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Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we propose the use of additive…

Methodology · Statistics 2014-07-31 Avideh Sabeti , Mian Wei , Radu V. Craiu

Deciding which predictors to use plays an integral role in deriving statistical models in a wide range of applications. Motivated by the challenges of predicting events across a telecommunications network, we propose a semi-automated, joint…

Methodology · Statistics 2020-01-10 Aaron Lowther , Paul Fearnhead , Matthew Nunes , Kjeld Jensen

To solve complex real-world problems, heuristics and concept-based approaches can be used in order to incorporate information into the problem. In this study, a concept-based approach called variable functioning Fx is introduced to reduce…

Computational Engineering, Finance, and Science · Computer Science 2022-05-17 Amir H Gandomi , Kalyanmoy Deb , Ronald C Averill , Shahryar Rahnamayan , Mohammad Nabi Omidvar

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2023-12-06 Martin Jankowiak

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

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

Methodology · Statistics 2024-08-15 M-Z. Spyropoulou , J. Hopker , J. E. Griffin

Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…

Machine Learning · Computer Science 2024-10-29 Anna Sokol , Nuno Moniz , Nitesh Chawla

Variable selection over a potentially large set of covariates in a linear model is quite popular. In the Bayesian context, common prior choices can lead to a posterior expectation of the regression coefficients that is a sparse (or nearly…

Methodology · Statistics 2025-12-02 Debamita Kundu , Riten Mitra , Jeremy T. Gaskins

Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Spatial concurrent linear models, in which the model coefficients are spatial processes varying at a local level, are flexible and useful tools for analyzing spatial data. One approach places stationary Gaussian process priors on the…

Applications · Statistics 2012-02-03 Zuofeng Shang , Murray K. Clayton

Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…

Computation · Statistics 2025-02-18 Yiqi Tang , Ryan Martin

In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…

Machine Learning · Statistics 2013-01-16 Hachem Kadri , Philippe Preux , Emmanuel Duflos , Stéphane Canu

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…

Statistics Theory · Mathematics 2024-04-08 Marion Naveau , Guillaume Kon Kam King , Renaud Rincent , Laure Sansonnet , Maud Delattre

In linear models it is common to have situations where several regression coefficients are zero. In these situations a common tool to perform regression is a variable selection operator. One of the most common such operators is the LASSO…

Methodology · Statistics 2019-04-12 Nicolás E. Kuschinski , J. Andrés Christen

Variable selection comprises an important step in many modern statistical inference procedures. In the regression setting, when estimators cannot shrink irrelevant signals to zero, covariates without relationships to the response often…

Statistics Theory · Mathematics 2025-03-28 Ka Long Keith Ho , Hien Duy Nguyen

Motivation: With the growth of big data, variable selection has become one of the major challenges in statistics. Although many methods have been proposed in the literature their performance in terms of recall and precision are limited in a…

We study the problem of adaptive variable selection in a Gaussian white noise model of intensity $\varepsilon$ under certain sparsity and regularity conditions on an unknown regression function $f$. The $d$-variate regression function $f$…

Statistics Theory · Mathematics 2024-03-04 Natalia Stepanova , Marie Turcicova

We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or…

Methodology · Statistics 2007-07-17 Remy Cottet , Robert Kohn , David Nott

In variable selection, a selection rule that prescribes the permissible sets of selected variables (called a "selection dictionary") is desirable due to the inherent structural constraints among the candidate variables. Such selection rules…

Methodology · Statistics 2024-01-17 Guanbo Wang , Mireille E. Schnitzer , Tom Chen , Rui Wang , Robert W. Platt

This article investigates unsupervised classification techniques for categorical multivariate data. The study employs multivariate multinomial mixture modeling, which is a type of model particularly applicable to multilocus genotypic data.…

Statistics Theory · Mathematics 2014-03-11 Dominique Bontemps , Wilson Toussile