Inference of High-dimensional Autoregressive Generalized Linear Models

v1v2 (latest)

Inference of High-dimensional Autoregressive Generalized Linear Models

9 May 2016

Garvesh Raskutti

Rebecca Willett

ArXiv (abs)PDF HTML

Papers citing "Inference of High-dimensional Autoregressive Generalized Linear Models"

9 / 9 papers shown

Title
Improved Prediction and Network Estimation Using the Monotone Single Index Multi-variate Autoregressive Model Yue Gao Garvesh Raskutti 129 2 0 28 Jun 2021
Near-optimal Offline and Streaming Algorithms for Learning Non-Linear Dynamical Systems Prateek Jain S. Kowshik Dheeraj M. Nagaraj Praneeth Netrapalli OffRL 74 23 0 24 May 2021
Granger Causality: A Review and Recent Advances Ali Shojaie E. Fox CML AI4TS 93 279 0 05 May 2021
Majorizing Measures, Sequential Complexities, and Online Learning Adam Block Y. Dagan Alexander Rakhlin 61 13 0 02 Feb 2021
An Optimal Statistical and Computational Framework for Generalized Tensor Estimation Rungang Han Rebecca Willett Anru R. Zhang 119 69 0 26 Feb 2020
High-Dimensional Dynamic Systems Identification with Additional Constraints Junlin Li 109 0 0 20 Dec 2019
Learning Markov models via low-rank optimization Ziwei Zhu Xudong Li Mengdi Wang Anru R. Zhang 72 17 0 28 Jun 2019
High-dimensional Log-Error-in-Variable Regression with Applications to Microbial Compositional Data Analysis Pixu Shi Yuchen Zhou Anru R. Zhang 56 19 0 28 Nov 2018
Mixing Times and Structural Inference for Bernoulli Autoregressive Processes Dimitrios Katselis Carolyn L. Beck R. Srikant 51 15 0 19 Dec 2016

We use cookies and other tracking technologies to improve your browsing experience on our website, to show you personalized content and targeted ads, to analyze our website traffic, and to understand where our visitors are coming from. See our policy.