130 citations · 289 across the 21 of their papers we have counts for
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stat.CO2015
Penalized estimation in large-scale generalized linear array models
Adam Lund, Martin Vincent, Niels Richard Hansen
Large-scale generalized linear array models (GLAMs) can be challenging to fit. Computation and storage of its tensor product design matrix can be impossible due to time and memory…
stat.CO2013
Nonparametric likelihood based estimation of linear filters for point processes
Niels Richard Hansen
We consider models for multivariate point processes where the intensity is given nonparametrically in terms of functions in a reproducing kernel Hilbert space. The likelihood funct…