2 citations · 4 across the 5 of their papers we have counts for
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stat.CO2020★ 1 cited
Fitting ARMA Time Series Models without Identification: A Proximal Approach
Yin Liu, Sam Davanloo Tajbakhsh
Fitting autoregressive moving average (ARMA) time series models requires model identification before parameter estimation. Model identification involves determining the order of th…
math.OC2020★ 2 cited
A first-order optimization algorithm for statistical learning with hierarchical sparsity structure
Dewei Zhang, Yin Liu, Sam Davanloo Tajbakhsh
In many statistical learning problems, it is desired that the optimal solution conforms to an a priori known sparsity structure represented by a directed acyclic graph. Inducing su…