11 citations · 19 across the 3 of their papers we have counts for
3 papers
stat.ML2023
Online Linearized LASSO
Shuoguang Yang, Yuhao Yan, Xiuneng Zhu +1
Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing ap…
math.PR2016★ 11 cited
Finite State Mean Field Games with Major and Minor Players
Rene Carmona, Peiqi Wang
The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite pla…
math.PR2014★ 8 cited
A Probabilistic Approach to Mean Field Games with Major and Minor Players
Rene Carmona, Xiuneng Zhu
We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is…