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stat.ME2023
Model Selection for Exposure-Mediator Interaction
Ruiyang Li, Xi Zhu, Seonjoo Lee
In mediation analysis, the exposure often influences the mediating effect, i.e., there is an interaction between exposure and mediator on the dependent variable. When the mediator…
stat.ME2015
An M-Estimator for Reduced-Rank High-Dimensional Linear Dynamical System Identification
Shaojie Chen, Kai Liu, Yuguang Yang +5
High-dimensional time-series data are becoming increasingly abundant across a wide variety of domains, spanning economics, neuroscience, particle physics, and cosmology. Fitting st…