3 papers
stat.ME2024
Factor Importance Ranking and Selection using Total Indices
Chaofan Huang, V. Roshan Joseph
Factor importance measures the impact of each feature on output prediction accuracy. Many existing works focus on the model-based importance, but an important feature in one learni…
stat.ME2023
Enhancing Sample Quality through Minimum Energy Importance Weights
Chaofan Huang, V. Roshan Joseph
Importance sampling is a powerful tool for correcting the distributional mismatch in many statistical and machine learning problems, but in practice its performance is limited by t…
stat.ME2023
Asset Bundling for Wind Power Forecasting
Hanyu Zhang, Mathieu Tanneau, Chaofan Huang +3
The growing penetration of intermittent, renewable generation in US power grids, especially wind and solar generation, results in increased operational uncertainty. In that context…