High-dimensional survival analysis: Methods and applications

S Salerno, Y Li - Annual review of statistics and its application, 2023 - annualreviews.org
In the era of precision medicine, time-to-event outcomes such as time to death or
progression are routinely collected, along with high-throughput covariates. These high …

Tenet: Tail-event driven network risk

WK Härdle, W Wang, L Yu - Journal of Econometrics, 2016 - Elsevier
CoVaR is a measure for systemic risk of the networked financial system conditional on
institutions being under distress. The analysis of systemic risk is the focus of recent …

Assessment of the interpretability of data mining for the spatial modelling of water erosion using game theory

A Mohammadifar, H Gholami, JR Comino, AL Collins - Catena, 2021 - Elsevier
This study undertook a comprehensive application of 15 data mining (DM) models, most of
which have, thus far, not been commonly used in environmental sciences, to predict land …

[HTML][HTML] Globally adaptive quantile regression with ultra-high dimensional data

Q Zheng, L Peng, X He - Annals of statistics, 2015 - ncbi.nlm.nih.gov
Quantile regression has become a valuable tool to analyze heterogeneous covaraite-
response associations that are often encountered in practice. The development of quantile …

Spatial modelling of soil salinity: deep or shallow learning models?

A Mohammadifar, H Gholami, S Golzari… - … Science and Pollution …, 2021 - Springer
Understanding the spatial distribution of soil salinity is required to conserve land against
degradation and desertification. Against this background, this study is the first attempt to …

Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression

X Wu, H Ming, Z Zhang, Z Cui - Computational Statistics & Data Analysis, 2024 - Elsevier
In this paper, we consider a quantile fused LASSO regression model that combines quantile
regression loss with the fused LASSO penalty. Intuitively, this model offers robustness to …

[HTML][HTML] High dimensional censored quantile regression

Q Zheng, L Peng, X He - Annals of statistics, 2018 - ncbi.nlm.nih.gov
Censored quantile regression (CQR) has emerged as a useful regression tool for survival
analysis. Some commonly used CQR methods can be characterized by stochastic integral …

Uniform inference for high-dimensional quantile regression: linear functionals and regression rank scores

J Bradic, M Kolar - arXiv preprint arXiv:1702.06209, 2017 - arxiv.org
Hypothesis tests in models whose dimension far exceeds the sample size can be formulated
much like the classical studentized tests only after the initial bias of estimation is removed …

Inference for high-dimensional censored quantile regression

Z Fei, Q Zheng, HG Hong, Y Li - Journal of the American Statistical …, 2023 - Taylor & Francis
With the availability of high-dimensional genetic biomarkers, it is of interest to identify
heterogeneous effects of these predictors on patients' survival, along with proper statistical …

Fused adaptive lasso for spatial and temporal quantile function estimation

Y Sun, HJ Wang, M Fuentes - Technometrics, 2016 - Taylor & Francis
Quantile functions are important in characterizing the entire probability distribution of a
random variable, especially when the tail of a skewed distribution is of interest. This article …