Related papers: Selective Inference for Latent Block Models
We propose two approaches for selecting variables in latent class analysis (i.e.,mixture model assuming within component independence), which is the common model-based clustering method for mixed data. The first approach consists in…
We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on…
There has been a lot of interest in developing algorithms to extract clusters or communities from networks. This work proposes a method, based on blockmodelling, for leveraging communities and other topological features for use in a…
The linear model, in which a set of observations is assumed to be given by a linear combination of columns of a matrix, has long been the mainstay of the statistics and signal processing literature. One particular challenge for inference…
In this paper, we propose a general framework for combining evidence of varying quality to estimate underlying binary latent variables in the presence of restrictions imposed to respect the scientific context. The resulting algorithms…
The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…
Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…
The stochastic block model is able to generate different network partitions, ranging from traditional assortative communities to disassortative structures. Since the degree-corrected stochastic block model does not specify which mixing…
With the increasing deployment of machine learning models in many socially sensitive tasks, there is a growing demand for reliable and trustworthy predictions. One way to accomplish these requirements is to allow a model to abstain from…
Many latent (factorized) models have been proposed for recommendation tasks like collaborative filtering and for ranking tasks like document or image retrieval and annotation. Common to all those methods is that during inference the items…
We consider the problem of matrix column subset selection, which selects a subset of columns from an input matrix such that the input can be well approximated by the span of the selected columns. Column subset selection has been applied to…
In a linear regression model with random design, we consider a family of candidate models from which we want to select a `good' model for prediction out-of-sample. We fit the models using block shrinkage estimators, and we focus on the…
Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…
We develop tools for selective inference in the setting of group sparsity, including the construction of confidence intervals and p-values for testing selected groups of variables. Our main technical result gives the precise distribution of…
Selective classification, in which models can abstain on uncertain predictions, is a natural approach to improving accuracy in settings where errors are costly but abstentions are manageable. In this paper, we find that while selective…
Grouping structures arise naturally in many statistical modeling problems. Several methods have been proposed for variable selection that respect grouping structure in variables. Examples include the group LASSO and several concave group…
We develop methodology for valid inference after variable selection in logistic regression when the responses are partially observed, that is, when one observes a set of error-prone testing outcomes instead of the true values of the…
Blocking, a special case of rerandomization, is routinely implemented in the design stage of randomized experiments to balance the baseline covariates. This study proposes a regression adjustment method based on the least absolute shrinkage…
Model selection is an indispensable part of data analysis dealing very frequently with fitting and prediction purposes. In this paper, we tackle the problem of model selection in a general linear regression where the parameter matrix…
Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…