相关论文: A multivariate variable selection approach for ana…

Variable selection is recognized as one of the most critical steps in statistical modeling. The problems encountered in engineering and social sciences are commonly characterized by over-abundance of explanatory variables, non-linearities…

Detecting influential features in non-linear and/or high-dimensional data is a challenging and increasingly important task in machine learning. Variable selection methods have thus been gaining much attention as well as post-selection…

Stability selection represents an attractive approach to identify sparse sets of features jointly associated with an outcome in high-dimensional contexts. We introduce an automated calibration procedure via maximisation of an in-house…

Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…

In the field of big data analytics, the search for efficient subdata selection methods that enable robust statistical inferences with minimal computational resources is of high importance. A procedure prior to subdata selection could…

Metabonomics time-course experiments provide the opportunity to understand the changes to an organism by observing the evolution of metabolic profiles in response to internal or external stimuli. Along with other omic longitudinal profiling…

Causal variable selection in time-varying treatment settings is challenging due to evolving confounding effects. Existing methods mainly focus on time-fixed exposures and are not directly applicable to time-varying scenarios. We propose a…

We develop a new method to fit the multivariate response linear regression model that exploits a parametric link between the regression coefficient matrix and the error covariance matrix. Specifically, we assume that the correlations…

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…

Many complex disease syndromes such as asthma consist of a large number of highly related, rather than independent, clinical phenotypes, raising a new technical challenge in identifying genetic variations associated simultaneously with…

We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. The main assumption behind these models is that the response variables are conditionally independent given a latent process…

Mass spectrometry-based metabolomic analysis depends upon the identification of spectral peaks by their mass and retention time. Statistical analysis that follows the identification currently relies on one main peak of each compound.…

Outlying observations can be challenging to handle and adversely affect subsequent analyses, especially in data with increasing dimensional complexity. Although outliers are not always undesired anomalies in the data and may possess…

This work presents an omics-driven modeling pipeline that integrates machine-learning tools to facilitate the dynamic modeling of multiscale biological systems. Random forests and permutation feature importance are proposed to mine omics…

Given the increasing complexity of omics datasets, a key challenge is not only improving classification performance but also enhancing the transparency and reliability of model decisions. Effective model performance and feature selection…

Many data sets consist of variables with an inherent group structure. The problem of group selection has been well studied, but in this paper, we seek to do the opposite: our goal is to select at least one variable from each group in the…

We propose a robust variable selection procedure using a divergence based M-estimator combined with a penalty function. It produces robust estimates of the regression parameters and simultaneously selects the important explanatory…

Along with the desire to address more complex problems, feature selection methods have gained in importance. Feature selection methods can be classified into wrapper method, filter method, and embedded method. Being a powerful embedded…

High-dimensional classification has become an increasingly important problem. In this paper we propose a "Multivariate Adaptive Stochastic Search" (MASS) approach which first reduces the dimension of the data space and then applies a…