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Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A…

Methodology · Statistics 2016-09-14 Adelchi Azzalini , Hyoung-Moon Kim , Hea-Jung Kim

This paper presents a meta-learning based, automatic distribution system load forecasting model selection framework. The framework includes the following processes: feature extraction, candidate model labeling, offline training, and online…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Yiyan Li , Si Zhang , Rongxing Hu , Ning Lu

Conducting valid statistical analyses is challenging in the presence of missing-not-at-random (MNAR) data, where the missingness mechanism is dependent on the missing values themselves even conditioned on the observed data. Here, we…

Methodology · Statistics 2023-06-13 Anna Guo , Jiwei Zhao , Razieh Nabi

In this paper, we study the challenge of feature selection based on a relatively small collection of sample pairs $\{(x_i, y_i)\}_{1 \leq i \leq m}$. The observations $y_i \in \mathbb{R}$ are thereby supposed to follow a noisy single-index…

Machine Learning · Statistics 2016-12-28 Martin Genzel , Gitta Kutyniok

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

In recommendation systems, the existence of the missing-not-at-random (MNAR) problem results in the selection bias issue, degrading the recommendation performance ultimately. A common practice to address MNAR is to treat missing entries…

Machine Learning · Computer Science 2021-05-21 Qian Li , Xiangmeng Wang , Guandong Xu

Standard practice in Hidden Markov Model (HMM) selection favors the candidate with the highest full-sequence likelihood, although this is equivalent to making a decision based on a single realization. We introduce a \emph{fragment-based}…

Methodology · Statistics 2025-05-01 Carlos M. Hernandez-Suarez , Osval A. Montesinos-López

Feature selection has remained a daunting challenge in machine learning and artificial intelligence, where increasingly complex, high-dimensional datasets demand principled strategies for isolating the most informative predictors. Despite…

Machine Learning · Statistics 2025-12-02 Mousam Sinha , Tirtha Sarathi Ghosh , Ridam Pal

We study parameter estimation in Nonlinear Factor Analysis (NFA) where the generative model is parameterized by a deep neural network. Recent work has focused on learning such models using inference (or recognition) networks; we identify a…

Machine Learning · Statistics 2017-10-18 Rahul G. Krishnan , Dawen Liang , Matthew Hoffman

Feature selection (FS) is a process which attempts to select more informative features. In some cases, too many redundant or irrelevant features may overpower main features for classification. Feature selection can remedy this problem and…

Machine Learning · Computer Science 2013-06-07 A. Nisthana Parveen , H. Hannah Inbarani , E. N. Sathishkumar

Discovering statistically significant patterns from databases is an important challenging problem. The main obstacle of this problem is in the difficulty of taking into account the selection bias, i.e., the bias arising from the fact that…

Machine Learning · Statistics 2016-03-10 Shinya Suzumura , Kazuya Nakagawa , Mahito Sugiyama , Koji Tsuda , Ichiro Takeuchi

We present a novel data-driven strategy to choose the hyperparameter $k$ in the $k$-NN regression estimator without using any hold-out data. We treat the problem of choosing the hyperparameter as an iterative procedure (over $k$) and…

Machine Learning · Statistics 2024-07-18 Yaroslav Averyanov , Alain Celisse

Techniques that explain the predictions of black-box machine learning models are crucial to make the models transparent, thereby increasing trust in AI systems. The input features to the models often have a nested structure that consists of…

Machine Learning · Computer Science 2025-05-26 Yuya Yoshikawa , Masanari Kimura , Ryotaro Shimizu , Yuki Saito

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

Feedforward neural networks (FNNs) can be viewed as non-linear regression models, where covariates enter the model through a combination of weighted summations and non-linear functions. Although these models have some similarities to the…

Methodology · Statistics 2024-05-02 Andrew McInerney , Kevin Burke

Feature selection (FS) is assumed to improve predictive performance and identify meaningful features in high-dimensional datasets. Surprisingly, small random subsets of features (0.02-1%) match or outperform the predictive performance of…

Machine Learning · Computer Science 2025-09-22 Bhavesh Neekhra , Debayan Gupta , Partha Pratim Chakrabarti

In the social sciences, it is often necessary to debias studies and surveys before valid conclusions can be drawn. Debiasing algorithms enable the computational removal of bias using sample weights. However, an issue arises when only a…

Machine Learning · Computer Science 2026-03-03 Tony Hauptmann , Stefan Kramer

Despite the availability of numerous statistical and machine learning tools for joint feature modeling, many scientists investigate features marginally, i.e., one feature at a time. This is partly due to training and convention but also…

Methodology · Statistics 2021-12-01 Jingyi Jessica Li , Yiling Chen , Xin Tong

Motivation: Gene selection has become a common task in most gene expression studies. The objective of such research is often to identify the smallest possible set of genes that can still achieve good predictive performance. The problem of…

This paper introduces and analyzes a procedure called Testing-based forward model selection (TBFMS) in linear regression problems. This procedure inductively selects covariates that add predictive power into a working statistical model…

Statistics Theory · Mathematics 2020-04-07 Damian Kozbur