ﻻ يوجد ملخص باللغة العربية
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 assigning tumours to a known class is a particularly important example that has received considerable attention in the last ten years. Many of the classification methods proposed recently require some form of dimension-reduction of the problem. These methods provide a single model as an output and, in most cases, rely on the likelihood function in order to achieve variable selection. Results: We propose a prediction-based objective function that can be tailored to the requirements of practitioners and can be used to assess and interpret a given problem. The direct optimization of such a function can be very difficult because the problem is potentially discontinuous and nonconvex. We therefore propose a general procedure for variable selection that resembles importance sampling to explore the feature space. Our proposal compares favorably with competing alternatives when applied to two cancer data sets in that smaller models are obtained for better or at least comparable classification errors. Furthermore by providing a set of selected models instead of a single one, we construct a network of possible models for a target prediction accuracy level.
Isotonic regression is a nonparametric approach for fitting monotonic models to data that has been widely studied from both theoretical and practical perspectives. However, this approach encounters computational and statistical overfitting issues in
Penalized (or regularized) regression, as represented by Lasso and its variants, has become a standard technique for analyzing high-dimensional data when the number of variables substantially exceeds the sample size. The performance of penalized regr
We consider regression in which one predicts a response $Y$ with a set of predictors $X$ across different experiments or environments. This is a common setup in many data-driven scientific fields and we argue that statistical inference can benefit fr
Recently, a so-called E-MS algorithm was developed for model selection in the presence of missing data. Specifically, it performs the Expectation step (E step) and Model Selection step (MS step) alternately to find the minimum point of the observed g
Penalized variable selection for high dimensional longitudinal data has received much attention as accounting for the correlation among repeated measurements and providing additional and essential information for improved identification and predictio