协变量缺失下低假设逻辑回归估计研究

1. 12:00
   arXiv · Statistics Machine Learning

   协变量缺失下的低假设逻辑回归

   论文提出一种协变量缺失且分布未知（但有界）设定下的逻辑回归参数估计方法，基于带新型单调算子的 Z 估计设计随机逼近算法。在协变量完全随机缺失假设下，该算法计算高效并以参数速率实现可证明的信号恢复，其 ℓ2² 风险由缺失模式刻画且支持异质观测概率。

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