A modern maximum-likelihood theory for high-dimensional logistic regression

DOI10.1073/pnas.1810420116zbMath1431.62084arXiv1803.06964OpenAlexW2963060833WikidataQ91526601 ScholiaQ91526601MaRDI QIDQ5218552

Emmanuel J. Candès, Pragya Sur

Publication date: 4 March 2020

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.06964

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items

Fundamental barriers to high-dimensional regression with convex penalties, Approximate message passing algorithms for rotationally invariant matrices, The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance, Approximate message passing with spectral initialization for generalized linear models*, Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints, Analysis of overfitting in the regularized Cox model, A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers, Binary Classification of Gaussian Mixtures: Abundance of Support Vectors, Benign Overfitting, and Regularization, Unnamed Item, The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression, Hierarchical inference for genome-wide association studies: a view on methodology with software, Sharp global convergence guarantees for iterative nonconvex optimization with random data, Automatic bias correction for testing in high‐dimensional linear models, Assessing the Most Vulnerable Subgroup to Type II Diabetes Associated with Statin Usage: Evidence from Electronic Health Record Data, A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models, Comment on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Chengguang Dai, Buyu Lin, Xin Xing, and Jun S. Liu, Discussion on: “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Dai, Lin, Zing, Liu, Comments on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models”, Debiased lasso for generalized linear models with a diverging number of covariates, Knockoffs with side information, Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes, Debiasing convex regularized estimators and interval estimation in linear models, Unnamed Item, A Friendly Tutorial on Mean-Field Spin Glass Techniques for Non-Physicists, Unnamed Item, Universality of approximate message passing with semirandom matrices, Online inference in high-dimensional generalized linear models with streaming data, Dimension-agnostic inference using cross U-statistics, Conjugate priors and bias reduction for logistic regression models, Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions, Universality of regularized regression estimators in high dimensions, The Lasso with general Gaussian designs with applications to hypothesis testing, StarTrek: combinatorial variable selection with false discovery rate control, Tractability from overparametrization: the example of the negative perceptron, Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances, A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression, The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models, Which bridge estimator is the best for variable selection?, Finite-sample analysis of \(M\)-estimators using self-concordance, Unnamed Item, Unnamed Item, The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square, Mallows criterion for heteroskedastic linear regressions with many regressors, Multicarving for high-dimensional post-selection inference, The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning, Some perspectives on inference in high dimensions, Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models, Unnamed Item, Unnamed Item, Optimal combination of linear and spectral estimators for generalized linear models, Precise statistical analysis of classification accuracies for adversarial training, A Unifying Tutorial on Approximate Message Passing, Directional testing for high dimensional multivariate normal distributions, Replica analysis of overfitting in generalized linear regression models, Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis