Search Results for author: Heng Peng

Found 5 papers, 2 papers with code

Model Free Prediction with Uncertainty Assessment

no code implementations21 May 2024 Yuling Jiao, Lican Kang, Jin Liu, Heng Peng, Heng Zuo

Deep nonparametric regression, characterized by the utilization of deep neural networks to learn target functions, has emerged as a focal point of research attention in recent years.

BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data

1 code implementation10 Feb 2019 Min Zhou, Mingwei Dai, Yuan YAO, Jin Liu, Can Yang, Heng Peng

In this paper, we first propose a simple method for sure screening interactions (SSI).

Methodology

BIVAS: A scalable Bayesian method for bi-level variable selection with applications

1 code implementation28 Mar 2018 Mingxuan Cai, Mingwei Dai, Jingsi Ming, Heng Peng, Jin Liu, Can Yang

To address this problem, we consider variational inference for bi-level variable selection (BIVAS).

Applications

Bridging Information Criteria and Parameter Shrinkage for Model Selection

no code implementations8 Jul 2013 Kun Zhang, Heng Peng, Laiwan Chan, Aapo Hyvarinen

Model selection based on classical information criteria, such as BIC, is generally computationally demanding, but its properties are well studied.

Model Selection

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