{"paper":{"title":"Nonregular and Minimax Estimation of Individualized Thresholds in High Dimension with Binary Responses","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ME","stat.ML","stat.TH"],"primary_cat":"math.ST","authors_text":"Huijie Feng, Jiwei Zhao, Yang Ning","submitted_at":"2019-05-26T21:44:07Z","abstract_excerpt":"Given a large number of covariates $Z$, we consider the estimation of a high-dimensional parameter $\\theta$ in an individualized linear threshold $\\theta^T Z$ for a continuous variable $X$, which minimizes the disagreement between $\\text{sign}(X-\\theta^TZ)$ and a binary response $Y$. While the problem can be formulated into the M-estimation framework, minimizing the corresponding empirical risk function is computationally intractable due to discontinuity of the sign function. Moreover, estimating $\\theta$ even in the fixed-dimensional setting is known as a nonregular problem leading to nonstan"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1905.10888","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}