activity
20082026
most citedModel Selection Techniques -- An Overview

395 citations · 692 across the 25 of their papers we have counts for

collaborators

26 papers

cs.AI2026

Self-Representation Alignment in Diffusion Models for Video Background Music Generation

Jincheng Zhang, György Fazekas, Charalampos Saitis

Diffusion models have been widely used for various generative tasks. However, recent studies have demonstrated that the internal representations learned in the diffusion models' de…

stat.ME2026

Transporting Trial Evidence Under Posterior Drift and Possible Hidden Confounding

Xilin Mao, Bosen Cui, Yuhong Yang

Randomized trials provide internally valid treatment-effect evidence, but trial participants may not represent the target population. In contrast, observational studies are often c…

stat.ME2026

Assessing Estimate of CATE from Observational Data via an RCT Study

Bosen Cui, Yuhong Yang

Conditional average treatment effects (CATEs) are increasingly estimated from observational data and used to guide policy and individualized treatment decisions. Before such estima…

stat.ME2026

Combining pre-trained models via localized model averaging

Ziwen Gao, Baihua He, Yuhong Yang

Many pre-trained models (PTMs) are available in modern applications. Because different PTMs are often trained on different datasets, their performances can vary substantially for d…

math.ST2025

On a synergistic learning phenomenon in nonparametric domain adaptation

Ling Zhou, Yuhong Yang

Consider nonparametric domain adaptation for regression, which assumes the same conditional distribution of the response given the covariates but different marginal distributions o…

math.ST2023★ 1 cited

On optimality of Mallows model averaging

Jingfu Peng, Yang Li, Yuhong Yang

In the past decades, model averaging (MA) has attracted much attention as it has emerged as an alternative tool to the model selection (MS) statistical approach. Hansen [Econometri…

math.ST2023★ 1 cited

Minimax rates of convergence for nonparametric location-scale models

Bingxin Zhao, Yuhong Yang

This paper studies minimax rates of convergence for nonparametric location-scale models, which include mean, quantile and expectile regression settings. Under Hellinger differentia…

stat.ME2022

Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models

Ze Chen, Jun Liao, Wangli Xu +1

Generalized additive partial linear models (GAPLMs) are appealing for model interpretation and prediction. However, for GAPLMs, the covariates and the degree of smoothing in the no…

stat.ME2022

Variable Importance Based Interaction Modeling with an Application on Initial Spread of COVID-19 in China

Jianqiang Zhang, Ze Chen, Yuhong Yang +1

Interaction selection for linear regression models with both continuous and categorical predictors is useful in many fields of modern science, yet very challenging when the number…

stat.ME2021

Optimal integrating learning for split questionnaire design type data

Cunjie Lin, Jingfu Peng, Yichen Qin +2

In the era of data science, it is common to encounter data with different subsets of variables obtained for different cases. An example is the split questionnaire design (SQD), whi…

econ.EM2021

MinP Score Tests with an Inequality Constrained Parameter Space

Giuseppe Cavaliere, Zeng-Hua Lu, Anders Rahbek +1

Score tests have the advantage of requiring estimation alone of the model restricted by the null hypothesis, which often is much simpler than models defined under the alternative h…

stat.ML2020

To update or not to update? Delayed Nonparametric Bandits with Randomized Allocation

Sakshi Arya, Yuhong Yang

Delayed rewards problem in contextual bandits has been of interest in various practical settings. We study randomized allocation strategies and provide an understanding on how the…

math.CO2019

On joins of a clique and a co-clique as star complements in regular graphs

Yuhong Yang, Jianfeng Wang, Qiongxiang Huang +1

In this paper we consider -regular graphs that admit the vertex set partition such that one of the induced subgraphs is the join of an -vertex clique and a -vertex co-…

stat.ML2019★ 4 cited

Randomized Allocation with Nonparametric Estimation for Contextual Multi-Armed Bandits with Delayed Rewards

Sakshi Arya, Yuhong Yang

We study a multi-armed bandit problem with covariates in a setting where there is a possible delay in observing the rewards. Under some mild assumptions on the probability distribu…

stat.ML2018★ 395 cited

Model Selection Techniques -- An Overview

Jie Ding, Vahid Tarokh, Yuhong Yang

In the era of big data, analysts usually explore various statistical models or machine learning methods for observed data in order to facilitate scientific discoveries or gain pred…

stat.AP2018★ 3 cited

Combining Predictions of Auto Insurance Claims

Chenglong Ye, Lin Zhang, Mingxuan Han +3

This paper aims to better predict highly skewed auto insurance claims by combining candidate predictions. We analyze a version of the Kangaroo Auto Insurance company data and study…

math.ST2018★ 1 cited

High-dimensional Adaptive Minimax Sparse Estimation with Interactions

Chenglong Ye, Yuhong Yang

High-dimensional linear regression with interaction effects is broadly applied in research fields such as bioinformatics and social science. In this paper, we first investigate the…

stat.ME2017★ 2 cited

Model Selection Confidence Sets by Likelihood Ratio Testing

Chao Zheng, Davide Ferrari, Yuhong Yang

The traditional activity of model selection aims at discovering a single model superior to other candidate models. In the presence of pronounced noise, however, multiple models are…

stat.ME2017★ 3 cited

Performance Assessment of High-dimensional Variable Identification

Yanjia Yu, Yi Yang, Yuhong Yang

Since model selection is ubiquitous in data analysis, reproducibility of statistical results demands a serious evaluation of reliability of the employed model selection method, no…

stat.ME2016★ 1 cited

Sparsity Oriented Importance Learning for High-dimensional Linear Regression

Chenglong Ye, Yi Yang, Yuhong Yang

With now well-recognized non-negligible model selection uncertainty, data analysts should no longer be satisfied with the output of a single final model from a model selection proc…

stat.ME2015

Forecast Combination Under Heavy-Tailed Errors

Gang Cheng, Sicong Wang, Yuhong Yang

Forecast combination has been proven to be a very important technique to obtain accurate predictions. In many applications, forecast errors exhibit heavy tail behaviors for various…

math.ST2015★ 2 cited

Bridging AIC and BIC: a new criterion for autoregression

Jie Ding, Vahid Tarokh, Yuhong Yang

We introduce a new criterion to determine the order of an autoregressive model fitted to time series data. It has the benefits of the two well-known model selection techniques, the…

stat.ME2015

On the Forecast Combination Puzzle

Wei Qian, Craig A. Rolling, Gang Cheng +1

It is often reported in forecast combination literature that a simple average of candidate forecasts is more robust than sophisticated combining methods. This phenomenon is usually…

math.ST2012★ 35 cited

Parametric or nonparametric? A parametricness index for model selection

Wei Liu, Yuhong Yang

In model selection literature, two classes of criteria perform well asymptotically in different situations: Bayesian information criterion (BIC) (as a representative) is consistent…