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This article considers a linear model in a high dimensional data scenario. We propose a process which uses multiple loss functions both to select relevant predictors and to estimate parameters, and study its asymptotic properties. Variable…

Methodology · Statistics 2020-07-01 Guorong Dai , Ursula U. Müller

Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other…

Machine Learning · Statistics 2026-04-17 Chenghui Zheng , Garvesh Raskutti

Feature selection problems have been extensively studied for linear estimation, for instance, Lasso, but less emphasis has been placed on feature selection for non-linear functions. In this study, we propose a method for feature selection…

Machine Learning · Computer Science 2020-07-28 Yutaro Yamada , Ofir Lindenbaum , Sahand Negahban , Yuval Kluger

Missing data imputation forms the first critical step of many data analysis pipelines. The challenge is greatest for mixed data sets, including real, Boolean, and ordinal data, where standard techniques for imputation fail basic sanity…

Methodology · Statistics 2020-06-17 Yuxuan Zhao , Madeleine Udell

We study high-dimensional regression with missing entries in the covariates. A common strategy in practice is to \emph{impute} the missing entries with an appropriate substitute and then implement a standard statistical procedure acting as…

Statistics Theory · Mathematics 2020-01-28 Kabir Aladin Chandrasekher , Ahmed El Alaoui , Andrea Montanari

Ecological Momentary Assessments (EMA) capture real-time thoughts and behaviors in natural settings, producing rich longitudinal data for statistical and physiological analyses. However, the robustness of these analyses can be compromised…

Methodology · Statistics 2023-11-21 Yiheng Wei , Donald Hedeker

Uncertainty estimation in machine learning is paramount for enhancing the reliability and interpretability of predictive models, especially in high-stakes real-world scenarios. Despite the availability of numerous methods, they often pose a…

Computer Vision and Pattern Recognition · Computer Science 2023-08-16 Anton Baumann , Thomas Roßberg , Michael Schmitt

We focus on semiparametric regression that has played a central role in statistics, and exploit the powerful learning ability of deep neural networks (DNNs) while enabling statistical inference on parameters of interest that offers…

Statistics Theory · Mathematics 2025-04-29 Shunxing Yan , Ziyuan Chen , Fang Yao

Many machine learning applications such as in vision, biology and social networking deal with data in high dimensions. Feature selection is typically employed to select a subset of features which im- proves generalization accuracy as well…

Machine Learning · Computer Science 2016-06-15 Yamuna Prasad , Dinesh Khandelwal , K. K. Biswas

Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate…

Methodology · Statistics 2018-11-30 Gyuhyeong Goh , Jae Kwang Kim

This paper introduces a framework for capturing stochasticity of choice probabilities in neural networks, derived from and fully consistent with the Random Utility Maximization (RUM) theory, referred to as RUM-NN. Neural network models show…

Econometrics · Economics 2025-01-10 Niousha Bagheri , Milad Ghasri , Michael Barlow

Feature selection is a critical task in machine learning and statistics. However, existing feature selection methods either (i) rely on parametric methods such as linear or generalized linear models, (ii) lack theoretical false discovery…

Machine Learning · Statistics 2025-07-18 Omar Melikechi , David B. Dunson , Jeffrey W. Miller

High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…

Methodology · Statistics 2026-02-25 Xiaoning Kang , Lulu Kang

Variable selection in linear regression models has been a problem since hypothesis testing began. Which variables to include or exclude from a model is not an easy task. Techniques such as Forward, Back ward, Stepwise Regression…

Methodology · Statistics 2026-05-01 By Riyadh Alrawkan , Edward Boone , Ryad Ghanam , Anton Westveld

Metaheuristic algorithms (MAs) have seen unprecedented growth thanks to their successful applications in fields including engineering and health sciences. In this work, we investigate the use of a deep learning (DL) model as an alternative…

Machine Learning · Computer Science 2019-11-04 Hojjat Rakhshani , Lhassane Idoumghar , Julien Lepagnot , Mathieu Brevilliers

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

Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…

With the rapid development of Deep Learning, more and more applications on the cloud and edge tend to utilize large DNN (Deep Neural Network) models for improved task execution efficiency as well as decision-making quality. Due to memory…

Machine Learning · Computer Science 2024-07-02 Jingran Shen , Nikos Tziritas , Georgios Theodoropoulos

Accurate and early prediction of a disease allows to plan and improve a patient's quality of future life. During pandemic situations, the medical decision becomes a speed challenge in which physicians have to act fast to diagnose and…

Machine Learning · Computer Science 2022-06-09 Pierluigi Costanzo , Kalia Orphanou

Latent factor models are the driving forces of the state-of-the-art recommender systems, with an important insight of vectorizing raw input features into dense embeddings. The dimensions of different feature embeddings are often set to a…

Machine Learning · Computer Science 2020-09-11 Weiyu Cheng , Yanyan Shen , Linpeng Huang