1 citations · 1 across the 2 of their papers we have counts for
3 papers
stat.CO2026
Adaptive Sparse Group Lasso Penalized Quantile Regression via Dual ADMM
Huayan Kou, Yuwen Gu, Yi Lian +2
Sparse penalized quantile regression provides an effective framework for variable selection and robust estimation in high-dimensional data analysis. When ex planatory variables are…
stat.ME2022
Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression
Ziang Niu, Yuwen Gu, Wei Li
The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments an…
stat.ME2021★ 1 cited
A Unified Framework for Regularized Estimating Equations via Fixed-Point and Variational Inequality Problems
Archer Y. Yang, Yue Zhao, Yi Lian +2
Many statistics problems are formulated within an estimating equation framework instead of a minimization framework. However, the regularized estimating equations (REE) have been m…