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Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…

Methodology · Statistics 2016-12-23 Marbac Matthieu , Sedki Mohammed

Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function…

Statistics Theory · Mathematics 2007-06-13 David R. Hunter , Runze Li

Standard approaches for variable selection in linear models are not tailored to deal properly with high-dimensional and incomplete data. Currently, methods dedicated to high-dimensional data handle missing values by ad-hoc strategies, like…

Methodology · Statistics 2021-06-09 Avner Bar-Hen , Vincent Audigier

Given a pair of multivariate time-series data of the same length and dimensions, an approach is proposed to select variables and time intervals where the two series are significantly different. In applications where one time series is an…

Methodology · Statistics 2024-12-11 Kensuke Mitsuzawa , Margherita Grossi , Stefano Bortoli , Motonobu Kanagawa

The selection of essential variables in logistic regression is vital because of its extensive use in medical studies, finance, economics and related fields. In this paper, we explore four main typologies (test-based, penalty-based,…

Methodology · Statistics 2022-05-17 Souvik Bag , Kapil Gupta , Soudeep Deb

Model-based clustering is a popular approach for clustering multivariate data which has seen applications in numerous fields. Nowadays, high-dimensional data are more and more common and the model-based clustering approach has adapted to…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy

Feature selection is a critical step in the analysis of high-dimensional data, where the number of features often vastly exceeds the number of samples. Effective feature selection not only improves model performance and interpretability but…

Machine Learning · Computer Science 2025-01-27 Raquel Espinosa , Gracia Sánchez , José Palma , Fernando Jiménez

The importance of variable selection for clustering has been recognized for some time, and mixture models are well-established as a statistical approach to clustering. Yet, the literature on variable selection in model-based clustering…

Methodology · Statistics 2024-02-13 Mackenzie R. Neal , Paul D. McNicholas

We propose a new sufficient dimension reduction approach designed deliberately for high-dimensional classification. This novel method is named maximal mean variance (MMV), inspired by the mean variance index first proposed by Cui, Li and…

Methodology · Statistics 2018-12-11 Xin Chen , Jingjing Wu , Zhigang Yao , Jia Zhang

Feature selection and reducing the dimensionality of data is an essential step in data analysis. In this work, we propose a new criterion for feature selection that is formulated as conditional information between features given the labeled…

Machine Learning · Statistics 2019-05-20 Salimeh Yasaei Sekeh , Alfred O. Hero

Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…

Statistics Theory · Mathematics 2023-09-26 Xing Yang , Jianjun Xu

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Variable selection in high-dimensional space characterizes many contemporary problems in scientific discovery and decision making. Many frequently-used techniques are based on independence screening; examples include correlation ranking…

Methodology · Statistics 2008-12-18 Jianqing Fan , Richard Samworth , Yichao Wu

Many problems within personalized medicine and digital health rely on the analysis of continuous-time functional biomarkers and other complex data structures emerging from high-resolution patient monitoring. In this context, this work…

Machine Learning · Statistics 2025-01-14 Marcos Matabuena

Variable selection naturally arises as a useful subject when faced with data with massive predictor space. In addition to the massive dimensionality, the data may be characterized by intra-subject correlation, and cure fraction, which are…

Methodology · Statistics 2025-12-24 Richard Tawiah , Shu Kay Ng , Geoffrey J. McLachlan

Variable elimination is a general technique for constraint processing. It is often discarded because of its high space complexity. However, it can be extremely useful when combined with other techniques. In this paper we study the…

Artificial Intelligence · Computer Science 2011-09-13 J. Larrosa , E. Morancho , D. Niso

Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined…

Methodology · Statistics 2019-04-24 Topi Paananen , Juho Piironen , Michael Riis Andersen , Aki Vehtari

This article introduces a subbagging (subsample aggregating) approach for variable selection in regression within the context of big data. The proposed subbagging approach not only ensures that variable selection is scalable given the…

Methodology · Statistics 2025-03-10 Xian Li , Xuan Liang , Tao Zou

Survey sampling is concerned with the estimation of finite population parameters. In practice, survey data suffer from item nonresponse, which is commonly handled through imputation, i.e., replacing missing values with predicted values. As…

Methodology · Statistics 2026-03-06 Ziming An , Mehdi Dagdoug , David Haziza

We consider the problem of variable selection in high-dimensional sparse additive models. We focus on the case that the components belong to nonparametric classes of functions. The proposed method is motivated by geometric considerations in…

Statistics Theory · Mathematics 2015-02-03 Martin Wahl