arXiv subjects

Asad Haris

Publications and source records attributed to Asad Haris.

7 recordsLinked to original sources

arXiv2023

Learning from limited temporal data: Dynamically sparse historical functional linear models with applications to Earth science

Scientists and statisticians often want to learn about the complex relationships that connect two time-varying variables. Recent work on sparse functional historical linear models confirms that they are promising for this purpose, but several notable limitations exist. Most importantly, previous works have imposed sparsity on the historical coefficient function, but have not allowed the sparsity, hence lag, to vary with time. We simplify the framework of sparse functional historical linear models by using a rectangular coefficient structure along with Whittaker smoothing, then reduce the assumptions of the previous frameworks by estimating the dynamic time lag from a hierarchical coefficient structure. We motivate our study by aiming to extract the physical rainfall-runoff processes hidden within hydrological data. We show the promise and accuracy of our method using eight simulation studies, further justified by two real sets of hydrological data.

stat.ME↗

arXiv2021

A Targeted Approach to Confounder Selection for High-Dimensional Data

We consider the problem of selecting confounders for adjustment from a potentially large set of covariates, when estimating a causal effect. Recently, the high-dimensional Propensity Score (hdPS) method was developed for this task; hdPS ranks potential confounders by estimating an importance score for each variable and selects the top few variables. However, this ranking procedure is limited: it requires all variables to be binary. We propose an extension of the hdPS to general types of response and confounder variables. We further develop a group importance score, allowing us to rank groups of potential confounders. The main challenge is that our parameter requires either the propensity score or response model; both vulnerable to model misspecification. We propose a targeted maximum likelihood estimator (TMLE) which allows the use of nonparametric, machine learning tools for fitting these intermediate models. We establish asymptotic normality of our estimator, which consequently allows constructing confidence intervals. We complement our work with numerical studies on simulated and real data.

stat.ME↗

arXiv2019

On Data Enriched Logistic Regression

Biomedical researchers usually study the effects of certain exposures on disease risks among a well-defined population. To achieve this goal, the gold standard is to design a trial with an appropriate sample from that population. Due to the high cost of such trials, usually the sample size collected is limited and is not enough to accurately estimate some exposures' effect. In this paper, we discuss how to leverage the information from external `big data' (data with much larger sample size) to improve the estimation accuracy at the risk of introducing small bias. We proposed a family of weighted estimators to balance the bias increase and variance reduction when including the big data. We connect our proposed estimator to the established penalized regression estimators. We derive the optimal weights using both second order and higher order asymptotic expansions. Using extensive simulation studies, we showed that the improvement in terms of mean square error (MSE) for the regression coefficient can be substantial even with finite sample sizes and our weighted method outperformed the existing methods such as penalized regression and James Stein's approach. Also we provide theoretical guarantee that the proposed estimators will never lead to asymptotic MSE larger than the maximum likelihood estimator using small data only in general. We applied our proposed methods to the Asia Cohort Consortium China cohort data to estimate the relationships between age, BMI, smoking, alcohol use and mortality.

stat.AP↗

arXiv2019

Nonparametric Regression with Adaptive Truncation via a Convex Hierarchical Penalty

We consider the problem of non-parametric regression with a potentially large number of covariates. We propose a convex, penalized estimation framework that is particularly well-suited for high-dimensional sparse additive models. The proposed approach combines appealing features of finite basis representation and smoothing penalties for non-parametric estimation. In particular, in the case of additive models, a finite basis representation provides a parsimonious representation for fitted functions but is not adaptive when component functions posses different levels of complexity. On the other hand, a smoothing spline type penalty on the component functions is adaptive but does not offer a parsimonious representation of the estimated function. The proposed approach simultaneously achieves parsimony and adaptivity in a computationally efficient framework. We demonstrate these properties through empirical studies on both real and simulated datasets. We show that our estimator converges at the minimax rate for functions within a hierarchical class. We further establish minimax rates for a large class of sparse additive models. The proposed method is implemented using an efficient algorithm that scales similarly to the Lasso with the number of covariates and samples size.

stat.ME↗

arXiv2019

Wavelet regression and additive models for irregularly spaced data

We present a novel approach for nonparametric regression using wavelet basis functions. Our proposal, $\texttt{waveMesh}$, can be applied to non-equispaced data with sample size not necessarily a power of 2. We develop an efficient proximal gradient descent algorithm for computing the estimator and establish adaptive minimax convergence rates. The main appeal of our approach is that it naturally extends to additive and sparse additive models for a potentially large number of covariates. We prove minimax optimal convergence rates under a weak compatibility condition for sparse additive models. The compatibility condition holds when we have a small number of covariates. Additionally, we establish convergence rates for when the condition is not met. We complement our theoretical results with empirical studies comparing $\texttt{waveMesh}$ to existing methods.

stat.ML↗

arXiv2019

Generalized Sparse Additive Models

We present a unified framework for estimation and analysis of generalized additive models in high dimensions. The framework defines a large class of penalized regression estimators, encompassing many existing methods. An efficient computational algorithm for this class is presented that easily scales to thousands of observations and features. We prove minimax optimal convergence bounds for this class under a weak compatibility condition. In addition, we characterize the rate of convergence when this compatibility condition is not met. Finally, we also show that the optimal penalty parameters for structure and sparsity penalties in our framework are linked, allowing cross-validation to be conducted over only a single tuning parameter. We complement our theoretical results with empirical studies comparing some existing methods within this framework.

stat.ME↗

arXiv2015

Convex Modeling of Interactions with Strong Heredity

We consider the task of fitting a regression model involving interactions among a potentially large set of covariates, in which we wish to enforce strong heredity. We propose FAMILY, a very general framework for this task. Our proposal is a generalization of several existing methods, such as VANISH [Radchenko and James, 2010], hierNet [Bien et al., 2013], the all-pairs lasso, and the lasso using only main effects. It can be formulated as the solution to a convex optimization problem, which we solve using an efficient alternating directions method of multipliers (ADMM) algorithm. This algorithm has guaranteed convergence to the global optimum, can be easily specialized to any convex penalty function of interest, and allows for a straightforward extension to the setting of generalized linear models. We derive an unbiased estimator of the degrees of freedom of FAMILY, and explore its performance in a simulation study and on an HIV sequence data set.

stat.ML↗