Gian-Andrea Thanei

activity

20162018

most citedRSVP-graphs: Fast High-dimensional Covariance Matrix Estimation under Latent Confounding

4 citations · 4 across the 3 of their papers we have counts for

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math.ST2017

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…

math.ST2016

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 $α_{0}$ in the single index model $E [Y ∣ X] = f_{0} (α_{0}^{T} X)$ with $f_{0}$ the unknown ridge function defined on…