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10/15/2020
An Improved Online Penalty Parameter Selection Procedure for ℓ_1-Penalized Autoregressive with Exogenous Variables
Many recent developments in the high-dimensional statistical time series...
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07/23/2020
On a Bernoulli Autoregression Framework for Link Discovery and Prediction
We present a dynamic prediction framework for binary sequences that is b...
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05/17/2018
Testing for Conditional Mean Independence with Covariates through Martingale Difference Divergence
As a crucial problem in statistics is to decide whether additional varia...
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03/18/2018
Rare Feature Selection in High Dimensions
It is common in modern prediction problems for many predictor variables ...
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12/05/2015