132 citations · 144 across the 15 of their papers we have counts for
4 papers · 1 filter
Pigeonhole Stochastic Gradient Langevin Dynamics for Large Crossed Mixed Effects Models
Xinyu Zhang, Cheng Li
Large crossed mixed effects models with imbalanced structures and missing data pose major computational challenges for standard Bayesian posterior sampling algorithms, as the compu…
Asymptotic Properties of the Synthetic Control Method
Xiaomeng Zhang, Wendun Wang, Xinyu Zhang
This paper provides new insights into the asymptotic properties of the synthetic control method (SCM). We show that the synthetic control (SC) weight converges to a limiting weight…
PaEBack: Pareto-Efficient Backsubsampling for Time Series Data
Xinyu Zhang, Sujit Ghosh
Time series forecasting has been a quintessential topic in data science, but traditionally, forecasting models have relied on extensive historical data. In this paper, we address a…
From Model Selection to Model Averaging: A Comparison for Nested Linear Models
Wenchao Xu, Xinyu Zhang
Model selection (MS) and model averaging (MA) are two popular approaches when having many candidate models. Theoretically, the estimation risk of an oracle MA is not larger than th…