Calibrated Derivative-Process Sensitivity for Gaussian-Process Variable Selection (Q7362014)

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    Calibrated Derivative-Process Sensitivity for Gaussian-Process Variable Selection
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      Calibrated Derivative-Process Sensitivity for Gaussian-Process Variable Selection (English)
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      27 September 2026
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      stat.ML
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      cs.LG
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      math.NA
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      Jia Cai
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      We present an adaptive, calibrated method for variable selection via the derivative process of a Gaussian-process model: we use a studentized multiplier bootstrap to transform uncalibrated derivatives into valid p-values and obtain family-wise and false-discovery-rate control.
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      Gaussian Process
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      Variable Selection
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      Derivative Sensitivity
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      Bootstrap
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