Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates

In this article, we propose a robust signal recovery method for high-dimensional linear log-contrast models, when the error distribution could be heavy-tailed and asymmetric. The proposed method is built on the Huber loss with penalization. We establish the and consistency for the resulting estimato...

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Bibliographic Details
Published in:Journal of business & economic statistics 2023-07, Vol.41 (3), p.957-967
Main Authors: Han, Dongxiao, Huang, Jian, Lin, Yuanyuan, Liu, Lei, Qu, Lianqiang, Sun, Liuquan
Format: Article
Language:English
Subjects:
Compositional data
Consistent estimation
Huber loss
Lasso
Support recovery
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Summary:In this article, we propose a robust signal recovery method for high-dimensional linear log-contrast models, when the error distribution could be heavy-tailed and asymmetric. The proposed method is built on the Huber loss with penalization. We establish the and consistency for the resulting estimator. Under conditions analogous to the irrepresentability condition and the minimum signal strength condition, we prove that the signed support of the slope parameter vector can be recovered with high probability. The finite-sample behavior of the proposed method is evaluated through simulation studies, and applications to a GDP satisfaction dataset an HIV microbiome dataset are provided.
ISSN:0735-0015
1537-2707
DOI:10.1080/07350015.2022.2097911