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Inspired by the complexity of certain real-world datasets, this article introduces a novel flexible linear spline index regression model. The model posits piecewise linear effects of an index on the response, with continuous changes occurring at knots. Significantly, it possesses the interpretability of linear models, captures nonlinear effects similar to nonparametric models, and achieves dimension reduction like single-index models. In addition, the locations and number of knots remain unknown, which further enhances the adaptability of the model in practical applications. We propose a new method that combines penalized approaches and convolution techniques to simultaneously estimate the unknown parameters and determine the number of knots. Noteworthy is that the proposed method allows the number of knots to diverge with the sample size. We demonstrate that the proposed estimators can identify the number of knots with a probability approaching one and estimate the coefficients as efficiently as if the number of knots is known in advance. We also introduce a procedure to test the presence of knots. Simulation studies and two real datasets are employed to assess the finite sample performance of the proposed method., Comment: 84 pages, 4 figures

In this article, we develop a distributed variable screening method for generalized linear models. This method is designed to handle situations where both the sample size and the number of covariates are large. Specifically, the proposed method selects relevant covariates by using a sparsity-restricted surrogate likelihood estimator. It takes into account the joint effects of the covariates rather than just the marginal effect, and this characteristic enhances the reliability of the screening results. We establish the sure screening property of the proposed method, which ensures that with a high probability, the true model is included in the selected model. Simulation studies are conducted to evaluate the finite sample performance of the proposed method, and an application to a real dataset showcases its practical utility.

In this paper, we introduce a new first-order mixture integer-valued threshold autoregressive process, based on the binomial and negative binomial thinning operators. Basic probabilistic and statistical properties of this model are discussed. Conditional least squares (CLS) and conditional maximum likelihood (CML) estimators are derived and the asymptotic properties of the estimators are established. The inference for the threshold parameter is obtained based on the CLS and CML score functions. Moreover, the Wald test is applied to detect the existence of the piecewise structure. Simulation studies are considered, along with an application: the number of criminal mischief incidents in the Pittsburgh dataset., Comment: 34 pages;5 figures

When large amounts of data continuously arrive in streams, online updating is an effective way to reduce storage and computational burden. The key idea of online updating is that the previous estimators are sequentially updated only using the current data and some summary statistics of historical raw data. In this article, we develop a renewable learning method for a multiplicative regression model with streaming data, where the parameter estimator based on a least product relative error criterion is renewed without revisiting any historical raw data. Under some regularity conditions, we establish the consistency and asymptotic normality of the renewable estimator. Moreover, the theoretical results confirm that the proposed renewable estimator achieves the same asymptotic distribution as the least product relative error estimator with the entire dataset. Numerical studies and two real data examples are provided to evaluate the performance of our proposed method.

With the growing availability of large-scale biomedical data, it is often time-consuming or infeasible to directly perform traditional statistical analysis with relatively limited computing resources at hand. We propose a fast subsampling method to effectively approximate the full data maximum partial likelihood estimator in Cox's model, which largely reduces the computational burden when analyzing massive survival data. We establish consistency and asymptotic normality of a general subsample-based estimator. The optimal subsampling probabilities with explicit expressions are determined via minimizing the trace of the asymptotic variance-covariance matrix for a linearly transformed parameter estimator. We propose a two-step subsampling algorithm for practical implementation, which has a significant reduction in computing time compared to the full data method. The asymptotic properties of the resulting two-step subsample-based estimator is also established. Extensive numerical experiments and a real-world example are provided to assess our subsampling strategy., Comment: accepted by Journal of Computational and Graphical Statistics

Traditional statistical methods are faced with new challenges due to streaming data. The major challenge is the rapidly growing volume and velocity of data, which makes storing such huge datasets in memory impossible. The paper presents an online inference framework for regression parameters in high-dimensional semiparametric single-index models with unknown link functions. The proposed online procedure updates only the current data batch and summary statistics of historical data instead of re-accessing the entire raw data set. At the same time, we do not need to estimate the unknown link function, which is a highly challenging task. In addition, a generalized convex loss function is used in the proposed inference procedure. To illustrate the proposed method, we use the Huber loss function and the logistic regression model's negative log-likelihood. In this study, the asymptotic normality of the proposed online debiased Lasso estimators and the bounds of the proposed online Lasso estimators are investigated. To evaluate the performance of the proposed method, extensive simulation studies have been conducted. We provide applications to Nasdaq stock prices and financial distress datasets., Comment: 38 pages, 2 figures

When to initiate treatment on patients is an important problem in many medical studies such as AIDS and cancer. In this article, we formulate the treatment initiation time problem for time-to-event data and propose an optimal individualized regime that determines the best treatment initiation time for individual patients based on their characteristics. Different from existing optimal treatment regimes where treatments are undertaken at a pre-specified time, here new challenges arise from the complicated missing mechanisms in treatment initiation time data and the continuous treatment rule in terms of initiation time. To tackle these challenges, we propose to use restricted mean residual lifetime as a value function to evaluate the performance of different treatment initiation regimes, and develop a nonparametric estimator for the value function, which is consistent even when treatment initiation times are not completely observable and their distribution is unknown. We also establish the asymptotic properties of the resulting estimator in the decision rule and its associated value function estimator. In particular, the asymptotic distribution of the estimated value function is nonstandard, which follows a weighted chi-squared distribution. The finite-sample performance of the proposed method is evaluated by simulation studies and is further illustrated with an application to a breast cancer data.