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

collaborators

Showing 2016Show all

2 papers · 1 filter

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…

stat.ML2016

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 $p$ variables, it is often of interest to go beyond using main linear effects and include interactions as products between individual v…