28 citations · 62 across the 3 of their papers we have counts for
4 papers · 1 filter
Inference of High-dimensional Autoregressive Generalized Linear Models
Eric C. Hall, Garvesh Raskutti, Rebecca Willett
Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observatio…
Tracking Dynamic Point Processes on Networks
Eric C. Hall, Rebecca M. Willett
Cascading chains of events are a salient feature of many real-world social, biological, and financial networks. In social networks, social reciprocity accounts for retaliations in…
Online Optimization in Dynamic Environments
Eric C. Hall, Rebecca M. Willett
High-velocity streams of high-dimensional data pose significant "big data" analysis challenges across a range of applications and settings. Online learning and online convex progra…
Dynamical Models and Tracking Regret in Online Convex Programming
Eric C. Hall, Rebecca M. Willett
This paper describes a new online convex optimization method which incorporates a family of candidate dynamical models and establishes novel tracking regret bounds that scale with…