1.1k citations · 1.5k across the 13 of their papers we have counts for
13 papers
BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data
Min Zhou, Mingwei Dai, Yuan Yao +3
Detecting interaction effects among predictors on the response variable is a crucial step in various applications. In this paper, we first propose a simple method for sure screenin…
Fast Inference Procedures for Semivarying Coefficient Models via Local Averaging
Heng Peng, Chuanlong Xie, Jingxin Zhao
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimate…
BIVAS: A scalable Bayesian method for bi-level variable selection with applications
Mingxuan Cai, Mingwei Dai, Jingsi Ming +3
In this paper, we consider a Bayesian bi-level variable selection problem in high-dimensional regressions. In many practical situations, it is natural to assign group membership to…
Varying Coefficient Panel Data Model with Interactive Fixed Effects
Sanying Feng, Gaorong Li, Heng Peng +1
In this paper, we propose a varying coefficient panel data model with unobservable multiple interactive fixed effects that are correlated with the regressors. We approximate each c…
Unsupervised Learning of Mixture Regression Models for Longitudinal Data
Peirong Xu, Heng Peng, Tao Huang
This paper is concerned with learning of mixture regression models for individuals that are measured repeatedly. The adjective "unsupervised" implies that the number of mixing comp…
Estimation of Partially Linear Regression Model under Partial Consistency Property
Xia Cui, Ying Lu, Heng Peng
In this paper, utilizing recent theoretical results in high dimensional statistical modeling, we propose a model-free yet computationally simple approach to estimate the partially…