132 citations · 144 across the 15 of their papers we have counts for
8 papers · 1 filter
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…
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…
A Distributionally Robust Optimization Framework for Extreme Event Estimation
Yuanlu Bai, Henry Lam, Xinyu Zhang
Conventional methods for extreme event estimation rely on well-chosen parametric models asymptotically justified from extreme value theory (EVT). These methods, while powerful and…
Model Averaging for Support Vector Machine by Cross-Validation
Jiahui Zou, Chaoxia Yuan, Xinyu Zhang +2
Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection…