Multinomial logistic regression: Asymptotic normality on null covariates in high-dimensions
This paper investigates the asymptotic distribution of the maximum-likelihood estimate
(MLE) in multinomial logistic models in the high-dimensional regime where dimension and …
(MLE) in multinomial logistic models in the high-dimensional regime where dimension and …
A new central limit theorem for the augmented ipw estimator: Variance inflation, cross-fit covariance and beyond
Estimation of the average treatment effect (ATE) is a central problem in causal inference. In
recent times, inference for the ATE in the presence of high-dimensional covariates has been …
recent times, inference for the ATE in the presence of high-dimensional covariates has been …
Observable adjustments in single-index models for regularized M-estimators
PC Bellec - arxiv preprint arxiv:2204.06990, 2022 - arxiv.org
We consider observations $(X, y) $ from single index models with unknown link function,
Gaussian covariates and a regularized M-estimator $\hat\beta $ constructed from convex …
Gaussian covariates and a regularized M-estimator $\hat\beta $ constructed from convex …
Challenges of the inconsistency regime: Novel debiasing methods for missing data models
We study semi-parametric estimation of the population mean when data is observed missing
at random (MAR) in the $ n< p $" inconsistency regime", in which neither the outcome model …
at random (MAR) in the $ n< p $" inconsistency regime", in which neither the outcome model …
On inference in high-dimensional logistic regression models with separated data
RM Lewis, HS Battey - Biometrika, 2023 - academic.oup.com
Direct use of the likelihood function typically produces severely biased estimates when the
dimension of the parameter vector is large relative to the effective sample size. With linearly …
dimension of the parameter vector is large relative to the effective sample size. With linearly …
A conditional randomization test for sparse logistic regression in high-dimension
Identifying the relevant variables for a classification model with correct confidence levels is a
central but difficult task in high-dimension. Despite the core role of sparse logistic regression …
central but difficult task in high-dimension. Despite the core role of sparse logistic regression …
High-Dimensional Single-Index Models: Link Estimation and Marginal Inference
This study proposes a novel method for estimation and hypothesis testing in high-
dimensional single-index models. We address a common scenario where the sample size …
dimensional single-index models. We address a common scenario where the sample size …
Explaining practical differences between treatment effect estimators with high dimensional asymptotics
S Yadlowsky - arxiv preprint arxiv:2203.12538, 2022 - arxiv.org
We revisit the classical causal inference problem of estimating the average treatment effect
in the presence of fully observed confounding variables using two-stage semiparametric …
in the presence of fully observed confounding variables using two-stage semiparametric …
Correlation adjusted debiased Lasso: debiasing the Lasso with inaccurate covariate model
We consider the problem of estimating a low-dimensional parameter in high-dimensional
linear regression. Constructing an approximately unbiased estimate of the parameter of …
linear regression. Constructing an approximately unbiased estimate of the parameter of …
Local variational probabilistic minimax active learning
SH Ghafarian - Expert Systems with Applications, 2023 - Elsevier
In the last decade, many excellent active learning methods have been proposed whose
algorithms generally deliver an acceptable performance. However, many of these methods …
algorithms generally deliver an acceptable performance. However, many of these methods …