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Simultaneous analysis of gene expression data and genetic variants is highly of interest, especially when the number of gene expressions and genetic variants are both greater than the sample size. Association of both causal genes and…

Methodology · Statistics 2021-10-07 Morteza Amini

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…

Machine Learning · Computer Science 2025-07-08 Jonathan Wenger , Kaiwen Wu , Philipp Hennig , Jacob R. Gardner , Geoff Pleiss , John P. Cunningham

Efforts to decode deep neural networks (DNNs) often involve mapping their predictions back to the input features. Among these methods, Integrated Gradients (IG) has emerged as a significant technique. The selection of appropriate baselines…

Machine Learning · Computer Science 2024-05-21 Shuyang Liu , Zixuan Chen , Ge Shi , Ji Wang , Changjie Fan , Yu Xiong , Runze Wu Yujing Hu , Ze Ji , Yang Gao

Several studies explore inferences based on stochastic volatility (SV) models, taking into account the stylized facts of return data. The common problem is that the latent parameters of many volatility models are high-dimensional and…

Statistical Finance · Quantitative Finance 2018-09-06 T. R. Santos

Feature selection is an essential process in machine learning, especially when dealing with high-dimensional datasets. It helps reduce the complexity of machine learning models, improve performance, mitigate overfitting, and decrease…

Machine Learning · Computer Science 2024-10-10 Egor Kraev , Baran Koseoglu , Luca Traverso , Mohammed Topiwalla

Continuous cardiovascular monitoring can play a key role in precision health. However, some fundamental cardiac biomarkers of interest, including stroke volume and cardiac output, require invasive measurements, e.g., arterial pressure…

A goal of systems biology is to understand the dynamics of intracellular systems. Stochastic chemical kinetic models are often utilized to accurately capture the stochastic nature of these systems due to low numbers of molecules. Collecting…

Computation · Statistics 2015-03-17 Jarad Niemi , Matthew Wheeler

Sparse regularized regression methods are now widely used in genome-wide association studies (GWAS) to address the multiple testing burden that limits discovery of potentially important predictors. Linear mixed models (LMMs) have become an…

Methodology · Statistics 2022-06-27 Julien St-Pierre , Karim Oualkacha , Sahir Rai Bhatnagar

Gaussian processes (GPs) are widely used as distributions of random effects in linear mixed models, which are fit using the restricted likelihood or the closely-related Bayesian analysis. This article addresses two problems. First, we…

Methodology · Statistics 2018-05-04 Maitreyee Bose , James S. Hodges , Sudipto Banerjee

Stochastic volatility (SV) models are nonlinear state-space models that enjoy increasing popularity for fitting and predicting heteroskedastic time series. However, due to the large number of latent quantities, their efficient estimation is…

Computation · Statistics 2021-12-02 Darjus Hosszejni , Gregor Kastner

Current practice in interpretable machine learning often focuses on explaining the final model trained from data, e.g., by using the Shapley additive explanations (SHAP) method. The recently developed Shapley variable importance cloud…

Machine Learning · Computer Science 2022-12-19 Yilin Ning , Mingxuan Liu , Nan Liu

Choosing models from a well-fitted evolved population that generalizes beyond training data is difficult. We introduce a pragmatic method to estimate model complexity using Hessian rank for post-processing selection. Complexity is…

Machine Learning · Computer Science 2025-01-30 Nathan Haut , Zenas Huang , Adam Alessio

Future wireless networks are envisioned to provide ubiquitous sensing services, which also gives rise to a substantial demand for high-dimensional non-convex parameter estimation, i.e., the associated likelihood function is non-convex and…

Signal Processing · Electrical Eng. & Systems 2023-10-10 Zhixiang Hu , An Liu , Minjian Zhao

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

Optimization and Control · Mathematics 2025-10-02 Viktor Stein , Wuchen Li

Detailed dynamical systems' models used in the life sciences may include hundreds of state variables and many input parameters, often with physical meaning. Therefore, efficient and unique input parameter identification, from experimental…

Quantitative Methods · Quantitative Biology 2023-06-29 Harry Saxton , Xu Xu , Ian Halliday , Torsten Schenkel

While pruning methods effectively maintain model performance without extra training costs, they often focus solely on preserving crucial connections, overlooking the impact of pruned weights on subsequent fine-tuning or distillation,…

Computer Vision and Pattern Recognition · Computer Science 2025-04-01 Hyeonjin Kim , Jaejun Yoo

Gaussian process (GP) models are effective non-linear models for numerous scientific applications. However, computation of their hyperparameters can be difficult when there is a large number of training observations (n) due to the O(n^3)…

Computation · Statistics 2024-10-14 Amanda Muyskens , Benjamin W. Priest , Imene R. Goumiri , Michael D. Schneider

The study of biological systems witnessed a pervasive cross-fertilization between experimental investigation and computational methods. This gave rise to the development of new methodologies, able to tackle the complexity of biological…

Computational Engineering, Finance, and Science · Computer Science 2013-10-01 Daniela Besozzi , Giulio Caravagna , Paolo Cazzaniga , Marco Nobile , Dario Pescini , Alessandro Re

We consider the dataset valuation problem, that is, the problem of quantifying the incremental gain, to some relevant pre-defined utility of a machine learning task, of aggregating an individual dataset to others. The Shapley value is a…

Artificial Intelligence · Computer Science 2025-02-25 Felipe Garrido-Lucero , Benjamin Heymann , Maxime Vono , Patrick Loiseau , Vianney Perchet

This paper presents three new computational methods for calculating design sensitivities of statistical moments and reliability of high-dimensional complex systems subject to random input. The first method represents a novel integration of…

Numerical Analysis · Mathematics 2014-02-18 Sharif Rahman , Xuchun Ren
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