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cs.LG2024
Sparse Covariance Neural Networks
Andrea Cavallo, Zhan Gao, Elvin Isufi
Covariance Neural Networks (VNNs) perform graph convolutions on the covariance matrix of input data to leverage correlation information as pairwise connections. They have achieved…
stat.ME2024
LASSO Inference for High Dimensional Predictive Regressions
Zhan Gao, Ji Hyung Lee, Ziwei Mei +1
LASSO inflicts shrinkage bias on estimated coefficients, which undermines asymptotic normality and invalidates standard inferential procedures based on the t-statistic. Given cross…