2 papers
stat.ME2024
Unified optimal model averaging with a general loss function based on cross-validation
Dalei Yu, Xinyu Zhang, Hua Liang
Studying unified model averaging estimation for situations with complicated data structures, we propose a novel model averaging method based on cross-validation (MACV). MACV unifie…
math.ST2023
Improving tensor regression by optimal model averaging
Qiushi Bu, Hua Liang, Xinyu Zhang +1
Tensors have broad applications in neuroimaging, data mining, digital marketing, etc. CANDECOMP/PARAFAC (CP) tensor decomposition can effectively reduce the number of parameters to…