research
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07/30/2020
Ultrahigh dimensional instrument detection using graph learning: an application to high dimensional GIS-census data for house pricing
The exogeneity bias and instrument validation have always been critical ...
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07/30/2020
Solar: a least-angle regression for accurate and stable variable selection in high-dimensional data
We propose a new least-angle regression algorithm for variable selection...
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07/30/2020
Rademacher upper bounds for cross-validation errors with an application to the lasso
We establish a general upper bound for K-fold cross-validation (K-CV) er...
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05/20/2017
( β, ϖ)-stability for cross-validation and the choice of the number of folds
In this paper, we introduce a new concept of stability for cross-validat...
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10/18/2016
Generalization error minimization: a new approach to model evaluation and selection with an application to penalized regression
We study model evaluation and model selection from the perspective of ge...
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09/12/2016
Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression
In this paper, we study the performance of extremum estimators from the ...
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06/01/2016