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stat.CO2025
Numerical optimization for the compatibility constant of the lasso
Kei Hirose
The compatibility constant plays an important role in evaluating the prediction error of the lasso in high-dimensional settings. However, the computation of the compatibility const…
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…