4 papers
A pivotal transform for the high-dimensional location-scale model
Sara van de Geer, Sylvain Sardy, Maximę 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…
Survival of the fittest Cox model: Pivotal variable selection for time-to-event data
Maxime van Cutsem, Sylvain Sardy
We revisit Cox's proportional hazards model to improve variable selection in survival analysis. A square-root transformation of the partial likelihood renders the selection of the…
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 (…
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…