Three Aspects of Biostatistical Learning Theory

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Three Aspects of Biostatistical Learning Theory

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Title: Three Aspects of Biostatistical Learning Theory
Author: Neykov, Matey ORCID  0000-0002-3320-3889
Citation: Neykov, Matey. 2015. Three Aspects of Biostatistical Learning Theory. Doctoral dissertation, Harvard University, Graduate School of Arts & Sciences.
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Abstract: In the present dissertation we consider three classical problems in biostatistics and statistical learning - classification, variable selection and statistical inference.

Chapter 2 is dedicated to multi-class classification. We characterize a class of loss functions which we deem relaxed Fisher consistent, whose local minimizers not only recover the Bayes rule but also the exact conditional class probabilities. Our class encompasses previously studied classes of loss-functions, and includes non-convex functions, which are known to be less susceptible to outliers. We propose a generic greedy functional gradient-descent minimization algorithm for boosting weak learners, which works with any loss function in our class. We show that the boosting algorithm achieves geometric rate of convergence in the case of a convex loss. In addition we provide numerical studies and a real data example which serve to illustrate that the algorithm performs well in practice.

In Chapter 3, we provide insights on the behavior of sliced inverse regression in a high-dimensional setting under a single index model. We analyze two algorithms: a thresholding based algorithm known as diagonal thresholding and an L1 penalization algorithm - semidefinite programming, and show that they achieve optimal (up to a constant) sample size in terms of support recovery in the case of standard Gaussian predictors. In addition, we look into the performance of the linear regression LASSO in single index models with correlated Gaussian designs. We show that under certain restrictions on the covariance and signal, the linear regression LASSO can also enjoy optimal sample size in terms of support recovery. Our analysis extends existing results on LASSO's variable selection capabilities for linear models.

Chapter 4 develops general inferential framework for testing and constructing confidence intervals for high-dimensional estimating equations. Such framework has a variety of applications and allows us to provide tests and confidence regions for parameters estimated by algorithms such as the Dantzig Selector, CLIME and LDP among others, non of which has been previously equipped with inferential procedures.
Terms of Use: This article is made available under the terms and conditions applicable to Other Posted Material, as set forth at http://nrs.harvard.edu/urn-3:HUL.InstRepos:dash.current.terms-of-use#LAA
Citable link to this page: http://nrs.harvard.edu/urn-3:HUL.InstRepos:17467395
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