363 citations · 989 across the 32 of their papers we have counts for
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stat.ML2017★ 8 cited
Interpretable Vector AutoRegressions with Exogenous Time Series
Ines Wilms, Sumanta Basu, Jacob Bien +1
The Vector AutoRegressive (VAR) model is fundamental to the study of multivariate time series. Although VAR models are intensively investigated by many researchers, practitioners o…
stat.ML2016★ 14 cited
Non-convex Global Minimization and False Discovery Rate Control for the TREX
Jacob Bien, Irina Gaynanova, Johannes Lederer +1
The TREX is a recently introduced method for performing sparse high-dimensional regression. Despite its statistical promise as an alternative to the lasso, square-root lasso, and s…
stat.ML2009★ 10 cited
Classification by Set Cover: The Prototype Vector Machine
Jacob Bien, Robert Tibshirani
We introduce a new nearest-prototype classifier, the prototype vector machine (PVM). It arises from a combinatorial optimization problem which we cast as a variant of the set cover…