Johannes has joined the editorial board of the Electronic Journal of Statistics. Find the journal’s website here.
Monthly Archives: January 2023
Contributions to the GPSD 2023
We have four short lectures at the 16th German Probability and Statistics Days: The DeepCAR method: forecasting time-series data that have change points (presenter: Ayla), Lag selection and estimation of stable parameters for multiple autoregressive processes through convex programming (Somnath), Reducing computational and statistical complexity in machine learning through cardinality sparsity (Ali), and Extremes in high dimensions: statistical theories and scalable algorithms (M. Oesting, Stuttgart). Johannes co-organizes the sessions on Computational and high-dimensional statistics (with D. Rudolf, Passau). Looking forward to the conference!
Lasso paper published
The published version of our paper “Balancing Statistical and Computational Precision: A General Theory and Applications to Sparse Regression” can now be found here.