activity
20162026
most citedEstimating the error variance in a high-dimensional linear model

26 citations · 46 across the 5 of their papers we have counts for

collaborators

6 papers

stat.ME2026

Moment-Based Selection of Multiresponse Linear Mixed-Effects Models

Yifan Chen, Yuedong Wang, Guo Yu

We propose MOMENT (\textbf{MO}ment-Based \textbf{M}ixed-\textbf{E}ffects Selectio\textbf{N} and Es\textbf{T}imation), a stage-wise moment-based framework that exploits second-order…

stat.ME2023★ 2 cited

Sparse Positive-Definite Estimation for Covariance Matrices with Repeated Measurements

Sunpeng Duan, Guo Yu, Juntao Duan +1

Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and…

stat.ME2019★ 6 cited

Controlling Costs: Feature Selection on a Budget

Guo Yu, Daniela Witten, Jacob Bien

The traditional framework for feature selection treats all features as costing the same amount. However, in reality, a scientist often has considerable discretion regarding which v…

stat.ME2019★ 12 cited

Reluctant Interaction Modeling

Guo Yu, Jacob Bien, Ryan Tibshirani

Including pairwise interactions between the predictors of a regression model can produce better predicting models. However, to fit such interaction models on typical data sets in b…

stat.ME2017★ 26 cited

Estimating the error variance in a high-dimensional linear model

Guo Yu, Jacob Bien

The lasso has been studied extensively as a tool for estimating the coefficient vector in the high-dimensional linear model; however, considerably less is known about estimating th…

math.ST2016

Learning Local Dependence In Ordered Data

Guo Yu, Jacob Bien

In many applications, data come with a natural ordering. This ordering can often induce local dependence among nearby variables. However, in complex data, the width of this depende…