8 citations · 18 across the 12 of their papers we have counts for
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stat.ME2021
Graphical Influence Diagnostics for Changepoint Models
Ines Wilms, Rebecca Killick, David S. Matteson
Changepoint models enjoy a wide appeal in a variety of disciplines to model the heterogeneity of ordered data. Graphical influence diagnostics to characterize the influence of sing…
econ.EM2021
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
Alain Hecq, Marie Ternes, Ines Wilms
Mixed-frequency Vector AutoRegressions (MF-VAR) model the dynamics between variables recorded at different frequencies. However, as the number of series and high-frequency observat…
stat.ME2021★ 4 cited
Tree-based Node Aggregation in Sparse Graphical Models
Ines Wilms, Jacob Bien
High-dimensional graphical models are often estimated using regularization that is aimed at reducing the number of edges in a network. In this work, we show how even simpler networ…