348 citations · 953 across the 15 of their papers we have counts for
3 papers · 1 filter
Interpretable Vector AutoRegressions with Exogenous Time Series
Ines Wilms, Sumanta Basu, Jacob Bien +1
The Vector AutoRegressive (VAR) model is fundamental to the study of multivariate time series. Although VAR models are intensively investigated by many researchers, practitioners o…
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages
Ines Wilms, Sumanta Basu, Jacob Bien +1
The Vector AutoRegressive Moving Average (VARMA) model is fundamental to the theory of multivariate time series; however, identifiability issues have led practitioners to abandon i…
Iterative Random Forests to detect predictive and stable high-order interactions
Sumanta Basu, Karl Kumbier, James B. Brown +1
Genomics has revolutionized biology, enabling the interrogation of whole transcriptomes, genome-wide binding sites for proteins, and many other molecular processes. However, indivi…