6 papers
RaJIVE: Robust Angle Based JIVE for Integrating Noisy Multi-Source Data
Erica Ponzi, Magne Thoresen, Abhik Ghosh
With increasing availability of high dimensional, multi-source data, the identification of joint and data specific patterns of variability has become a subject of interest in many…
On optimal two-stage testing of multiple mediators
Vera Djordjilović, Jesse Hemerik, Magne Thoresen
Mediation analysis in high-dimensional settings often involves identifying potential mediators among a large number of measured variables. For this purpose, a two-step familywise e…
A robust variable screening procedure for ultra-high dimensional data
Abhik Ghosh, Magne Thoresen
Variable selection in ultra-high dimensional regression problems has become an important issue. In such situations, penalized regression models may face computational problems and…
Permutation testing in high-dimensional linear models: an empirical investigation
Jesse Hemerik, Magne Thoresen, Livio Finos
Permutation testing in linear models, where the number of nuisance coefficients is smaller than the sample size, is a well-studied topic. The common approach of such tests is to pe…
Optimal two-stage testing of multiple mediators
Vera Djordjilović, Jesse Hemerik, Magne Thoresen
Mediation analysis in high-dimensional settings often involves identifying potential mediators among a large number of measured variables. For this purpose, a two step familywise e…
Consistent Fixed-Effects Selection in Ultra-high dimensional Linear Mixed Models with Error-Covariate Endogeneity
Abhik Ghosh, Magne Thoresen
Recently, applied sciences, including longitudinal and clustered studies in biomedicine require the analysis of ultra-high dimensional linear mixed effects models where we need to…