Parzer, R., Vana Gür, L., & Filzmoser, P. (2023, March 8). High-dimensional Regression using Screening, Random Projection and Averaging [Conference Presentation]. 16th German Probability and Statistics Days 2023, Essen, Germany.
High-dimensional regression; model averaging; Random Projection; Screening
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Project title:
Hochdimensionales statistisches Lernen: Neue Methoden zur Förderung der Wirtschafts- und Nachhaltigkeitspolitik: ZK 35-G (FWF - Österr. Wissenschaftsfonds)
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Research Areas:
Mathematical and Algorithmic Foundations: 40% Modeling and Simulation: 20% Fundamental Mathematics Research: 40%