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02/10/2019
BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data
Detecting interaction effects is a crucial step in various applications....
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03/28/2018
BIVAS: A scalable Bayesian method for bi-level variable selection with applications
In this paper, we consider a Bayesian bi-level variable selection proble...
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03/07/2018
Varying Coefficient Panel Data Model with Interactive Fixed Effects
In this paper, we propose a varying coefficient panel data model with un...
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07/08/2013
Bridging Information Criteria and Parameter Shrinkage for Model Selection
Model selection based on classical information criteria, such as BIC, is...
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01/16/2013