After presenting it in a couple of talks, we have now submitted the manuscript about efficient feature selection. In particular, we introduce a simple, yet effective algorithm based on Lasso optimization steps. The paper is available here. Congrats to Néhémy! 🙂
Graphical Models for Discrete and Continuous Data
We have uploaded a paper on graphical models. In this paper, we introduce a general framework that allows for discrete, continuous, and combined types of data. Find the manuscript here.
Funded Project “Statistical Inference in High Dimensions”
Johannes, Jing (UW Econ), and David are awarded the grant “AWS Cloud Credits for Research” sponsored by Amazon! Congratulations especially to David, first year PhD student in the Stats Department and key researcher in the team.
Oracle Inequalities for High-dimensional Prediction
We have just uploaded a new paper on high-dimensional prediction. It provides bounds for a wide range of penalized estimators – importantly, without making assumptions on the design matrix. Check it out here.
New Page Online
This is the first post on our brand new homepage – hopefully many more to come.
Gina and Kimberly did all the work: thank you for the wonderful job!! 🙂
