Related papers: Fast Selection of Spectral Variables with B-Spline…
Standard approaches to tackle high-dimensional supervised classification problem often include variable selection and dimension reduction procedures. The novel methodology proposed in this paper combines clustering of variables and feature…
This paper considers the problem of variable selection in regression models in the case of functional variables that may be mixed with other type of variables (scalar, multivariate, directional, etc.). Our proposal begins with a simple null…
While achieving high prediction accuracy is a fundamental goal in machine learning, an equally important task is finding a small number of features with high explanatory power. One popular selection technique is permutation importance,…
In the last decade, simplified vine copula models have been an active area of research. They build a high dimensional probability density from the product of marginals densities and bivariate copula densities. Besides parametric models,…
We consider the problem of simultaneous variable selection and constant coefficient identification in high-dimensional varying coefficient models based on B-spline basis expansion. Both objectives can be considered as some type of model…
In this paper, we present a nonlinear least-squares fitting algorithm using B-splines with free knots. Since its performance strongly depends on the initial estimation of the free parameters (i.e. the knots), we also propose a fast and…
Nonlinear Mixed effects models are hidden variables models that are widely used in many fields such as pharmacometrics. In such models, the distribution characteristics of hidden variables can be specified by including several parameters…
Variable selection for recovering sparsity in nonadditive nonparametric models has been challenging. This problem becomes even more difficult due to complications in modeling unknown interaction terms among high dimensional variables. There…
We present a new variable selection method based on model-based gradient boosting and randomly permuted variables. Model-based boosting is a tool to fit a statistical model while performing variable selection at the same time. A drawback of…
We consider the problem of selecting a small subset of representative variables from a large dataset. In the computer science literature, this dimensionality reduction problem is typically formalized as Column Subset Selection (CSS).…
Line-by-line calculations are becoming the standard procedure for carrying spectral simulations. However, it is important to insure the accuracy of such spectral simulations through the choice of adapted models for the simulation of key…
We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…
We propose a flexible nonparametric regression method for ultrahigh-dimensional data. As a first step, we propose a fast screening method based on the favored smoothing bandwidth of the marginal local constant regression. Then, an iterative…
In many applications, it is of interest to identify a parsimonious set of features, or panel, from multiple candidates that achieves a desired level of performance in predicting a response. This task is often complicated in practice by…
The determination of efficient collective variables is crucial to the success of many enhanced sampling methods. As inspired by previous discrimination approaches, we first collect a set of data from the different metastable basins. The…
Two popular variable screening methods under the ultra-high dimensional setting with the desirable sure screening property are the sure independence screening (SIS) and the forward regression (FR). Both are classical variable screening…
We consider the problem of bandwidth selection by cross-validation from a sequential point of view in a nonparametric regression model. Having in mind that in applications one often aims at estimation, prediction and change detection…
Enhanced sampling simulations make the computational study of rare events feasible. A large family of such methods crucially depends on the definition of some collective variables (CVs) that could provide a low-dimensional representation of…
Understanding the behavior of complex molecular systems is a fundamental problem in physical chemistry. To describe the long-time dynamics of such systems, which is responsible for their most informative characteristics, we can identify a…
A data analysis pipeline is a structured sequence of steps that transforms raw data into meaningful insights by integrating various analysis algorithms. In this paper, we propose a novel statistical test to assess the significance of data…