MétaCan
Menu
Back to cohort
Record W2896398456 · doi:10.1080/01621459.2018.1543124

Adaptive Huber Regression

2018· article· en· W2896398456 on OpenAlexafffund
Qiang Sun, Wen‐Xin Zhou, Jianqing Fan

Bibliographic record

VenueJournal of the American Statistical Association · 2018
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsUniversity of Toronto
FundersNational Institute of General Medical SciencesNatural Sciences and Engineering Research Council of CanadaNational Natural Science Foundation of China
KeywordsRegressionStatisticsMathematicsEconometrics

Abstract

fetched live from OpenAlex

Big data can easily be contaminated by outliers or contain variables with heavy-tailed distributions, which makes many conventional methods inadequate. To address this challenge, we propose the adaptive Huber regression for robust estimation and inference. The key observation is that the robustification parameter should adapt to the sample size, dimension and moments for optimal tradeoff between bias and robustness. Our theoretical framework deals with heavy-tailed distributions with bounded (1+δ)th moment for any δ>0. We establish a sharp phase transition for robust estimation of regression parameters in both low and high dimensions: when δ≥1, the estimator admits a sub-Gaussian-type deviation bound without sub-Gaussian assumptions on the data, while only a slower rate is available in the regime 0<δ<1 and the transition is smooth and optimal. In addition, we extend the methodology to allow both heavy-tailed predictors and observation noise. Simulation studies lend further support to the theory. In a genetic study of cancer cell lines that exhibit heavy-tailedness, the proposed methods are shown to be more robust and predictive. Supplementary materials for this article are available online.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.008
metaresearch head score (Gemma)0.030
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.008
Threshold uncertainty score0.044

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0080.030
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.003
Science and technology studies0.0010.002
Scholarly communication0.0010.003
Open science0.0030.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0030.002

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.074
GPT teacher head0.440
Teacher spread0.366 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations305
Published2018
Admission routes2
Has abstractyes

Explore more

Same venueJournal of the American Statistical AssociationSame topicAdvanced Statistical Methods and ModelsFrench-language works237,207