132 citations · 144 across the 15 of their papers we have counts for
16 papers
Double Descent, Ensemble Emergence, and Large Model Averaging in High-Dimensional Multimodel Prediction
Ke Chen, Dandan Jiang, Xinyu Zhang
This paper investigates the predictive performance of high-dimensional multimodel prediction, where the number of regressors is comparable to the sample size. Leveraging tools from…
Synthetic Control Method with Mixed Frequency Data
Lu Zhang, Shijin Gong, Xinyu Zhang
Mixed-frequency data, where variables are observed at different temporal resolutions, commonly occur in economic and financial studies. Classical synthetic control methods (SCM) ar…
Prediction-Powered Linear Regression: A Balance Between Interpretation and Prediction
Fuzhi Xu, Xingyu Yan, Xinyu Zhang
Unlabeled data are increasingly prevalent in contemporary economic studies, yet their effective use for improving prediction remains challenging because the outcomes are often cost…
Towards Optimal Neural Networks: the Role of Sample Splitting in Hyperparameter Selection
Shijin Gong, Xinyu Zhang
When artificial neural networks have demonstrated exceptional practical success in a variety of domains, investigations into their theoretical characteristics, such as their approx…
Optimal Weighted Random Forests
Xinyu Chen, Dalei Yu, Xinyu Zhang
The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all…
Estimating Conditional Average Treatment Effects with Heteroscedasticity by Model Averaging and Matching
Pengfei Shi, Xinyu Zhang, Wei Zhong
We propose a model averaging approach, combined with a partition and matching method to estimate the conditional average treatment effects under heteroskedastic error settings. The…