484 citations · 1.1k across the 13 of their papers we have counts for
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stat.ML2018★ 108 cited
Projective Inference in High-dimensional Problems: Prediction and Feature Selection
Juho Piironen, Markus Paasiniemi, Aki Vehtari
This paper discusses predictive inference and feature selection for generalized linear models with scarce but high-dimensional data. We argue that in many cases one can benefit fro…
stat.AP2018★ 8 cited
Bayesian Estimation of Gaussian Graphical Models with Predictive Covariance Selection
Donald R. Williams, Juho Piironen, Aki Vehtari +1
Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance…