2 papers
stat.ME2026
Bridging extrinsic and intrinsic variable importance
Yucheng Zhao, Brian D. Williamson
Variable importance may describe either intrinsic predictive information in a population or extrinsic importance for a fitted prediction rule. Quantifying the uncertainty in variab…
stat.ML2025
Practical considerations for variable screening in the super learner
Brian D. Williamson, Drew King, Ying Huang
Estimating a prediction function is a fundamental component of many data analyses. The super learner ensemble, a particular implementation of stacking, has desirable theoretical pr…