Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Flexible variable selection in the presence of missing data   In many applications, it is of interest to identify a parsimonious set of
features, or panel, from multiple candidates that achieves a desired level of
performance in predicting a response. This task is often complicated in
practice by missing data arising from the sampling design or other random
mechanisms. Most recent work on variable selection in missing data contexts
relies in some part on a finite-dimensional statistical model (e.g., a
generalized or penalized linear model). In cases where this model is
misspecified, the selected variables may not all be truly scientifically
relevant and can result in panels with suboptimal classification performance.
To address this limitation, we propose several nonparametric variable selection
algorithms combined with multiple imputation to develop flexible panels in the
presence of missing-at-random data. We outline strategies based on the proposed
algorithms that achieve control of commonly used error rates. Through
simulations, we show that our proposals have good operating characteristics and
result in panels with higher classification performance compared to several
existing penalized regression approaches. Finally, we use the proposed methods
to develop biomarker panels for separating pancreatic cysts with differing
malignancy potential in a setting where complicated missingness in the
biomarkers arose due to limited specimen volumes.

20
The categories of this paper are: acc-phys
27
The categories of this paper are: comp-gas
2
The categories of this paper are: math
23
The categories of this paper are: solv-int
36
The categories of this paper are: cmp-lg
33
The categories of this paper are: plasm-ph
22
The categories of this paper are: chao-dyn
15
The categories of this paper are: nucl-ex
1
The categories of this paper are: cs
25
The categories of this paper are: patt-sol
3
The categories of this paper are: physics
6
The categories of this paper are: astro-ph
13
The categories of this paper are: quant-ph
18
The categories of this paper are: econ
24
The categories of this paper are: dg-ga
14
The categories of this paper are: math-ph