2 papers
stat.ME2026
Hierarchical forecasting: The role of information
Minh Nguyen, Farshid Vahid, Shanika L Wickramasuriya
In hierarchical forecasting, the process of forecast reconciliation transforms a set of "base" or "raw" forecasts, which do not satisfy the hierarchical aggregation constraints in…
stat.ME2021
Group selection and shrinkage: Structured sparsity for semiparametric additive models
Ryan Thompson, Farshid Vahid
Sparse regression and classification estimators that respect group structures have application to an assortment of statistical and machine learning problems, from multitask learnin…