3 citations · 4 across the 5 of their papers we have counts for
5 papers
A General Framework of Online Updating Variable Selection for Generalized Linear Models with Streaming Datasets
Xiaoyu Ma, Lu Lin, Yujie Gai
In the research field of big data, one of important issues is how to recover the sequentially changing sets of true features when the data sets arrive sequentially. The paper prese…
On Equivalence of Likelihood Maximization of Stochastic Block Model and Constrained Nonnegative Matrix Factorization
Zhong-Yuan Zhang, Yujie Gai, Yu-Fei Wang +2
Community structures detection in complex network is important for understanding not only the topological structures of the network, but also the functions of it. Stochastic block…
Inference for biased models: a quasi-instrumental variable approach
Lu Lin, Lixing Zhu, Yujie Gai
For linear regression models who are not exactly sparse in the sense that the coefficients of the insignificant variables are not exactly zero, the working models obtained by a var…
Estimation and inference for high-dimensional non-sparse models
Lu Lin, Lixing Zhu, Yujie Gai
To successfully work on variable selection, sparse model structure has become a basic assumption for all existing methods. However, this assumption is questionable as it is hard to…
Adaptive post-Dantzig estimation and prediction for non-sparse "large and small " models
Lu Lin, Lixing Zhu, Yujie Gai
For consistency (even oracle properties) of estimation and model prediction, almost all existing methods of variable/feature selection critically depend on sparsity of models. Howe…