1 citations · 1 across the 1 of their papers we have counts for
3 papers
math.ST2022★ 1 cited
On Measuring Model Complexity in Heteroscedastic Linear Regression
Bo Luan, Yoonkyung Lee, Yunzhang Zhu
Heteroscedasticity is common in real world applications and is often handled by incorporating case weights into a modeling procedure. Intuitively, models fitted with different weig…
math.ST2021
Predictive Model Degrees of Freedom in Linear Regression
Bo Luan, Yoonkyung Lee, Yunzhang Zhu
Overparametrized interpolating models have drawn increasing attention from machine learning. Some recent studies suggest that regularized interpolating models can generalize well.…
stat.ME2019
Cross Validation for Penalized Quantile Regression with a Case-Weight Adjusted Solution Path
Shanshan Tu, Yunzhang Zhu, Yoonkyung Lee +2
Cross validation is widely used for selecting tuning parameters in regularization methods, but it is computationally intensive in general. To lessen its computational burden, appro…