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stat.ME2021★ 1 cited
Efficient methods for Gaussian Markov random fields under sparse linear constraints
David Bolin, Jonas Wallin
Methods for inference and simulation of linearly constrained Gaussian Markov Random Fields (GMRF) are computationally prohibitive when the number of constraints is large. In some c…
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…