Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Non-Concave Penalization in Linear Mixed-Effects Models and Regularized
  Selection of Fixed Effects   Mixed-effect models are very popular for analyzing data with a hierarchical
structure, e.g. repeated observations within subjects in a longitudinal design,
patients nested within centers in a multicenter design. However, recently, due
to the medical advances, the number of fixed effect covariates collected from
each patient can be quite large, e.g. data on gene expressions of each patient,
and all of these variables are not necessarily important for the outcome. So,
it is very important to choose the relevant covariates correctly for obtaining
the optimal inference for the overall study. On the other hand, the relevant
random effects will often be low-dimensional and pre-specified. In this paper,
we consider regularized selection of important fixed effect variables in linear
mixed-effects models along with maximum penalized likelihood estimation of both
fixed and random effect parameters based on general non-concave penalties.
Asymptotic and variable selection consistency with oracle properties are proved
for low-dimensional cases as well as for high-dimensionality of non-polynomial
order of sample size (number of parameters is much larger than sample size). We
also provide a suitable computationally efficient algorithm for implementation.
Additionally, all the theoretical results are proved for a general non-convex
optimization problem that applies to several important situations well beyond
the mixed model set-up (like finite mixture of regressions etc.) illustrating
the huge range of applicability of our proposal.

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The categories of this paper are: chem-ph
22
The categories of this paper are: chao-dyn
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The categories of this paper are: plasm-ph
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The categories of this paper are: mtrl-th
29
The categories of this paper are: funct-an
3
The categories of this paper are: physics
5
The categories of this paper are: gr-qc
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The categories of this paper are: alg-geom
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The categories of this paper are: solv-int
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The categories of this paper are: cmp-lg
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The categories of this paper are: acc-phys
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The categories of this paper are: q-alg
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The categories of this paper are: hep-ex
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The categories of this paper are: adap-org
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The categories of this paper are: patt-sol
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The categories of this paper are: nucl-ex