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researcher

Michael Muma

5 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author3
  • last author2

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • stat.ME2
  • stat.ML2
  • q-fin.PM1
ORCID 0000-0002-7983-1944
same name
  • Michael Muma — 9 papers, h 16

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedFDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking

1 citations · 2 across the 5 of their papers we have counts for

collaborators
Showing stat.MLShow all

2 papers · 1 filter

stat.ML2024

False Discovery Rate Control for Gaussian Graphical Models via Neighborhood Screening

Taulant Koka, Jasin Machkour, Michael Muma

Gaussian graphical models emerge in a wide range of fields. They model the statistical relationships between variables as a graph, where an edge between two variables indicates con…

stat.ML2024

Sparse PCA with False Discovery Rate Controlled Variable Selection

Jasin Machkour, Arnaud Breloy, Michael Muma +2

Sparse principal component analysis (PCA) aims at mapping large dimensional data to a linear subspace of lower dimension. By imposing loading vectors to be sparse, it performs the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.