High-Dimensional Non-Linear Variable Selection through Hierarchical Kernel Learning
The prediction error in functional regression
Convex Sparse Methods for Feature Hierarchies
Nonlinear Econometric Analysis
New Econometric Methods
Machine Learning, Probability and Graphical Models
Sharp analysis of low-rank kernel matrix approximations
Topics in Mathematics with Applications in Finance
Robustness properties of support vector machines and related methods
Applied Econometrics: Mostly Harmless Big Data