4 papers · 1 filter
Transfer Learning for Robust Structured Regression with Bi-level Source Detection
Haoming Shi, Yang Feng, Xiaoqian Liu
High-dimensional data in modern applications, such as COVID-19 mortality, often span multiple domains. Leveraging auxiliary information from source domains to improve performance i…
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…
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…
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…