363 citations · 989 across the 32 of their papers we have counts for
Showing 2014 · stat.MEShow all
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stat.ME2014★ 38 cited
High Dimensional Forecasting via Interpretable Vector Autoregression
William B. Nicholson, Ines Wilms, Jacob Bien +1
Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes overparamete…
stat.ME2014★ 3 cited
Sparse Partially Linear Additive Models
Yin Lou, Jacob Bien, Rich Caruana +1
The generalized partially linear additive model (GPLAM) is a flexible and interpretable approach to building predictive models. It combines features in an additive manner, allowing…