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20122022
most citedScalable Matrix-valued Kernel Learning for High-dimensional Nonlinear Multivariate Regression and Granger Causality

11 citations · 25 across the 6 of their papers we have counts for

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math.ST2018

M-estimation with the Trimmed l1 Penalty

Jihun Yun, Peng Zheng, Eunho Yang +2

We study high-dimensional estimators with the trimmed penalty, which leaves the largest parameter entries penalty-free. While optimization techniques for this nonconve…