33 citations · 59 across the 25 of their papers we have counts for
Showing stat.MLShow all
2 papers · 1 filter
stat.ML2021
The Hessian Screening Rule
Johan Larsson, Jonas Wallin
Predictor screening rules, which discard predictors before fitting a model, have had considerable impact on the speed with which sparse regression problems, such as the lasso, can…
stat.ML2020★ 3 cited
The Strong Screening Rule for SLOPE
Johan Larsson, Małgorzata Bogdan, Jonas Wallin
Extracting relevant features from data sets where the number of observations () is much smaller then the number of predictors () is a major challenge in modern statistics. So…