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Variable selection in high-dimensional space characterizes many contemporary problems in scientific discovery and decision making. Many frequently-used techniques are based on independence screening; examples include correlation ranking…

Methodology · Statistics 2008-12-18 Jianqing Fan , Richard Samworth , Yichao Wu

Identifying important biomarkers that are predictive for cancer patients' prognosis is key in gaining better insights into the biological influences on the disease and has become a critical component of precision medicine. The emergence of…

Methodology · Statistics 2016-03-22 Hyokyoung Grace Hong , Jian Kang , Yi Li

In the field of big data analytics, the search for efficient subdata selection methods that enable robust statistical inferences with minimal computational resources is of high importance. A procedure prior to subdata selection could…

Methodology · Statistics 2024-11-12 Vasilis Chasiotis , Lin Wang , Dimitris Karlis

Standard approaches for variable selection in linear models are not tailored to deal properly with high-dimensional and incomplete data. Currently, methods dedicated to high-dimensional data handle missing values by ad-hoc strategies, like…

Methodology · Statistics 2021-06-09 Avner Bar-Hen , Vincent Audigier

Variable selection is crucial in high-dimensional omics-based analyses, since it is biologically reasonable to assume only a subset of non-noisy features contributes to the data structures. However, the task is particularly hard in an…

Methodology · Statistics 2022-03-22 Emilie Eliseussen , Thomas Fleischer , Valeria Vitelli

Modern biotechnologies often result in high-dimensional data sets with much more variables than observations (n $\ll$ p). These data sets pose new challenges to statistical analysis: Variable selection becomes one of the most important…

Machine Learning · Statistics 2014-11-06 Benjamin Hofner , Luigi Boccuto , Markus Göker

The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…

Statistics Theory · Mathematics 2009-03-02 Nicolai Meinshausen , Bin Yu

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Machine Learning · Computer Science 2025-04-03 Vu Viet Hoang , Hung The Tran , Sunil Gupta , Vu Nguyen

When fitting statistical models, some predictors are often found to be correlated with each other, and functioning together. Many group variable selection methods are developed to select the groups of predictors that are closely related to…

Methodology · Statistics 2021-03-25 Zhiyuan Li

We aim to develop a time series modeling methodology tailored to high-dimensional environments, addressing two critical challenges: variable selection from a large pool of candidates, and the detection of structural break points, where the…

Econometrics · Economics 2025-04-15 Angelo Milfont , Alvaro Veiga

Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…

Machine Learning · Statistics 2022-11-18 Kexuan Li

In various real-world problems, we are presented with classification problems with positive and unlabeled data, referred to as presence-only responses. In this paper, we study variable selection in the context of presence only responses…

Methodology · Statistics 2018-11-01 Hyebin Song , Garvesh Raskutti

The goal of supervised feature selection is to find a subset of input features that are responsible for predicting output values. The least absolute shrinkage and selection operator (Lasso) allows computationally efficient feature selection…

Machine Learning · Statistics 2019-01-07 Makoto Yamada , Wittawat Jitkrittum , Leonid Sigal , Eric P. Xing , Masashi Sugiyama

In many applications, it is of interest to identify a parsimonious set of features, or panel, from multiple candidates that achieves a desired level of performance in predicting a response. This task is often complicated in practice by…

Methodology · Statistics 2025-10-23 B. D. Williamson , Y. Huang

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…

Methodology · Statistics 2010-09-14 Chenlei Leng , Minh Ngoc Tran , David Nott

Variable selection plays an important role in the high-dimensional data analysis. However the high-dimensional data often induces the strongly correlated variables problem. In this paper, we propose Elastic Net procedure for partially…

Methodology · Statistics 2015-07-23 Chunhong Li , Dengxiang Huang , Hongshuai Dai , Xinxing Wei

The search for sample-variable associations is an important problem in the exploratory analysis of high dimensional data. Biclustering methods search for sample-variable associations in the form of distinguished submatrices of the data…

Genomics · Quantitative Biology 2009-10-08 Andrey A. Shabalin , Victor J. Weigman , Charles M. Perou , Andrew B. Nobel

We present a new methodology for simultaneous variable selection and parameter estimation in function-on-scalar regression with an ultra-high dimensional predictor vector. We extend the LASSO to functional data in both the $\textit{dense}$…

Statistics Theory · Mathematics 2016-10-25 Rina Foygel Barber , Matthew Reimherr , Thomas Schill

Incorporation of external information into high-dimensional modeling for gene expression data has been shown, both theoretically and empirically, to substantially enhance performance. Such external information, sometimes referred to as…

Methodology · Statistics 2026-04-17 Fuzhi Xu , Weijuan Liang , Shuangge Ma , Qingzhao Zhang

In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…

Methodology · Statistics 2021-11-16 Xiaotian Dai , Guifang Fu , Randall Reese , Shaofei Zhao , Zuofeng Shang