variable-selection
Best Subset Selection algorithm for Regression, Classification, Count, Survival analysis
Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python
Subset selection with maximum diversity.
Topological data analytic approach for discovering biophysical signatures in protein dynamics
Source Code for Paper "Bayesian MI-LASSO for variable selection on multiply-imputed data" (Arxiv: https://arxiv.org/abs/2211.00114)
