2 citations · 2 across the 4 of their papers we have counts for
4 papers
balnet: Pathwise Estimation of Covariate Balancing Propensity Scores
Erik Sverdrup, Trevor Hastie
We present balnet, an R package for scalable pathwise estimation of covariate balancing propensity scores via logistic covariate balancing loss functions. Regularization paths are…
A Fast Coordinate Descent Method for High-Dimensional Non-Negative Least Squares using a Unified Sparse Regression Framework
James Yang, Trevor Hastie
We develop theoretical results that establish a connection across various regression methods such as the non-negative least squares, bounded variable least squares, simplex constra…
A Fast and Scalable Pathwise-Solver for Group Lasso and Elastic Net Penalized Regression via Block-Coordinate Descent
James Yang, Trevor Hastie
We develop fast and scalable algorithms based on block-coordinate descent to solve the group lasso and the group elastic net for generalized linear models along a regularization pa…
The mosaic permutation test: an exact and nonparametric goodness-of-fit test for factor models
Asher Spector, Rina Foygel Barber, Trevor Hastie +2
Financial firms often rely on fundamental factor models to explain correlations among asset returns and manage risk. Yet after major events, e.g., COVID-19, analysts may reassess w…