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In a high dimensional linear regression model, we propose a new procedure for testing statistical significance of a subset of regression coefficients. Specifically,we employ the partial covariances be...
Background: Recent studies have shown a decrease in annualised relapse rates (ARRs) in placebo groups of randomised controlled trials (RCTs) in relapsing multiple sclerosis (RMS). Methods: We conduc...
The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to h...
We give a suitable RI-Property under which recent results for trace regression translate into strong risk bounds for multivariate regression. This pseudo-RIP is compatible with the setting $n < p$.
We consider the nonparametric regression estimation problem of recovering an unknown response function $f$ on the basis of incomplete data when the design points follow a known density $g$ with a fini...
This paper introduces and analyzes a stochastic search method for parameter estimation in linear regression models in the spirit of Beran and Millar (1987).
The random design setting for linear regression concerns estimators based on a random sample of covariate/response pairs.
We address the issue of variable selection in the regression model with very high ambient dimension, i.e., when the number of covariates is very large. The main focus is on the situation where the num...
We use L\'evy processes to generate joint prior distributions for a location parameter $\bbeta = (\beta_1,...,\beta_p) $ as $p$ grows large. This leads to the class of local-global shrinkage rules. We...

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