On The Problem of Relevance in Statistical Inference
arXiv:2004.09588
Abstract
This paper is dedicated to the "50 Years of the Relevance Problem" - a long-neglected topic that begs attention from practical statisticians who are concerned with the problem of drawing inference from large-scale heterogeneous data.
Revised (much-improved) version. The procedure (including all the datasets) is implemented in the R-package LPRelevance