1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2024
Data-Driven Random Projection and Screening for High-Dimensional Generalized Linear Models
Roman Parzer, Peter Filzmoser, Laura Vana-Gür
We address the challenge of correlated predictors in high-dimensional GLMs, where regression coefficients range from sparse to dense, by proposing a data-driven random projection m…
stat.ME2023★ 1 cited
Sparse Data-Driven Random Projection in Regression for High-Dimensional Data
Roman Parzer, Peter Filzmoser, Laura Vana-Gür
We examine the linear regression problem in a challenging high-dimensional setting with correlated predictors where the vector of coefficients can vary from sparse to dense. In thi…