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Motivation: Although principal component analysis is frequently applied to reduce the dimensionality of matrix data, the method is sensitive to noise and bias and has difficulty with comparability and interpretation. These issues are…

Methodology · Statistics 2012-12-27 Tomokazu Konishi

This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats each regression coefficient in turn as the interest parameter,…

Methodology · Statistics 2022-11-14 Heather S. Battey , Nancy Reid

Many feature subset selection (FSS) algorithms have been proposed, but not all of them are appropriate for a given feature selection problem. At the same time, so far there is rarely a good way to choose appropriate FSS algorithms for the…

Machine Learning · Computer Science 2014-02-05 Guangtao Wang , Qinbao Song , Heli Sun , Xueying Zhang , Baowen Xu , Yuming Zhou

Classic feature selection techniques remove those features that are either irrelevant or redundant, achieving a subset of relevant features that help to provide a better knowledge extraction. This allows the creation of compact models that…

Machine Learning · Computer Science 2020-12-16 Brais Cancela , Verónica Bolón-Canedo , Amparo Alonso-Betanzos , João Gama

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

This paper presents analytical techniques to improve redundancy and relevance assessment for precise selection of features in practical multi-class raw datasets. We propose a matrix-rank based $k$-medoids algorithm that guarantees to output…

Signal Processing · Electrical Eng. & Systems 2021-07-05 Terry Guo , Animesh Dahal , Ambareen Siraj

Feature selection is an important tool to deal with high dimensional data. In unsupervised case, many popular algorithms aim at maintaining the structure of the original data. In this paper, we propose a simple and effective feature…

Machine Learning · Statistics 2020-04-06 Xiaoyun Li , Chengxi Wu , Ping Li

Classification with Costly Features (CwCF) is a classification problem that includes the cost of features in the optimization criteria. Individually for each sample, its features are sequentially acquired to maximize accuracy while…

Machine Learning · Computer Science 2024-07-17 Jaromír Janisch , Tomáš Pevný , Viliam Lisý

Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. The scree test is popular but subjective. The best performing objective methods are recommended on the basis of…

Methodology · Statistics 2015-11-12 A. B. Owen , J. Wang

A first proposal of a sparse and cellwise robust PCA method is presented. Robustness to single outlying cells in the data matrix is achieved by substituting the squared loss function for the approximation error by a robust version. The…

Computation · Statistics 2024-08-29 Pia Pfeiffer , Laura Vana-Gür , Peter Filzmoser

In this work, we consider the problem of robust parameter estimation from observational data in the context of linear structural equation models (LSEMs). LSEMs are a popular and well-studied class of models for inferring causality in the…

Machine Learning · Computer Science 2020-07-15 Karthik Abinav Sankararaman , Anand Louis , Navin Goyal

We propose an algorithm to select parameter subset combinations that can be estimated using an ordinary least-squares (OLS) inverse problem formulation with a given data set. First, the algorithm selects the parameter combinations that…

Methodology · Statistics 2020-04-16 Ariel Cintrón-Arias , H. T. Banks , Alex Capaldi , Alun L. Lloyd

Community detection is a fundamental task in graph analysis, with methods often relying on fitting models like the Stochastic Block Model (SBM) to observed networks. While many algorithms can accurately estimate SBM parameters when the…

Machine Learning · Statistics 2025-06-05 Leonardo Martins Bianco , Christine Keribin , Zacharie Naulet

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Machine Learning · Statistics 2024-08-19 Sarbojit Roy , Malik Shahid Sultan , Hernando Ombao

Feature extraction from persistence diagrams, as a tool to enrich machine learning techniques, has received increasing attention in recent years. In this paper we explore an adaptive methodology to localize features in persistent diagrams,…

Machine Learning · Computer Science 2019-10-16 Luis Polanco , Jose A. Perea

Best subset selection (BSS) is widely known as the holy grail for high-dimensional variable selection. Nevertheless, the notorious NP-hardness of BSS substantially restricts its practical application and also discourages its theoretical…

Methodology · Statistics 2021-08-27 Yongyi Guo , Ziwei Zhu , Jianqing Fan

Feature selection is among the most important components because it not only helps enhance the classification accuracy, but also or even more important provides potential biomarker discovery. However, traditional multivariate methods is…

Computer Vision and Pattern Recognition · Computer Science 2016-05-26 Yilun Wang , Zhiqiang Li , Yifeng Wang , Xiaona Wang , Junjie Zheng , Xujuan Duan , Huafu Chen

The problem of determining the achievable sensitivity with digitization exhibiting minimal complexity is addressed. In this case, measurements are exclusively available in hard-limited form. Assessing the achievable sensitivity via the…

Information Theory · Computer Science 2021-06-11 Manuel S. Stein

Collaborative Filtering (CF) has been successfully used to help users discover the items of interest. Nevertheless, existing CF methods suffer from noisy data issue, which negatively impacts the quality of recommendation. To tackle this…

Information Retrieval · Computer Science 2023-08-29 Huiyuan Chen , Xiaoting Li , Vivian Lai , Chin-Chia Michael Yeh , Yujie Fan , Yan Zheng , Mahashweta Das , Hao Yang

The feasibility of uniquely estimating parameters of dynamical systems from observations is a widely discussed aspect of mathematical modelling. Several approaches have been published for analyzing identifiability. However, they are…

Methodology · Statistics 2017-08-14 Clemens Kreutz
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