Robust High-Dimensional Regression with Coefficient Thresholding and its Application to Imaging Data Analysis
This addresses robust regression for high-dimensional data like imaging, with applications in psychiatric disorder analysis, but appears incremental as it combines existing techniques (thresholding and Huber loss).
The authors tackled robust high-dimensional regression in the presence of outliers and complex dependencies, proposing a method using coefficient thresholding and Huber loss, with theoretical guarantees of statistical consistency and computational convergence, and applied it to imaging data analysis.
It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust high-dimensional regression with coefficient thresholding, in which an efficient nonconvex estimation procedure is proposed through a thresholding function and the robust Huber loss. The proposed regularization method accounts for complex dependence structures in predictors and is robust against outliers in outcomes. Theoretically, we analyze rigorously the landscape of the population and empirical risk functions for the proposed method. The fine landscape enables us to establish both {statistical consistency and computational convergence} under the high-dimensional setting. The finite-sample properties of the proposed method are examined by extensive simulation studies. An illustration of real-world application concerns a scalar-on-image regression analysis for an association of psychiatric disorder measured by the general factor of psychopathology with features extracted from the task functional magnetic resonance imaging data in the Adolescent Brain Cognitive Development study.