Related papers: Variable Prioritization in Nonlinear Black Box Met…
In budget-constrained settings aimed at mitigating unfairness, like law enforcement, it is essential to prioritize the sources of unfairness before taking measures to mitigate them in the real world. Unlike previous works, which only serve…
A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…
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…
Collection of genotype data in case-control genetic association studies may often be incomplete for reasons related to genes themselves. This non-ignorable missingness structure, if not appropriately accounted for, can result in…
This paper considers linear model selection when the response is vector-valued and the predictors are randomly observed. We propose a new approach that decouples statistical inference from the selection step in a "post-inference model…
The study emphasizes the challenge of finding the optimal trade-off between bias and variance, especially as hyperparameter optimization increases in complexity. Through empirical analysis, three hyperparameter tuning algorithms…
Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural…
High-throughput data analyses are becoming common in biology, communications, economics and sociology. The vast amounts of data are usually represented in the form of matrices and can be considered as knowledge networks. Spectra-based…
The ability to manipulate complex systems, such as the brain, to modify specific outcomes has far-reaching implications, particularly in the treatment of psychiatric disorders. One approach to designing appropriate manipulations is to…
Variance partitioning methods, which are built upon multivariate statistics, have been widely applied in different taxa and habitats in community ecology. Here, I performed a literature review on the development and application of the…
We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…
Quantitatively predicting phenotype variables by the expression changes in a set of candidate genes is of great interest in molecular biology but it is also a challenging task for several reasons. First, the collected biological…
Variable selection is a procedure to attain the truly important predictors from inputs. Complex nonlinear dependencies and strong coupling pose great challenges for variable selection in high-dimensional data. In addition, real-world…
We derive a novel sensitivity analysis of input variables for predictive epistemic and aleatoric uncertainty. We use Bayesian neural networks with latent variables as a model class and illustrate the usefulness of our sensitivity analysis…
We propose a novel Bayesian approach to the problem of variable selection in multiple linear regression models. In particular, we present a hierarchical setting which allows for direct specification of a-priori beliefs about the number of…
Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…
This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…
We develop a simple and unified framework for nonlinear variable selection that incorporates uncertainty in the prediction function and is compatible with a wide range of machine learning models (e.g., tree ensembles, kernel methods, neural…
We propose a cautious Bayesian variable selection routine by investigating the sensitivity of a hierarchical model, where the regression coefficients are specified by spike and slab priors. We exploit the use of latent variables to…