There are many methods of scoring the importance variables in prediction a response but not much is known about their accuracy. This paper partially fills gap by introducing new method based on GUIDE algorithm and comparing it with 11 existing methods. For data without missing values, eight shown to give biased scores that too high or low, depending type (ordinal, binary nominal) whether they d...

Many statistical problems involve the learning of an importance/effect of a variable for predicting an outcome of interest based on observing a sample of n independent and identically distributed observations on a list of input variables and an outcome. For example, though prediction/machine learning is, in principle, concerned with learning the optimal unknown mapping from input variables to a...

A frequently encountered challenge in high-dimensional regression is the detection of relevant variables. Variable selection suffers from instability and the power to detect relevant variables is typically low if predictor variables are highly correlated. When taking the multiplicity of the testing problem into account, the power diminishes even further. To gain power and insight, it can be adv...

Decision trees and random forests are well established models that not only offer good predictive performance, but also provide rich feature importance information. While practitioners often employ variable importance methods that rely on this impurity-based information, these methods remain poorly characterized from a theoretical perspective. We provide novel insights into the performance of t...

Causal inference in cue combination is to decide whether the cues have a single cause or multiple causes. Although the Bayesian causal inference model explains the problem of causal inference in cue combination successfully, how causal inference in cue combination could be implemented by neural circuits, is unclear. The existing method based on calculating log posterior ratio with variable elim...

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood, using samples from the variational posterior to compute the required gradients. Recently, Burda et al. (2015) have derived a tighter lower bound using a multi-s...