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20112026
most citedAn extended space approach for particle Markov chain Monte Carlo methods

7 citations · 13 across the 9 of their papers we have counts for

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math.ST2023

Concentration inequalities for high-dimensional linear processes with dependent innovations

Eduardo Fonseca Mendes, Fellipe Lopes

We develop concentration inequalities for the norm of vector linear processes with sub-Weibull, mixingale innovations. This inequality is used to obtain a concentration…

math.ST2019★ 2 cited

Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations

Ricardo P. Masini, Marcelo C. Medeiros, Eduardo F. Mendes

There has been considerable advance in understanding the properties of sparse regularization procedures in high-dimensional models. In time series context, it is mostly restricted…

math.ST2011

Convergence Rates for Mixture-of-Experts

Eduardo F. Mendes, Wenxin Jiang

In mixtures-of-experts (ME) model, where a number of submodels (experts) are combined, there have been two longstanding problems: (i) how many experts should be chosen, given the s…