11 citations · 12 across the 2 of their papers we have counts for
2 papers
stat.ME2022★ 1 cited
Fast, effective, and coherent time series modeling using the sparsity-ranked lasso
Ryan Peterson, Joseph Cavanaugh
The sparsity-ranked lasso (SRL) has been developed for model selection and estimation in the presence of interactions and polynomials. The main tenet of the SRL is that an algorith…
stat.ME2021★ 11 cited
Ranked Sparsity: A Cogent Regularization Framework for Selecting and Estimating Feature Interactions and Polynomials
Ryan A. Peterson, Joseph E. Cavanaugh
We explore and illustrate the concept of ranked sparsity, a phenomenon that often occurs naturally in modeling applications when an expected disparity exists in the quality of info…