惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

GbyAI
GbyAI
Martin Fowler
Martin Fowler
I
InfoQ
腾讯CDC
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
爱范儿
爱范儿
Microsoft Security Blog
Microsoft Security Blog
Google DeepMind News
Google DeepMind News
D
DataBreaches.Net
云风的 BLOG
云风的 BLOG
F
Fortinet All Blogs
N
Netflix TechBlog - Medium
博客园 - 聂微东
Microsoft Azure Blog
Microsoft Azure Blog
D
Docker
博客园 - 三生石上(FineUI控件)
Y
Y Combinator Blog
博客园 - Franky
Engineering at Meta
Engineering at Meta
B
Blog
罗磊的独立博客
Apple Machine Learning Research
Apple Machine Learning Research
Jina AI
Jina AI
V
Visual Studio Blog

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Estimation and variable selection in high dimension in a ...
2023-06-29 · via math.ST updates on arXiv.org

We consider a joint survival and mixed-effects model to explain the survival time from longitudinal data and high-dimensional covariates in a population. The longitudinal data is modeled using a non linear mixed-effects model to account for the inter-individual variability in the population. The corresponding regression function serves as a link function incorporated into the survival model. In that way, the longitudinal data is related to the survival time. We consider a Cox model that takes into account both high-dimensional covariates and the link function. There are two main objectives: first, identify the relevant covariates that contribute to explaining survival time, and second, estimate all unknown parameters of the joint model. For the first objective, we consider the estimate defined by maximizing the marginal log-likelihood regularized with a l1-penalty term. To tackle the optimization problem, we implement an adaptive stochastic gradient to handle the latent variables of the non linear mixed-effects model associated with a proximal operator to manage the non-differentiability of the penalty. We rely on an eBIC model choice criterion to select an optimal value for the regularization parameter. Once the relevant covariates are selected, we re-estimate the parameters in the reduced model by maximizing the likelihood using an adaptive stochastic gradient descent. We provide relevant simulations that showcase the performance of the proposed variable selection and parameter estimation method in the joint model. We investigate the effect of censoring and of the presence of correlation between the individual parameters in the mixed model.