4 citations · 4 across the 3 of their papers we have counts for
4 papers
RSVP-graphs: Fast High-dimensional Covariance Matrix Estimation under Latent Confounding
Rajen D. Shah, Benjamin Frot, Gian-Andrea Thanei +1
In this work we consider the problem of estimating a high-dimensional covariance matrix , given observations of confounded data with covariance , where…
Random Projections For Large-Scale Regression
Gian-Andrea Thanei, Christina Heinze, Nicolai Meinshausen
Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random proj…
Linear regression estimation in non-linear single index models
Fadoua Balabdaoui, Gian-Andrea Thanei
In this article, we consider the problem of estimating the index parameter in the single index model with the unknown ridge function defined on…
The xyz algorithm for fast interaction search in high-dimensional data
Gian-Andrea Thanei, Nicolai Meinshausen, Rajen D. Shah
When performing regression on a dataset with variables, it is often of interest to go beyond using main linear effects and include interactions as products between individual v…