves upon the generalized lasso by adaptively reweighting penalties to enhance support recovery and minimize criteria such as the Bayesian Information Criterion (BIC). The approach allows for flexible modeling of seasonal patterns, linear and quadratic trends, and autoregressive dependence in the presence of…

三重 Lasso：双重去偏的高维回归推断AI 解读

In this paper, we propose a triple (or double-debiased) Lasso estimator for inference on a low-dimensional parameter in high-dimensional linear regression models. The estimator is based on a moment function that satisfies not only first- but also second-order Neyman orthogonality conditions, thereby eliminating both the leading bias and the second-order bias induced by regularization. We derive an asymptotic linear representation for the proposed estimator and show that its…

张量网络依赖下的高维逻辑回归推断AI 解读

We investigate the problem of statistical inference for logistic regression with high-dimensional covariates in settings where dependence among individuals is induced by an underlying Markov random field. Going beyond the pairwise interaction models such as the Ising model, we consider a framework to accommodate more general tensor structures that capture higher-order dependencies. We develop a two-step procedure for low-dimensional linear and quadratic functionals. The…

核广义线性模型下无监督域适应的伪标签方法AI 解读

We propose a principled framework for unsupervised domain adaptation under covariate shift in kernel Generalized Linear Models (GLMs), encompassing kernelized linear, logistic, and Poisson regression with ridge regularization. Our goal is to minimize prediction error in the target domain by leveraging labeled source data and unlabeled target data, despite differences in covariate distributions. We partition the labeled source data into two batches: one for training a family…

超高维线性模型中基于 Gram–Schmidt 正交化的前向回归AI 解读

Forward regression is a classical and effective tool for variable screening in ultra-high dimensional linear models, but its standard projection-based implementation can be computationally costly and numerically unstable when predictors are strongly collinear. Motivated by this limitation, we propose an orthogonalized forward regression procedure, implemented recursively through Gram-Schmidt updates, that ranks predictors according to their unique contributions after…

BVSIMC：贝叶斯变量选择引导的归纳矩阵补全用于药物发现AI 解读

Recent advances in drug discovery have demonstrated that incorporating side information (e.g., chemical properties about drugs and genomic information about diseases) often greatly improves prediction performance. However, these side features can vary widely in relevance and are often noisy and high-dimensional. We propose Bayesian Variable Selection-Guided Inductive Matrix Completion (BVSIMC), a new Bayesian model that enables variable selection from side features in drug…

核单指数赌博机：估计、推断与学习AI 解读

We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametric link function. We consider a regime in which arms correspond to stable decision options and covariates evolve adaptively under the bandit policy. This setting creates significant statistical challenges: the sampling distribution depends on the allocation rule, observations are dependent over…

结合数据驱动模型选择的自适应去偏机器学习AI 解读

Debiased machine learning estimators for smooth functionals in nonparametric models can exhibit substantial variability and instability, often leading practitioners to instead rely on parametric or semiparametric working models. Such models, however, may be misspecified and can therefore introduce bias. We study how data-driven model selection can be combined with debiased machine learning to construct estimators that adapt to structure in the data-generating distribution.…

主成分高度自适应经验风险最小化AI 解读

The Highly Adaptive Lasso (HAL) delivers unprecedented guarantees in nonparametric minimum loss estimation under minimal smoothness assumptions, such as dimension-free minimax optimal rates. However, the practical use of HAL has been severely limited by its exponentially growing computationally prohibitive indicator basis expansion in moderate to high dimensions. Existing screening strategies drastically reduce this dimension but lack any theoretical justification. We…

阿尔茨海默病纵向数据的贝叶斯张量分位数回归AI 解读

As a general and robust alternative to traditional mean regression models, quantile regression avoids the assumption of normally distributed errors, making it a versatile choice when modeling outcomes such as cognitive scores that typically have skewed distributions. Motivated by an application to Alzheimer's disease data where the aim is to explore how brain-behavior associations change over time, we propose a novel Bayesian tensor quantile regression for high-dimensional…

glmnet 的数据驱动配置调优：兼顾精度与计算效率AI 解读

The glmnet package in R is widely used for lasso estimation because of its computational efficiency. Despite its popularity, glmnet occasionally yields solutions that deviate substantially from the true ones because of the inappropriate default configuration of the algorithm. The accuracy of the obtained solutions can be improved by appropriately tuning the configuration. However, such improvements typically increase computational time, resulting in a tradeoff between…

Wasserstein 分布稳健分位数回归AI 解读

We study distributionally robust quantile regression using type-$p$ Wasserstein ambiguity sets. We derive a closed-form expression for the worst-case quantile regression loss under general $p$-Wasserstein uncertainty. We further give a uniqueness result showing that for $p>1$, the check loss yields the only class of convex loss functions for which such an additive Wasserstein regularization holds. Our analysis also uncovers qualitative differences between the regimes $p=1$ an…

基于fMRI疼痛预测数据的影响观测诊断AI 解读

Neuroimaging data allows researchers to model the relationship between multivariate patterns of brain activity and outcomes related to mental states and behaviors. However, the existence of outlying participants can potentially undermine the generalizability of these models and jeopardize the validity of downstream statistical analysis. To date, the ability to detect and account for participants unduly influencing various model selection approaches have been sorely lacking.…

含随机效应与固定效应的空间面板模型梯度提升AI 解读

Due to the increase in data availability in urban and regional studies, various spatial panel models have emerged to model spatial panel data, which exhibit spatial patterns and spatial dependencies between observations across time. Although estimation is usually based on maximum likelihood or generalized method of moments, these methods may fail to yield unique solutions if researchers are faced with high-dimensional settings. This article proposes a model-based gradient…

随机森林的距离协方差迁移学习：误差界与电子病历应用AI 解读

We propose a method for transfer learning in nonparametric regression using a random forest (RF) with distance covariance-based feature weights, assuming the unknown source and target regression functions are sparsely different. Our method obtains residuals from a source domain-trained Centered RF (CRF) in the target domain, then fits another CRF to these residuals with feature splitting probabilities proportional to feature-residual sample distance covariance. We derive an…

参数与半参数方法下的变量选择与响应误分类AI 解读

While variable selection has received extensive attention in the literature, its exploration in the presence of response measurement error remains underexplored. In this paper, we investigate this important problem within the context of binary classification with error-prone responses. We present valid variable selection procedures to address the complexities of response errors. Leveraging validation data, we introduce both parametric and semiparametric methodologies to…

超越预言机性质：近单位根解释变量下协整回归的自适应LASSOAI 解读

This paper derives new asymptotic results for the adaptive LASSO estimator in cointegrating regressions, allowing for uncertainty about whether the regressors are exact unit root processes. We study model selection probabilities, estimator consistency, and limiting distributions under standard and moving-parameter asymptotics. We further derive uniform convergence rates and the fastest local-to-zero rates detectable by the estimator under conservative and consistent tuning.…

批量贝叶斯最优实验设计的 Wasserstein 梯度流AI 解读

Bayesian optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be limited by the difficulty of optimising the chosen utility. The expected information gain (EIG), for example, is often high-dimensional and strongly non-convex. This challenge is particularly acute in the batch setting, where multiple…