arXiv subjects

Daoji Li

Publications and source records attributed to Daoji Li.

10 recordsLinked to original sources

arXiv2026

Robust Subgroup Analysis for Heterogeneous Censored Data

Subgroup analysis is important in practice because real-world data typically come from heterogeneous populations, where meaningful patterns can differ substantially across subpopulations. Correctly identifying these subgroups can improve prediction accuracy, prevent biased or misleading conclusions, and support more effective, targeted decision-making. While most existing subgroup analysis methods are developed for complete data, in this paper we propose a novel and robust approach for censored data under heterogeneous accelerated failure time (AFT) models. Specifically, we combine inverse probability weighting, M-estimation, and concave pairwise fusion penalization to simultaneously identify subgroups and estimate covariate effects for heterogeneous censored data, without requiring prior knowledge of individual subgroup memberships. We further develop an efficient RISA-ADMM algorithm to implement the method and establish its convergence. Furthermore, we derive the theoretical properties of the proposed estimators under mild regularity conditions. Extensive simulations and an application to the German credit dataset demonstrate the robustness and effectiveness of our approach.

stat.ME↗

arXiv2026

HSCI: Neyman-Orthogonal Causal Inference under High-Dimensional Proportional Hazards

Valid treatment effect inference in survival studies is fundamental yet challenging when the treatment assignments and outcomes are confounded by many baseline covariates. To this end, in this paper we propose a high-dimensional survival causal inference (HSCI) framework that delivers valid inference under a sparse high-dimensional Cox proportional hazards outcome model and a high-dimensional logistic propensity score working model. To mitigate the nuisance estimation bias, we develop a Neyman near-orthogonal score for the treatment effect and implement it with cross-fitting. Under doubly robust nuisance-rate conditions, we establish the root-n asymptotic normality and consistent variance estimation. We also extend the framework to inference on high-dimensional survival covariate effects. Simulation examples confirm that HSCI reduces sharply the bias relative to the regularized Cox estimators and maintains valid confidence interval coverage across different dimensionality, censoring, and misspecified propensity-model settings. An application to diffuse large-B-cell lymphoma data further showcases its value for high-dimensional biomedical survival studies.

stat.ME↗

arXiv2025

Simultaneous Heterogeneity and Reduced-rank Learning for Multivariate Response Regression

Heterogeneous data are now ubiquitous in many applications in which correctly identifying the subgroups from a heterogeneous population is critical. Although there is an increasing body of literature on subgroup detection, existing methods mainly focus on the univariate response setting. In this paper, we propose a joint heterogeneity and reduced-rank learning framework to simultaneously identify the subgroup structure and estimate the covariate effects for heterogeneous multivariate response regression. In particular, our approach uses rank-constrained pairwise fusion penalization and conducts the subgroup analysis without requiring prior knowledge regarding the individual subgroup memberships. We implement the proposed approach by an alternating direction method of multipliers (ADMM) algorithm and show its convergence. We also establish the asymptotic properties for the resulting estimators under mild and interpretable conditions. A predictive information criterion is proposed to select the rank of the coefficient matrix with theoretical support. The effectiveness of the proposed approach is demonstrated through simulation studies and a real data application.

stat.ME↗

arXiv2024

An ILUES-based adaptive Gaussian process method for multimodal Bayesian inverse problems

Inverse problems are prevalent in both scientific research and engineering applications. In the context of Bayesian inverse problems, sampling from the posterior distribution can be particularly challenging when the forward models are computationally expensive. This challenge is further compounded when the posterior distribution is multimodal. To address this issue, we propose a Gaussian process (GP)-based method to indirectly build surrogates for the forward model. Specifically, the unnormalized posterior density is expressed as a product of an auxiliary density and an exponential GP surrogate. Iteratively, the auxiliary density converges to the posterior distribution, starting from an arbitrary initial density. However, the efficiency of GP regression is highly influenced by the quality of the training data. Therefore, we utilize the iterative local updating ensemble smoother (ILUES) to generate high-quality samples that are concentrated in regions with high posterior probability. Subsequently, based on the surrogate model and mode information extracted using a clustering method, Markov chain Monte Carlo (MCMC) with a Gaussian mixed (GM) proposal is used to draw samples from the auxiliary density. Through numerical examples, we demonstrate that the proposed method can accurately and efficiently represent the posterior with a limited number of forward simulations.

stat.CO↗

arXiv2023

Nonparametric Screening for Additive Quantile Regression in Ultra-high Dimension

In practical applications, one often does not know the "true" structure of the underlying conditional quantile function, especially in the ultra-high dimensional setting. To deal with ultra-high dimensionality, quantile-adaptive marginal nonparametric screening methods have been recently developed. However, these approaches may miss important covariates that are marginally independent of the response, or may select unimportant covariates due to their high correlations with important covariates. To mitigate such shortcomings, we develop a conditional nonparametric quantile screening procedure (complemented by subsequent selection) for nonparametric additive quantile regression models. Under some mild conditions, we show that the proposed screening method can identify all relevant covariates in a small number of steps with probability approaching one. The subsequent narrowed best subset (via a modified Bayesian information criterion) also contains all the relevant covariates with overwhelming probability. The advantages of our proposed procedure are demonstrated through simulation studies and a real data example.

stat.ME↗

arXiv2023

CoxKnockoff: Controlled Feature Selection for the Cox Model Using Knockoffs

Although there is a huge literature on feature selection for the Cox model, none of the existing approaches can control the false discovery rate (FDR) unless the sample size tends to infinity. In addition, there is no formal power analysis of the knockoffs framework for survival data in the literature. To address those issues, in this paper, we propose a novel controlled feature selection approach using knockoffs for the Cox model. We establish that the proposed method enjoys the FDR control in finite samples regardless of the number of covariates. Moreover, under mild regularity conditions, we also show that the power of our method is asymptotically one as sample size tends to infinity. To the best of our knowledge, this is the first formal theoretical result on the power for the knockoffs procedure in the survival setting. Simulation studies confirm that our method has appealing finite-sample performance with desired FDR control and high power. We further demonstrate the performance of our method through a real data example.

stat.ME↗

arXiv2021

Parallel integrative learning for large-scale multi-response regression with incomplete outcomes

Multi-task learning is increasingly used to investigate the association structure between multiple responses and a single set of predictor variables in many applications. In the era of big data, the coexistence of incomplete outcomes, large number of responses, and high dimensionality in predictors poses unprecedented challenges in estimation, prediction, and computation. In this paper, we propose a scalable and computationally efficient procedure, called PEER, for large-scale multi-response regression with incomplete outcomes, where both the numbers of responses and predictors can be high-dimensional. Motivated by sparse factor regression, we convert the multi-response regression into a set of univariate-response regressions, which can be efficiently implemented in parallel. Under some mild regularity conditions, we show that PEER enjoys nice sampling properties including consistency in estimation, prediction, and variable selection. Extensive simulation studies show that our proposal compares favorably with several existing methods in estimation accuracy, variable selection, and computation efficiency.

stat.ME↗

arXiv2016

Interaction Pursuit with Feature Screening and Selection

Understanding how features interact with each other is of paramount importance in many scientific discoveries and contemporary applications. Yet interaction identification becomes challenging even for a moderate number of covariates. In this paper, we suggest an efficient and flexible procedure, called the interaction pursuit (IP), for interaction identification in ultra-high dimensions. The suggested method first reduces the number of interactions and main effects to a moderate scale by a new feature screening approach, and then selects important interactions and main effects in the reduced feature space using regularization methods. Compared to existing approaches, our method screens interactions separately from main effects and thus can be more effective in interaction screening. Under a fairly general framework, we establish that for both interactions and main effects, the method enjoys the sure screening property in screening and oracle inequalities in selection. Our method and theoretical results are supported by several simulation and real data examples.

stat.ME↗

arXiv2016

Interaction pursuit in high-dimensional multi-response regression via distance correlation

Feature interactions can contribute to a large proportion of variation in many prediction models. In the era of big data, the coexistence of high dimensionality in both responses and covariates poses unprecedented challenges in identifying important interactions. In this paper, we suggest a two-stage interaction identification method, called the interaction pursuit via distance correlation (IPDC), in the setting of high-dimensional multi-response interaction models that exploits feature screening applied to transformed variables with distance correlation followed by feature selection. Such a procedure is computationally efficient, generally applicable beyond the heredity assumption, and effective even when the number of responses diverges with the sample size. Under mild regularity conditions, we show that this method enjoys nice theoretical properties including the sure screening property, support union recovery, and oracle inequalities in prediction and estimation for both interactions and main effects. The advantages of our method are supported by several simulation studies and real data analysis.

stat.ME↗

arXiv2015

Innovated interaction screening for high-dimensional nonlinear classification

This paper is concerned with the problems of interaction screening and nonlinear classification in a high-dimensional setting. We propose a two-step procedure, IIS-SQDA, where in the first step an innovated interaction screening (IIS) approach based on transforming the original $p$-dimensional feature vector is proposed, and in the second step a sparse quadratic discriminant analysis (SQDA) is proposed for further selecting important interactions and main effects and simultaneously conducting classification. Our IIS approach screens important interactions by examining only $p$ features instead of all two-way interactions of order $O(p^2)$. Our theory shows that the proposed method enjoys sure screening property in interaction selection in the high-dimensional setting of $p$ growing exponentially with the sample size. In the selection and classification step, we establish a sparse inequality on the estimated coefficient vector for QDA and prove that the classification error of our procedure can be upper-bounded by the oracle classification error plus some smaller order term. Extensive simulation studies and real data analysis show that our proposal compares favorably with existing methods in interaction selection and high-dimensional classification.

stat.ML↗