From the 1 of 4 linked papers with an AI index.
4 papers
Survival of the fittest Cox model: Pivotal variable selection for time-to-event data
Maxime van Cutsem, Sylvain Sardy
The paper introduces a pivotal variable selection method for Cox proportional hazards models by applying a square‑root transformation to the partial likelihood, which makes the cho…
A pivotal transform for the high-dimensional location-scale model
Sara van de Geer, Sylvain Sardy, MaximÄ van Cutsem
We study the high-dimensional linear model with noise distribution known up to a scale parameter. With an -penalty on the regression coefficients, we show that a transforma…
The -S test via regression quantile affine LASSO
Sylvain Sardy, Ivan Mizera, Xiaoyu Ma +1
A novel test in the linear (LAD) and quantile regressions is proposed, based on the scores provided by the dual variables (signs) arising in the calculation of the (so-cal…
Validation-Free Sparse Learning: A Phase Transition Approach to Feature Selection
Sylvain Sardy, Maxime van Cutsem, Xiaoyu Ma
The growing environmental footprint of artificial intelligence (AI), especially in terms of storage and computation, calls for more frugal and interpretable models. Sparse models (…