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This paper proposes an adaptive random experiment design (ARED) algorithm that can be applied to optimize the multiple factors and levels experiments. The algorithm takes real-time model error as the adaptive condition, and outputs a model…

Signal Processing · Electrical Eng. & Systems 2020-09-01 Zhou Qiao , Duan Xiaochang , Tang Wei

In order to cluster or partition data, we often use Expectation-and-Maximization (EM) or Variational approximation with a Gaussian Mixture Model (GMM), which is a parametric probability density function represented as a weighted sum of…

Machine Learning · Computer Science 2013-07-04 Ji Won Yoon

In this article, we discuss two specific classes of models - Gaussian Mixture Copula models and Mixture of Factor Analyzers - and the advantages of doing inference with gradient descent using automatic differentiation. Gaussian mixture…

Computation · Statistics 2018-12-17 Siva Rajesh Kasa , Vaibhav Rajan

In recent years, numerous graph generative models (GGMs) have been proposed. However, evaluating these models remains a considerable challenge, primarily due to the difficulty in extracting meaningful graph features that accurately…

Machine Learning · Computer Science 2025-03-18 Chengen Wang , Murat Kantarcioglu

Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability density function. The performance of IS heavily depends on the appropriate selection of…

Computation · Statistics 2023-06-22 Víctor Elvira , Emilie Chouzenoux , Ömer Deniz Akyildiz , Luca Martino

Factorization machine (FM) is a prevalent approach to modeling pairwise (second-order) feature interactions when dealing with high-dimensional sparse data. However, on the one hand, FM fails to capture higher-order feature interactions…

Machine Learning · Computer Science 2025-02-24 Shu Wu , Zekun Li , Yunyue Su , Zeyu Cui , Xiaoyu Zhang , Liang Wang

Feature or variable selection is a problem inherent to large data sets. While many methods have been proposed to deal with this problem, some can scale poorly with the number of predictors in a data set. Screening methods scale linearly…

Methodology · Statistics 2023-01-09 Naveed Merchant , Jeffrey D. Hart

Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques, such as Markov chain Monte Carlo (MCMC) and particle filters, have become very popular in signal processing over the last years. However, in many…

Computation · Statistics 2012-05-29 Luca Martino , Joaquin Miguez

Instrumental variable analysis is a powerful tool for estimating causal effects when randomization or full control of confounders is not possible. The application of standard methods such as 2SLS, GMM, and more recent variants are…

Machine Learning · Statistics 2020-06-08 Andrew Bennett , Nathan Kallus , Tobias Schnabel

We consider clustering based on significance tests for Gaussian Mixture Models (GMMs). Our starting point is the SigClust method developed by Liu et al. (2008), which introduces a test based on the k-means objective (with k = 2) to decide…

Methodology · Statistics 2019-10-08 Purvasha Chakravarti , Sivaraman Balakrishnan , Larry Wasserman

Classifier ensembles are pattern recognition structures composed of a set of classification algorithms (members), organized in a parallel way, and a combination method with the aim of increasing the classification accuracy of a…

Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covariance matrix $\Sigma$ of the random vector as the sum of a…

Optimization and Control · Mathematics 2017-08-02 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

Limited by cognitive abilities, decision-makers (DMs) may struggle to evaluate decision alternatives based on all criteria in multiple criteria decision-making problems. This paper proposes an embedded criteria selection method derived from…

Optimization and Control · Mathematics 2025-06-10 Kun Zhou , Zaiwu Gong , Guo Wei , Roman Slowinski

Gathering observational data for medical decision-making often involves uncertainties arising from both type I (false positive)and type II (false negative) errors. In this work, we develop a statistical model to study how medical…

Applications · Statistics 2025-10-21 Lucas Böttcher , Maria R. D'Orsogna , Tom Chou

Screening methods are useful tools for variable selection in regression analysis when the number of predictors is much larger than the sample size. Factor analysis is used to eliminate multicollinearity among predictors, which improves the…

Methodology · Statistics 2025-10-28 Shuntaro Tanaka , Hidetoshi Matsui

The Dantzig selector is a widely used and effective method for variable selection in ultra-high-dimensional data. Feature splitting is an efficient processing technique that involves dividing these ultra-high-dimensional variable datasets…

Computation · Statistics 2025-04-04 Xiaofei Wu , Yue Chao , Rongmei Liang , Shi Tang , Zhiming Zhang

For complex diseases, the interactions between genetic and environmental risk factors can have important implications beyond the main effects. Many of the existing interaction analyses conduct marginal analysis and cannot accommodate the…

Methodology · Statistics 2016-05-31 Yangguang Zang , Yinjun Zhao , Qingzhao Zhang , Hao Chai , Sanguo Zhang , Shuangge Ma

A mixed data frame (MDF) is a table collecting categorical, numerical and count observations. The use of MDF is widespread in statistics and the applications are numerous from abundance data in ecology to recommender systems. In many cases,…

Methodology · Statistics 2019-03-27 Geneviève Robin , Olga Klopp , Julie Josse , Éric Moulines , Robert Tibshirani

Model-based clustering is widely used for identifying and distinguishing types of diseases. However, modern biomedical data coming with high dimensions make it challenging to perform the model estimation in traditional cluster analysis. The…

Methodology · Statistics 2025-07-22 Kazeem Kareem , Fan Dai

Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other relevant factors, influences decision-making. Currently,…

Methodology · Statistics 2024-11-20 Dae Woong Ham , Kosuke Imai , Lucas Janson