Together with her team, Rui has achieved third place at the first Citadel Datathon at UW this weekend. Congratulations!
Maximum regularized likelihood estimators
Our paper “Maximum regularized likelihood estimators: A general prediction theory and applications” has now been published here.
Prediction Theory for MRLE
Our paper “Maximum Regularized Likelihood Estimators: A General Prediction Theory and Applications” has been accepted in STAT. Congratulations, Rui! 😎
First Theoretical Bounds for the TREX
Our paper “Prediction Error Bounds for Linear Regression With the TREX” has been accepted in TEST. Thanks to Jacob, Irina, and Christian!
Non-convex Optimization
Paper on Oracle Inequalities Accepted
Our paper “Oracle Inequalities for High-dimensional Prediction” has been accepted for publication in the Bernoulli journal. Find an updated version here. Congratulations to Lu Yu, then Master’s student at UW and now PhD student at University of Toronto, and Irina Gaynanova, Assistant Professor at Texas A&M.
Prediction Error Bounds for Linear Regression With the TREX
We have uploaded a new paper that contains theoretical insights about our TREX here on arXiv. Thanks to my collaborators Jacob, Irina, and Christian!
