5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.ST2014
Mean and variance estimation in high-dimensional heteroscedastic models with non-convex penalties
James Sharpnack, Mladen Kolar
Despite its prevalence in statistical datasets, heteroscedasticity (non-constant sample variances) has been largely ignored in the high-dimensional statistics literature. Recently,…
stat.ML2012★ 5 cited
Variance function estimation in high-dimensions
Mladen Kolar, James Sharpnack
We consider the high-dimensional heteroscedastic regression model, where the mean and the log variance are modeled as a linear combination of input variables. Existing literature o…