2 papers
cs.LG2020
Variable Selection via Thompson Sampling
Yi Liu, Veronika Rockova
Thompson sampling is a heuristic algorithm for the multi-armed bandit problem which has a long tradition in machine learning. The algorithm has a Bayesian spirit in the sense that…
stat.ME2018
Variable Selection with ABC Bayesian Forests
Yi Liu, Veronika Ročková, Yuexi Wang
Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric…