237 citations · 478 across the 28 of their papers we have counts for
5 papers · 1 filter
ARMAr-LASSO: Mitigating the Impact of Predictor Serial Correlation on the LASSO
Simone Tonini, Francesca Chiaromonte, Alessandro Giovannelli
We explore estimation and forecast accuracy for sparse linear models, focusing on scenarios where both predictors and errors carry serial correlations. We establish a clear link be…
On the Impact of Serial Dependence on Penalized Regression Methods
Simone Tonini, Francesca Chiaromonte, Alessandro Giovannelli
This paper characterizes the impact of covariate serial dependence on the non-asymptotic estimation error bound of penalized regressions (PRs). Focusing on the direct relationship…
Composite likelihood inference in a discrete latent variable model for two-way "clustering-by-segmentation" problems
Francesco Bartolucci, Francesca Chiaromonte, Prabhani Kuruppumullage Don +1
We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observ…
A general theory for nonlinear sufficient dimension reduction: Formulation and estimation
Kuang-Yao Lee, Bing Li, Francesca Chiaromonte
In this paper we introduce a general theory for nonlinear sufficient dimension reduction, and explore its ramifications and scope. This theory subsumes recent work employing reprod…
Contour regression: A general approach to dimension reduction
Bing Li, Hongyuan Zha, Francesca Chiaromonte
We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of small variation in the response. These directions span the or…