188 citations · 273 across the 20 of their papers we have counts for
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stat.ME2018★ 1 cited
Objective-Driven Ensembles: Bridging the Gap Between Interpretable Sparsity and Algorithmic Prediction
Anthony Christidis, Stefan Van Aelst, Ruben Zamar
Sparse methods (e.g., Best Subset Selection, Elastic Net) are the standard approach for obtaining interpretable models, but they can suffer from high variance and vulnerability to…
stat.ME2018★ 1 cited
A Stepwise Approach for High-Dimensional Gaussian Graphical Models
Ginette Lafit, Francisco J. Nogales, Marcelo Ruiz +1
We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of…