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stat.ME2025
Clustering-based aggregate value regression
Kei Hirose, Hidetoshi Matsui, Hiroki Masuda
In various practical situations, forecasting of aggregate values rather than individual ones is often our main focus. For instance, electricity companies are interested in forecast…
stat.ME2024
Robust and consistent model evaluation criteria in high-dimensional regression
Sumito Kurata, Kei Hirose
Most of the regularization methods such as the LASSO have one (or more) regularization parameter(s), and to select the value of the regularization parameter is essentially equal to…