We have uploaded a paper titled “Maximum Regularized Likelihood Estimators: A General Prediction Theory and Applications” here on arXiv. We discuss “slow” rates for MRLEs in a wide range of settings. Cool stuff, Rui! ✌
Find information about the course STAT 311 on Canvas and in the teaching section.
We have established inference for two-stage regression models, with both stages high-dimensional. The paper is available here. Awesome work, David! ⛰
Find our new public GitHub repository here.
We have developed an approach for integrating additional knowledge into parameter estimation in graphical models. The main idea is to funnel the knowledge into the tuning parameters. Find the paper here. Well done, Yunqi! 😁
Johannes, Jing, and David have been awarded with a grant from the UW Royalty Research Fund (RRF) for their Big Data research in Econometrics. Second hit: it pays to work with Jing and David… 🍸
Important dates and further information about the course STAT 582 have been uploaded in the teaching section. Note the change of location to LOW 101.