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stat.ME2026
Compressed Bayesian Tensor Regression
Roberto Casarin, Radu Craiu, Qing Wang
To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued co…
stat.ME2024
Markov Switching Multiple-equation Tensor Regressions
Roberto Casarin, Radu Craiu, Qing Wang
We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional cov…