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math.ST2017
Estimation for the Prediction of Point Processes with Many Covariates
Alessio Sancetta
Estimation of the intensity of a point process is considered within a nonparametric framework. The intensity measure is unknown and depends on covariates, possibly many more than t…
math.ST2016★ 12 cited
Greedy algorithms for prediction
Alessio Sancetta
In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We th…