Regularized estimation in sparse high-dimensional time series models

17 November 2013

Papers citing "Regularized estimation in sparse high-dimensional time series models"

20 / 20 papers shown

Title
Causally-informed Deep Learning towards Explainable and Generalizable Outcomes Prediction in Critical Care Yuxiao Cheng Xinxin Song Ziqian Wang Qin Zhong Kunlun He J. Suo OOD CML 107 0 0 04 Feb 2025
Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm Xiudi Li Abolfazl Safikhani Ali Shojaie 101 2 0 14 Oct 2022
Benign Overfitting in Time Series Linear Models with Over-Parameterization Shogo H. Nakakita Masaaki Imaizumi AI4TS 159 5 0 18 Apr 2022
Asymptotic equivalence of regularization methods in thresholded parameter space Yingying Fan Jinchi Lv 100 54 0 11 May 2016
Covariance and precision matrix estimation for high-dimensional time series Xiaohui Chen Mengyu Xu Wei Biao Wu AI4TS 97 147 0 06 Jan 2014
Oracle Inequalities for High Dimensional Vector Autoregressions Anders Bredahl Kock Laurent Callot 74 230 0 04 Nov 2013
Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima Po-Ling Loh Martin J. Wainwright 200 516 0 10 May 2013
Sparse Vector Autoregressive Modeling Richard A. Davis P. Zang Tian Zheng 102 206 0 02 Jul 2012
High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity Po-Ling Loh Martin J. Wainwright 103 560 0 16 Sep 2011
Large Vector Auto Regressions Song Song Peter J. Bickel AI4TS 120 183 0 20 Jun 2011
Covariance matrix estimation for stationary time series Han Xiao Wei Biao Wu 66 113 0 23 May 2011
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 280 1,377 0 13 Oct 2010
Discovering Graphical Granger Causality Using the Truncating Lasso Penalty Ali Shojaie George Michailidis CML 114 214 0 03 Jul 2010
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 278 3,543 0 25 Feb 2010
Thresholded Lasso for high dimensional variable selection and statistical estimation Shuheng Zhou 166 50 0 08 Feb 2010
Estimation of (near) low-rank matrices with noise and high-dimensional scaling S. Negahban Martin J. Wainwright 175 569 0 27 Dec 2009
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 215 729 0 05 Oct 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 149 1,270 0 20 Jan 2009
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 327 2,527 0 07 Jan 2008
Exponential inequalities for self-normalized martingales with applications Bernard Bercu A. Touati 121 124 0 25 Jul 2007