2 papers
stat.ME2026
Group-Sparse Smoothing for Longitudinal Models with Time-Varying Coefficients
Yu Lu, Tianni Zhang, Yuyao Wang +1
Longitudinal associations may vary over time, yet allowing every regression effect to be dynamic can inflate estimation variance and obscure interpretable structure. We develop tim…
stat.ME2026
Adaptive Penalized Doubly Robust Regression for Longitudinal Data
Yuyao Wang, Yu Lu, Tianni Zhang +1
Longitudinal data often involve heterogeneity, sparse signals, and contamination from response outliers or high-leverage observations especially in biomedical science. Existing met…