3 papers
stat.ME2020
Nested Model Averaging on Solution Path for High-dimensional Linear Regression
Yang Feng, Qingfeng Liu
We study the nested model averaging method on the solution path for a high-dimensional linear regression problem. In particular, we propose to combine model averaging with regulari…
stat.ME2018
Large-Scale Model Selection with Misspecification
Emre Demirkaya, Yang Feng, Pallavi Basu +1
Model selection is crucial to high-dimensional learning and inference for contemporary big data applications in pinpointing the best set of covariates among a sequence of candidate…
stat.ME2018
Partial Distance Correlation Screening for High Dimensional Time Series
Kashif Yousuf, Yang Feng
High dimensional time series datasets are becoming increasingly common in various fields such as economics, finance, meteorology, and neuroscience. Given this ubiquity of time seri…