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We consider a multivariate time series model which represents a high dimensional vector process as a sum of three terms: a linear regression of some observed regressors,a linear combination of some la...
We consider nonparametric regression with a mixture of continuous and discrete ex-planatory variables where realizations of the response variable may be missing. An impu-tation based nonparametric reg...
Regression models fitted to data can be assessed on their goodness of fit, though models with many parameters should be disfavored to prevent over-fitting. Statisticians' tools for this are little kno...
Annotation errors can significantly hurt classifier performance, yet datasets are only growing noisier with the increased use of Amazon Mechanical Turk and techniques like distant supervision that aut...
We propose a new method named calibrated multivariate regression (CMR) for fitting high dimensional multivariate regression models. Compared to existing methods, CMR calibrates the regularization for ...
We propose a methodology to analyze data arising from a curve that, over its domain, switches among J states. We consider a sequence of response variables, where each response y depends on a covariate...
Homogeneity in Regression     clustering  homogeneity  sparsity       2013/4/28
This paper explores the homogeneity of coefficients in high-dimensional regression, which extends the sparsity concept and is more general and suitable for many applications. Homogeneity arises when o...
We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge o...
Data types that lie in metric spaces but not in vector spaces are difficult to use within the usual regression setting, either as the response and/or a predictor. We represent the information in these...
We study the distribution of hard-, soft-, and adaptive soft-thresholding estimators within a linear regression model where the number of parameters k can depend on sample size n and may diverge with ...

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