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Automated variable selection is widely applied in statistical model development. Algorithms like forward, backward or stepwise selection are available in statistical software packages like R and SAS. Many researchers have criticized the use…

Methodology · Statistics 2023-06-19 Bernd Engelmann

We propose the variable selection procedure incorporating prior constraint information into lasso. The proposed procedure combines the sample and prior information, and selects significant variables for responses in a narrower region where…

Methodology · Statistics 2011-02-19 Shurong Zheng , Guodong Song , Ning-Zhong Shi

Cellwise outliers are widespread in data and traditional robust methods may fail when applied to datasets under such contamination. We propose a variable selection procedure, that uses a pairwise robust estimator to obtain an initial…

Methodology · Statistics 2023-09-06 Peng Su , Garth Tarr , Samuel Muller

The Lasso has been widely used as a method for variable selection, valued for its simplicity and empirical performance. However, Lasso's selection stability deteriorates in the presence of correlated predictors. Several approaches have been…

Methodology · Statistics 2025-11-05 Mahdi Nouraie , Houying Zhu , Samuel Muller

We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the…

Machine Learning · Statistics 2015-11-17 Matt Wytock , J. Zico Kolter

When fitting statistical models, some predictors are often found to be correlated with each other, and functioning together. Many group variable selection methods are developed to select the groups of predictors that are closely related to…

Methodology · Statistics 2021-03-25 Zhiyuan Li

The regularization approach for variable selection was well developed for a completely observed data set in the past two decades. In the presence of missing values, this approach needs to be tailored to different missing data mechanisms. In…

Methodology · Statistics 2017-07-31 Jiwei Zhao , Yang Yang , Yang Ning

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

Methodology · Statistics 2009-05-16 Nicolai Meinshausen , Peter Buehlmann

Among the most popular variable selection procedures in high-dimensional regression, Lasso provides a solution path to rank the variables and determines a cut-off position on the path to select variables and estimate coefficients. In this…

Methodology · Statistics 2018-06-19 X. Jessie Jeng , Huimin Peng , Wenbin Lu

The problem of identifying the most discriminating features when performing supervised learning has been extensively investigated. In particular, several methods for variable selection in model-based classification have been proposed.…

Applications · Statistics 2020-12-16 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define…

Several clustering methods (e.g., Normalized Cut and Ratio Cut) divide the Min Cut cost function by a cluster dependent factor (e.g., the size or the degree of the clusters), in order to yield a more balanced partitioning. We, instead,…

Machine Learning · Computer Science 2025-02-06 Morteza Haghir Chehreghani

We consider the problem of identifying significant predictors in large data bases, where the response variable depends on the linear combination of explanatory variables through an unknown link function, corrupted with the noise from the…

Methodology · Statistics 2019-11-19 Wojciech Rejchel , Malgorzata Bogdan

The literature on clustering for continuous data is rich and wide; differently, that one developed for categorical data is still limited. In some cases, the problem is made more difficult by the presence of noise variables/dimensions that…

Methodology · Statistics 2015-04-14 Monia Ranalli , Roberto Rocci

We consider clustering in group decision making where the opinions are given by pairwise comparison matrices. In particular, the k-medoids model is suggested to classify the matrices since it has a linear programming problem formulation…

Optimization and Control · Mathematics 2025-04-17 Kolos Csaba Ágoston , Sándor Bozóki , László Csató

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

We extend the knockoffs method for selecting predictors to clustered data (cross-sectional or repeated measures). In the setting of clustered data, variable selection is complex because some predictors are measured at the observation level…

Methodology · Statistics 2026-02-24 Silvia Bacci , Leonardo Grilli , Carla Rampichini

In many applications of X-ray computed tomography, an unsupervised segmentation of the reconstructed 3D volumes forms an important step in the image processing chain for further investigation of the digitized object. Therefore, the goal is…

Computer Vision and Pattern Recognition · Computer Science 2023-03-09 Thomas Lang

Variable selection plays a fundamental role in high-dimensional data analysis. Various methods have been developed for variable selection in recent years. Well-known examples are forward stepwise regression (FSR) and least angle regression…

Methodology · Statistics 2018-02-01 Siliang Gong , Kai Zhang , Yufeng Liu

We propose a method for variable selection in discriminant analysis with mixed categorical and continuous variables. This method is based on a criterion that permits to reduce the variable selection problem to a problem of estimating…

Statistics Theory · Mathematics 2017-03-14 Alban Mbina Mbina , Guy Martial Nkiet , Fulgence Eyi Obiang