2 papers
stat.CO2018
A fast algorithm for computing distance correlation
Arin Chaudhuri, Wenhao Hu
Classical dependence measures such as Pearson correlation, Spearman's , and Kendall's can detect only monotonic or linear dependence. To overcome these limitations, Szekely…
stat.ME2018
Variable selection using pseudo-variables
Wenhao Hu, Eric Laber, Leonard Stefanski
Penalized regression has become a standard tool for model building across a wide range of application domains. Common practice is to tune the amount of penalization to tradeoff bia…