27 citations · 40 across the 2 of their papers we have counts for
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stat.ME2011★ 13 cited
Autoregressive Models for Variance Matrices: Stationary Inverse Wishart Processes
Emily B. Fox, Mike West
We introduce and explore a new class of stationary time series models for variance matrices based on a constructive definition exploiting inverse Wishart distribution theory. The m…
stat.ME2007★ 27 cited
The Use of Unlabeled Data in Predictive Modeling
Feng Liang, Sayan Mukherjee, Mike West
The incorporation of unlabeled data in regression and classification analysis is an increasing focus of the applied statistics and machine learning literatures, with a number of re…