Related papers: The Holdout Randomization Test for Feature Selecti…
This paper studies model selection for general unit-root time series, including the case with many exogenous predictors. We propose a new model selection algorithm, FHTD, that leverages forward stepwise regression (FSR), a high-dimensional…
Regression trees are a popular machine learning algorithm that fit piecewise constant models by recursively partitioning the predictor space. This paper focuses on statistical inference for a data-dependent model obtained from a fitted…
Feature selection is an important part of building a machine learning model. By eliminating redundant or misleading features from data, the machine learning model can achieve better performance while reducing the demand on com-puting…
In modern high-throughput data analysis, researchers perform a large number of statistical tests, expecting to find perhaps a small fraction of significant effects against a predominantly null background. Higher Criticism (HC) was…
Standardization has been a widely adopted practice in multiple testing, for it takes into account the variability in sampling and makes the test statistics comparable across different study units. However, despite conventional wisdom to the…
Hard thresholding pursuit (HTP) is a recently proposed iterative sparse recovery algorithm which is a result of combination of a support selection step from iterated hard thresholding (IHT) and an estimation step from the orthogonal…
In science and medicine, model interpretations may be reported as discoveries of natural phenomena or used to guide patient treatments. In such high-stakes tasks, false discoveries may lead investigators astray. These applications would…
Probabilistic models learned as density estimators can be exploited in representation learning beside being toolboxes used to answer inference queries only. However, how to extract useful representations highly depends on the particular…
Hybrid controlled trials (HCTs), which augment randomized controlled trials (RCTs) with external controls (ECs), are increasingly receiving attention as a way to address limited power, slow accrual, and ethical concerns in clinical…
The Vehicle Routing Problem (VRP) is a complex optimization problem with numerous real-world applications, mostly solved using metaheuristic algorithms due to its $\mathcal{NP}$-Hard nature. Traditionally, these metaheuristics rely on…
The Horvitz-Thompson (HT) estimator is widely used in survey sampling. However, the variance of the HT estimator becomes large when the inclusion probabilities are highly heterogeneous. To overcome this shortcoming, in this paper, a…
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…
While extensive research has been conducted on high-dimensional data and on regression with left-censored responses, simultaneously addressing these complexities remains challenging, with only a few proposed methods available. In this…
Random Forest has become one of the most popular tools for feature selection. Its ability to deal with high-dimensional data makes this algorithm especially useful for studies in neuroimaging and bioinformatics. Despite its popularity and…
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…
We study the problem of selecting a subset of patients who are unlikely to experience an adverse event within a fixed time horizon by calibrating a screening rule based on a black-box survival model. We consider two complementary,…
Adaptive data analysis has posed a challenge to science due to its ability to generate false hypotheses on moderately large data sets. In general, with non-adaptive data analyses (where queries to the data are generated without being…
Reduced Rank Regression (RRR) is a widely used method for multi-response regression. However, RRR assumes a linear relationship between features and responses. While linear models are useful and often provide a good approximation, many…
Hyper-heuristics are a novel tool. They deal with complex optimization problems where standalone solvers exhibit varied performance. Among such a tool reside selection hyper-heuristics. By combining the strengths of each solver, this kind…
This paper concerns the construction of tests for universal hypothesis testing problems, in which the alternate hypothesis is poorly modeled and the observation space is large. The mismatched universal test is a feature-based technique for…