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stat.ME2026
Joint-Sparse Transfer Learning for High-Dimensional Multi-Output Regression
Sunwoo Lim, Mladen Kolar
Multitask linear models can improve estimation and prediction by exploiting structure shared across responses, bridging taskwise fitting and complete pooling. In many applications,…
cs.LG2026
SMART: A Spectral Transfer Approach to Multi-Task Learning
Boxin Zhao, Mladen Kolar, Jinchi Lv
Multi-task learning is effective for related applications, but its performance can deteriorate when the target sample size is small. Transfer learning can borrow strength from rela…
math.ST2026
Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
Percy S. Zhai, Mladen Kolar, Wei Biao Wu
For time series with long-range temporal dependence, inference for covariance and precision matrices is non-trivial. We propose a Berry-Esseen type Gaussian approximation result th…