Related papers: Variable selection in sparse multivariate GLARMA m…

In this paper, we consider the classic measurement error regression scenario in which our independent, or design, variables are observed with several sources of additive noise. We will show that our motivating example's replicated…

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,…

We consider the task of discovering gene regulatory networks, which are defined as sets of genes and the corresponding transcription factors which regulate their expression levels. This can be viewed as a variable selection problem,…

In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping…

Multi-parameter regression (MPR) modelling refers to the approach whereby covariates are allowed to enter the model through multiple distributional parameters simultaneously. This is in contrast to the standard approaches where covariates…

The model interpretation is essential in many application scenarios and to build a classification model with a ease of model interpretation may provide useful information for further studies and improvement. It is common to encounter with a…

We develop a fast algorithm for Kalman Filter applied to the random walk forecast model. The key idea is an efficient representation of the estimate covariance matrix at each time-step as a weighted sum of two contributions - the process…

In this paper we introduce two procedures for variable selection in cluster analysis and classification rules. One is mainly oriented to detect the noisy non-informative variables, while the other deals also with multicolinearity. A…

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

We consider the problem of sparse variable selection in nonparametric additive models, with the prior knowledge of the structure among the covariates to encourage those variables within a group to be selected jointly. Previous works either…

Classification and probability estimation are fundamental tasks with broad applications across modern machine learning and data science, spanning fields such as biology, medicine, engineering, and computer science. Recent development of…

We propose a feature screening method that integrates both feature-feature and feature-target relationships. Inactive features are identified via a penalized minimum Redundancy Maximum Relevance (mRMR) procedure, which is the continuous…

In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and…

This paper considers a distributed detection setup where agents in a network want to detect a time-varying signal embedded in temporally correlated noise. The signal of interest is the impulse response of an ARMA (auto-regressive moving…

Mendelian randomization (MR) is a pivotal tool in genetics, genomics, and epidemiology, leveraging genetic variants as instrumental variables to infer causal relationships between exposures and outcomes. Traditional MR methods, while…

We improve upon the two-stage sparse vector autoregression (sVAR) method in Davis et al. (2016) by proposing an alternative two-stage modified sVAR method which relies on time series graphical lasso to estimate sparse inverse spectral…

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…

In this paper we discuss dynamic ARMA-type regression models for time series taking values in $(0,\infty)$. In the proposed model, the conditional mean is modeled by a dynamic structure containing autoregressive and moving average terms,…

Large-scale biobanks are being collected around the world in efforts to better understand human health and risk factors for disease. They often survey hundreds of thousands of individuals, combining questionnaires with clinical, genetic,…

Radiogenomics is an emerging field in cancer research that combines medical imaging data with genomic data to predict patients clinical outcomes. In this paper, we propose a multivariate sparse group lasso joint model to integrate imaging…