Related papers: A Combined Approach To Detect Key Variables In Thi…
The occurrence of unknown words in texts significantly hinders reading comprehension. To improve accessibility for specific target populations, computational modelling has been applied to identify complex words in texts and substitute them…
High-dimensional complex systems can be studied through multivariate analysis, as Principal Component Analysis, however large samples of observations frequently are needed for it. Here it is examined a method for small samples based on…
Our goal is to provide a review of deep learning methods which provide insight into structured high-dimensional data. Rather than using shallow additive architectures common to most statistical models, deep learning uses layers of…
Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…
Estimating the importance of variables is an essential task in modern machine learning. This help to evaluate the goodness of a feature in a given model. Several techniques for estimating the importance of variables have been developed…
Causal effect estimation is a critical task in statistical learning that aims to find the causal effect on subjects by identifying causal links between a number of predictor (or, explanatory) variables and the outcome of a treatment. In a…
In a standard regression problem, we have a set of explanatory variables whose effect on some response vector is modeled. For wide binary data, such as genetic marker data, we often have two limitations. First, we have more parameters than…
Binomial data with unknown sizes often appear in biological and medical sciences. The previous methods either use the Poisson approximation or the quasi-likelihood approach. A full likelihood approach is proposed by treating unknown sizes…
The selection of essential variables in logistic regression is vital because of its extensive use in medical studies, finance, economics and related fields. In this paper, we explore four main typologies (test-based, penalty-based,…
Mixture models are flexible tools in density estimation and classification problems. Bayesian estimation of such models typically relies on sampling from the posterior distribution using Markov chain Monte Carlo. Label switching arises…
Imbalanced problems can arise in different real-world situations, and to address this, certain strategies in the form of resampling or balancing algorithms are proposed. This issue has largely been studied in the context of classification,…
We propose a new sparse regression method called the component lasso, based on a simple idea. The method uses the connected-components structure of the sample covariance matrix to split the problem into smaller ones. It then solves the…
We present a new data analysis perspective to determine variable importance regardless of the underlying learning task. Traditionally, variable selection is considered an important step in supervised learning for both classification and…
In this paper, we propose a novel method to select significant variables and estimate the corresponding coefficients in multiple-index models with a group structure. All existing approaches for single-index models cannot be extended…
We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…
Active Feature Acquisition is an instance-wise, sequential decision making problem. The aim is to dynamically select which feature to measure based on current observations, independently for each test instance. Common approaches either use…
A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…
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…
In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…
In high-dimensions, many variable selection methods, such as the lasso, are often limited by excessive variability and rank deficiency of the sample covariance matrix. Covariance sparsity is a natural phenomenon in high-dimensional…