activity
20122026
most citedMeasurement Error in Lasso: Impact and Correction

56 citations · 118 across the 14 of their papers we have counts for

collaborators

16 papers

stat.ME2026

Robust and Scalable Sure Screening of Fixed effects in Ultrahigh-dimensional Linear Mixed Models

Abhik Ghosh, Magne Thoresen

In modern applications of linear mixed models, the number of candidate fixed-effects covariates can grow exponentially with the sample size, while dependence induced by random effe…

stat.ME2024

penalizedclr: an R package for penalized conditional logistic regression for integration of multiple omics layers

Vera Djordjilović, Erica Ponzi, Therese Haugdahl Nøst +1

The matched case-control design, up until recently mostly pertinent to epidemiological studies, is becoming customary in biomedical applications as well. For instance, in omics stu…

stat.ME2024

A Computationally Efficient Approach to False Discovery Rate Control and Power Maximisation via Randomisation and Mirror Statistic

Marco Molinari, Magne Thoresen

Simultaneously performing variable selection and inference in high-dimensional regression models is an open challenge in statistics and machine learning. The increasing availabilit…

math.ST2022★ 1 cited

Exponential Consistency of M-estimators in Generalized Linear Mixed Models

Andrea M. Bratsberg, Magne Thoresen, Abhik Ghosh

Generalized linear mixed models are powerful tools for analyzing clustered data, where the unknown parameters are classically (and most commonly) estimated by the maximum likelihoo…

stat.ME2021

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…

stat.ME2020

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…

math.ST2020

Robust Sure Independence Screening for Non-polynomial dimensional Generalized Linear Models

Abhik Ghosh, Erica Ponzi, Torkjel Sandanger +1

We consider the problem of variable screening in ultra-high dimensional generalized linear models (GLMs) of non-polynomial orders. Since the popular SIS approach is extremely unsta…

stat.ME2020

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…

stat.ME2020

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…

stat.ME2019

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…

stat.ME2019

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…

stat.ME2016★ 20 cited

Non-Concave Penalization in Linear Mixed-Effects Models and Regularized Selection of Fixed Effects

Abhik Ghosh, Magne Thoresen

Mixed-effect models are very popular for analyzing data with a hierarchical structure, e.g. repeated observations within subjects in a longitudinal design, patients nested within c…

stat.ME2014

Integrative clustering of high-dimensional data with joint and individual clusters, with an application to the Metabric study

Kristoffer Hellton, Magne Thoresen

When measuring a range of different genomic, epigenomic, transcriptomic and other variables, an integrative approach to analysis can strengthen inference and give new insights. Thi…

stat.ME2014★ 29 cited

Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error

Øystein Sørensen, Arnoldo Frigessi, Magne Thoresen

In many problems involving generalized linear models, the covariates are subject to measurement error. When the number of covariates p exceeds the sample size n, regularized method…

math.ST2014★ 12 cited

When and why are principal component scores a good tool for visualizing high-dimensional data?

Kristoffer Hellton, Magne Thoresen

Principal component analysis (PCA) is a popular dimension reduction technique often used to visualize high-dimensional data structures. In genomics, this can involve millions of va…

stat.ME2012★ 56 cited

Measurement Error in Lasso: Impact and Correction

Øystein Sørensen, Arnoldo Frigessi, Magne Thoresen

Regression with the lasso penalty is a popular tool for performing dimension reduction when the number of covariates is large. In many applications of the lasso, like in genomics,…