Kam-Chung Wong

collaborators

2 papers

math.ST2017

Lasso Guarantees for $β$ -Mixing Heavy Tailed Time Series

Kam Chung Wong, Zifan Li, Ambuj Tewari

Many theoretical results for the lasso require the samples to be iid. Recent work has provided guarantees for the lasso assuming that the time series is generated by a sparse Vecto…

stat.ML2016

Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and $β$ -Mixing

Kam Chung Wong, Zifan Li, Ambuj Tewari

Many theoretical results on estimation of high dimensional time series require specifying an underlying data generating model (DGM). Instead, along the footsteps of~\cite{wong2017l…

Lasso Guarantees for β-Mixing Heavy Tailed Time Series

Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and β-Mixing

Lasso Guarantees for $β$ -Mixing Heavy Tailed Time Series

Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and $β$ -Mixing