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The problem of statistical learning is to construct a predictor of a random variable $Y$ as a function of a related random variable $X$ on the basis of an i.i.d. training sample from the joint distribution of $(X,Y)$. Allowable predictors…

Information Theory · Computer Science 2016-11-15 Maxim Raginsky

Latent or unobserved phenomena pose a significant difficulty in data analysis as they induce complicated and confounding dependencies among a collection of observed variables. Factor analysis is a prominent multivariate statistical modeling…

Methodology · Statistics 2020-06-22 Armeen Taeb , Venkat Chandrasekaran

Feature selection is important in data representation and intelligent diagnosis. Elastic net is one of the most widely used feature selectors. However, the features selected are dependant on the training data, and their weights dedicated…

Machine Learning · Computer Science 2021-01-01 Shaode Yu , Haobo Chen , Hang Yu , Zhicheng Zhang , Xiaokun Liang , Wenjian Qin , Yaoqin Xie , Ping Shi

Sensor selection is an important design problem in large-scale sensor networks. Sensor selection can be interpreted as the problem of selecting the best subset of sensors that guarantees a certain estimation performance. We focus on…

Information Theory · Computer Science 2018-05-08 Sundeep Prabhakar Chepuri , Geert Leus

Machine learning models usually assume that a set of feature values used to obtain an output is fixed in advance. However, in many real-world problems, a cost is associated with measuring these features. To address the issue of reducing…

Machine Learning · Computer Science 2025-03-13 Katsumi Takahashi , Koh Takeuchi , Hisashi Kashima

Pattern analysis often requires a pre-processing stage for extracting or selecting features in order to help the classification, prediction, or clustering stage discriminate or represent the data in a better way. The reason for this…

Machine Learning · Computer Science 2019-05-09 Benyamin Ghojogh , Maria N. Samad , Sayema Asif Mashhadi , Tania Kapoor , Wahab Ali , Fakhri Karray , Mark Crowley

Hidden variable graphical models can sometimes imply constraints on the observable distribution that are more complex than simple conditional independence relations. These observable constraints can falsify assumptions of the model that…

Methodology · Statistics 2026-05-12 Michael C. Sachs , Erin E. Gabriel , Robin J. Evans , Arvid Sjölander

Feature selection is an important task in many problems occurring in pattern recognition, bioinformatics, machine learning and data mining applications. The feature selection approach enables us to reduce the computation burden and the…

Machine Learning · Computer Science 2016-08-30 Hadi Zare , Mojtaba Niazi

Detecting influential features in non-linear and/or high-dimensional data is a challenging and increasingly important task in machine learning. Variable selection methods have thus been gaining much attention as well as post-selection…

Statistics Theory · Mathematics 2021-06-18 Tobias Freidling , Benjamin Poignard , Héctor Climente-González , Makoto Yamada

Motivation: Gene selection has become a common task in most gene expression studies. The objective of such research is often to identify the smallest possible set of genes that can still achieve good predictive performance. The problem of…

Sparse estimation methods capable of tolerating outliers have been broadly investigated in the last decade. We contribute to this research considering high-dimensional regression problems contaminated by multiple mean-shift outliers which…

Methodology · Statistics 2025-10-21 Luca Insolia , Ana Kenney , Francesca Chiaromonte , Giovanni Felici

Machine learning methods are used to discover complex nonlinear relationships in biological and medical data. However, sophisticated learning models are computationally unfeasible for data with millions of features. Here we introduce the…

The goal of feature selection is to choose the optimal subset of features for a recognition task by evaluating the importance of each feature, thereby achieving effective dimensionality reduction. Currently, proposed feature selection…

Machine Learning · Computer Science 2024-02-27 Zhenxing Zhang , Jun Ge , Zheng Wei , Chunjie Zhou , Yilei Wang

Data science projects often involve various machine learning (ML) methods that depend on data, code, and models. One of the key activities in these projects is the selection of a model or algorithm that is appropriate for the data analysis…

Machine Learning · Computer Science 2023-11-27 Cristina Tavares , Nathalia Nascimento , Paulo Alencar , Donald Cowan

One limitation of the most statistical/machine learning-based variable selection approaches is their inability to control the false selections. A recently introduced framework, model-x knockoffs, provides that to a wide range of models but…

Machine Learning · Statistics 2025-09-03 Deniz Koyuncu , Alex Gittens , Bülent Yener

In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and…

Statistics Theory · Mathematics 2008-12-18 Runze Li , Hua Liang

Shrinkage estimators that possess the ability to produce sparse solutions have become increasingly important to the analysis of today's complex datasets. Examples include the LASSO, the Elastic-Net and their adaptive counterparts.…

Methodology · Statistics 2017-02-09 Hongmei Liu , J. Sunil Rao

Estimation problems with constrained parameter spaces arise in various settings. In many of these problems, the observations available to the statistician can be modelled as arising from the noisy realization of the image of a random linear…

Statistics Theory · Mathematics 2023-03-23 Reese Pathak , Martin J. Wainwright , Lin Xiao

We consider a circular deconvolution problem, in which the density $f$ of a circular random variable $X$ must be estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y$ of $X$. The additive measurement error is…

Statistics Theory · Mathematics 2013-12-11 Jan Johannes , Maik Schwarz

We study non-parametric estimation of choice models, which were introduced to alleviate unreasonable assumptions in traditional parametric models, and are prevalent in several application areas. Existing literature focuses only on the…

Optimization and Control · Mathematics 2020-08-07 Nam Ho-Nguyen , Fatma Kilinc-Karzan
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