no code implementations • 4 Sep 2023 • Eduardo F. Mendes, Gabriel J. P. Pinto
We obtain non-asymptotic model selection bounds and sufficient conditions for model selection consistency of the GIC.
no code implementations • 23 Dec 2020 • Ricardo P. Masini, Marcelo C. Medeiros, Eduardo F. Mendes
In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting.
no code implementations • 19 Dec 2019 • Ricardo P. Masini, Marcelo C. Medeiros, Eduardo F. Mendes
There has been considerable advance in understanding the properties of sparse regularization procedures in high-dimensional models.