47 citations · 68 across the 10 of their papers we have counts for
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stat.ME2022
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff
Jose Blanchet, Fernando Hernandez, Viet Anh Nguyen +2
Missing time-series data is a prevalent problem in many prescriptive analytics models in operations management, healthcare and finance. Imputation methods for time-series data are…
stat.ME2018★ 10 cited
Interpretable Sparse Proximate Factors for Large Dimensions
Markus Pelger, Ruoxuan Xiong
This paper proposes sparse and easy-to-interpret proximate factors to approximate statistical latent factors. Latent factors in a large-dimensional factor model can be estimated by…