Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses

DOI10.1214/22-AOS2188MaRDI QIDQ2091840

Yang Ning, Huijie Feng, Jiwei Zhao

Publication date: 2 November 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.10888

zbMATH Keywords

adaptivitykernel methodnon-convex optimizationnonstandard asymptoticshigh-dimensional statisticsminimax optimality

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Parametric inference (62Fxx)

Related Items (1)

Single-index Thresholding in Quantile Regression

Cites Work

• Unnamed Item
• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• Gradient methods for minimizing composite functions
• Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
• Statistics for high-dimensional data. Methods, theory and applications.
• Cube root asymptotics
• Universal pointwise selection rule in multivariate function estimation
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Maximum score estimation of the stochastic utility model of choice
• Smooth discrimination analysis
• Least angle regression. (With discussion)
• On the Bayes-risk consistency of regularized boosting methods.
• Statistical behavior and consistency of classification methods based on convex risk minimization.
• Slope meets Lasso: improved oracle bounds and optimality
• Optimal linear discriminators for the discrete choice model in growing dimensions
• Confidence bands in density estimation
• Calibrating nonconvex penalized regression in ultra-high dimension
• A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem
• Estimation and evaluation of linear individualized treatment rules to guarantee performance
• Decoding by Linear Programming
• Robust Truncated Hinge Loss Support Vector Machines
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Asymptotically Minimax Adaptive Estimation. II. Schemes without Optimal Adaptation: Adaptive Estimators
• On ψ-Learning
• Estimating Individualized Treatment Rules Using Outcome Weighted Learning
• On a Problem of Adaptive Estimation in Gaussian White Noise
• Adaptive Confidence Bands for Nonparametric Regression Functions
• L 1-Regularization Path Algorithm for Generalized Linear Models
• Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
• An alternative point of view on Lepski's method
• Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
• Variable Selection for Support Vector Machines in Moderately High Dimensions
• Convexity, Classification, and Risk Bounds
• Introduction to nonparametric estimation
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

This page was built for publication: Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses