相关论文: Stochastic Stepwise Ensembles for Variable Selecti…

Standard approaches for variable selection in linear models are not tailored to deal properly with high-dimensional and incomplete data. Currently, methods dedicated to high-dimensional data handle missing values by ad-hoc strategies, like…

A central problem in analyzing networks is partitioning them into modules or communities. One of the best tools for this is the stochastic block model, which clusters vertices into blocks with statistically homogeneous pattern of links.…

The ensemble methods are meta-algorithms that combine several base machine learning techniques to increase the effectiveness of the classification. Many existing committees of classifiers use the classifier selection process to determine…

Relevant methods of variable selection have been proposed in model-based clustering and classification. These methods are making use of backward or forward procedures to define the roles of the variables. Unfortunately, these stepwise…

The weighted ensemble (WE) method, an enhanced sampling approach based on periodically replicating and pruning trajectories in a set of parallel simulations, has grown increasingly popular for computational biochemistry problems, due in…

Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate…

In this paper we extend existing Bayesian methods for variable selection in Gaussian process regression, to select both the regression terms and the active covariates in the spatial correlation structure. We then use the estimated posterior…

We propose a novel tree-based ensemble method named Selective Cascade of Residual ExtraTrees (SCORE). SCORE draws inspiration from representation learning, incorporates regularized regression with variable selection features, and utilizes…

Variable selection is of significant importance for classification and regression tasks in machine learning and statistical applications where both predictability and explainability are needed. In this paper, a Copula Entropy (CE) based…

Machine learning techniques always aim to reduce the generalized prediction error. In order to reduce it, ensemble methods present a good approach combining several models that results in a greater forecasting capacity. The Random Machines…

In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…

We develop a new method for stochastic optimization using the Bayesian statistics approach. More precisely, we optimize parameters of chess engines as those data are available to us, but the method should apply to all situations where we…

When fitting statistical models, some predictors are often found to be correlated with each other, and functioning together. Many group variable selection methods are developed to select the groups of predictors that are closely related to…

It is well established that gene expression can be modeled as a Markovian stochastic process and hence proper observables might be subjected to large fluctuations and rare events. Since dynamics is often more than statics, one can work with…

Support vector clustering (SVC) is a versatile clustering technique that is able to identify clusters of arbitrary shapes by exploiting the kernel trick. However, one hurdle that restricts the application of SVC lies in its sensitivity to…

In this paper we describe efficient methods of generation of representative volume elements (RVEs) suitable for producing the samples for analysis of effective properties of composite materials via and for stochastic homogenization. We are…

We introduce the class of multistage stochastic optimization problems with a random number of stages. For such problems, we show how to write dynamic programming equations and detail the Stochastic Dual Dynamic Programming algorithm to…

Many recently introduced enhanced sampling techniques are based on biasing coarse descriptors (collective variables) of a molecular system on the fly. Sometimes the calculation of such collective variables is expensive and becomes a…

We consider joint selection of fixed and random effects in general mixed-effects models. The interpretation of estimated mixed-effects models is challenging since changing the structure of one set of effects can lead to different choices of…

Since the introduction of the Black-Scholes model stochastic processes have played an increasingly important role in mathematical finance. In many cases prices, volatility and other quantities can be modeled using stochastic ordinary…