Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes …
I Lemhadri, F Ruan… - … conference on artificial …, 2021 - proceedings.mlr.press
Much work has been done recently to make neural networks more interpretable, and one approach is to arrange for the network to use only a subset of the available features. In linear …
Demanding sparsity in estimated models has become a routine practice in statistics. In many situations, we wish to require that the sparsity patterns attained honor certain problem …
H Jiang, Y Dong - Energy Conversion and Management, 2017 - Elsevier
Various applications of forecasting effective global horizontal irradiance play increasingly vital role in grid-connected photovoltaic installations, but suffer from forecasting inaccuracy …
R Tibshirani, J Friedman - Journal of Computational and Graphical …, 2020 - Taylor & Francis
We propose a generalization of the lasso that allows the model coefficients to vary as a function of a general set of some prespecified modifying variables. These modifiers might be …
H Jiang, Y Dong, L Xiao - Energy Conversion and Management, 2017 - Elsevier
Forecasting of effective solar irradiation has developed a huge interest in recent decades, mainly due to its various applications in grid connect photovoltaic installations. This paper …
Including pairwise interactions between the predictors of a regression model can produce better predicting models. However, to fit such interaction models on typical data sets in …
J Zhang, Y Li - Journal of the American Statistical Association, 2023 - Taylor & Francis
Though Gaussian graphical models have been widely used in many scientific fields, relatively limited progress has been made to link graph structures to external covariates. We …
M Wu, Q Zhang, S Ma - Biometrics, 2020 - academic.oup.com
For the etiology, progression, and treatment of complex diseases, gene-environment (GE) interactions have important implications beyond the main G and E effects. GE interaction …