Jasin Machkour
- The Terminating-Knockoff Filter: Fast High-Dimensional Variable Selection with False Discovery Rate Control
2021/10/12 by Jasin Machkour, Machkour, Jasin, Michael Muma +3 · 2 citations
Biochemistry, Genetics and Molecular Biology · Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Gene expression and cancer classification #Genetic and phenotypic traits in livestock #Machine Learning (stat.ML) #Methodology (stat.ME) #Signal Processing (eess.SP) #Statistical Methods and Inference #Statistical Methods in Clinical Trials #Statistics Theory (math.ST) #electronic engineering #information engineering
- Sparse PCA with False Discovery Rate Controlled Variable Selection
2024/01/16 by Jasin Machkour, Arnaud Breloy, Machkour, Jasin +7 · 1 citation
Engineering · Medicine · #Advanced MRI Techniques and Applications #FOS: Computer and information sciences #Industrial Vision Systems and Defect Detection #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Sparse and Compressive Sensing Techniques
- FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
2024/01/26 by Jasin Machkour, Machkour, Jasin, Daniel P. Palomar +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Portfolio Management (q-fin.PM) #Risk and Portfolio Optimization #Stochastic processes and financial applications