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Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite samples is difficult and highly subjective through standard…

Methodology · Statistics 2024-10-30 Conor Murphy , Jonathan A. Tawn , Zak Varty

We consider the problem of high-dimensional classification between the two groups with unequal covariance matrices. Rather than estimating the full quadratic discriminant rule, we propose to perform simultaneous variable selection and…

Machine Learning · Statistics 2021-04-01 Irina Gaynanova , Tianying Wang

This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…

Statistics Theory · Mathematics 2022-12-07 Majid Mojirsheibani , William Pouliot , Andre Shakhbandaryan

In microbiome and genomic studies, the regression of compositional data has been a crucial tool for identifying microbial taxa or genes that are associated with clinical phenotypes. To account for the variation in sequencing depth, the…

Methodology · Statistics 2021-03-11 Pixu Shi , Yuchen Zhou , Anru R. Zhang

We study the problem of lossless feature selection for a $d$-dimensional feature vector $X=(X^{(1)},\dots ,X^{(d)})$ and label $Y$ for binary classification as well as nonparametric regression. For an index set $S\subset \{1,\dots ,d\}$,…

Statistics Theory · Mathematics 2024-11-26 László Györfi , Tamás Linder , Harro Walk

High-dimensional classification is a fundamentally important research problem in high-dimensional data analysis. In this paper, we derive a nonasymptotic rate for the minimax excess misclassification risk when feature dimension…

Statistics Theory · Mathematics 2023-03-07 Shuoyang Wang , Zuofeng Shang

Microarrays are made it possible to simultaneously monitor the expression profiles of thousands of genes under various experimental conditions. Identification of co-expressed genes and coherent patterns is the central goal in microarray or…

Computational Engineering, Finance, and Science · Computer Science 2013-07-15 T. Chandrasekhar , K. Thangavel , E. Elayaraja , E. N. Sathishkumar

A key challenge in machine learning is to design interpretable models that can reduce their inputs to the best subset for making transparent predictions, especially in the clinical domain. In this work, we propose a certifiably optimal…

Artificial Intelligence · Computer Science 2023-10-10 Ricardo Knauer , Erik Rodner

Supervised learning, characterized by both discriminative and generative learning, seeks to predict the values of single (or sometimes multiple) predefined target attributes based on a predefined set of predictor attributes. For…

Machine Learning · Computer Science 2020-11-13 Yuan Jin , Wray Buntine , Francois Petitjean , Geoffrey I. Webb

In many fields, researchers are interested in large and complex biological processes. Two important examples are gene expression and DNA methylation in genetics. One key problem is to identify aberrant patterns of these processes and…

Applications · Statistics 2012-10-03 Matthias Kormaksson , James G. Booth , Maria E. Figueroa , Ari Melnick

Statistical inference from high-dimensional data with low-dimensional structures has recently attracted lots of attention. In machine learning, deep generative modeling approaches implicitly estimate distributions of complex objects by…

Statistics Theory · Mathematics 2022-02-21 Rong Tang , Yun Yang

This paper is devoted to model selection in logistic regression. We extend the model selection principle introduced by Birg\'e and Massart (2001) to logistic regression model. This selection is done by using penalized maximum likelihood…

Statistics Theory · Mathematics 2015-09-01 Marius Kwemou , Marie-Luce Taupin , Anne-Sophie Tocquet

The problem of identifying the most discriminating features when performing supervised learning has been extensively investigated. In particular, several methods for variable selection in model-based classification have been proposed.…

Applications · Statistics 2020-12-16 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

We consider the segmentation problem of univariate distributions from the exponential family with multiple parameters. In segmentation, the choice of the number of segments remains a difficult issue due to the discrete nature of the…

Statistics Theory · Mathematics 2015-03-27 Alice Cleynen , Emilie Lebarbier

Variable selection in high-dimensional scenarios is of great interested in statistics. One application involves identifying differentially expressed genes in genomic analysis. Existing methods for addressing this problem have some limits or…

Methodology · Statistics 2018-06-19 Liuhua Peng , Long Qu , Dan Nettleton

In this work, we explore the theoretical properties of conditional deep generative models under the statistical framework of distribution regression where the response variable lies in a high-dimensional ambient space but concentrates…

Statistics Theory · Mathematics 2026-02-02 Shivam Kumar , Yun Yang , Lizhen Lin

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…

Statistics Theory · Mathematics 2024-04-08 Marion Naveau , Guillaume Kon Kam King , Renaud Rincent , Laure Sansonnet , Maud Delattre

The method of constrained randomisation is applied to three-dimensional simulated galaxy distributions. With this technique we generate for a given data set surrogate data sets which have the same linear properties as the original data…

Astrophysics · Physics 2009-11-07 C. Raeth , W. Bunk , M. Huber , G. Morfill , J. Retzlaff , P. Schuecker

Learning a parametric model from a given dataset indeed enables to capture intrinsic dependencies between random variables via a parametric conditional probability distribution and in turn predict the value of a label variable given…

Machine Learning · Statistics 2024-06-14 Elouan Argouarc'h , François Desbouvries , Eric Barat , Eiji Kawasaki

Threshold selection is a critical issue for extreme value analysis with threshold-based approaches. Under suitable conditions, exceedances over a high threshold have been shown to follow the generalized Pareto distribution (GPD)…

Methodology · Statistics 2018-06-13 Brian Bader , Jun Yan , Xuebin Zhang