We have established a new strategy for calibrating the graphical lasso here. Great work, Mike! 🍷
We have uploaded a new paper on the lasso’s effective noise and on consequences for calibration and inference here. Thanks to Michael for the great collaboration!
We have uploaded a paper on tuning-free ridge regression here. Well done, Shih-Ting and Fang!
We have uploaded a new paper on prediction in personalized medicine here. Congratulations to Shih-Ting and Yannick, who are the student authors of this paper!
We have uploaded a new paper that contains theoretical insights about our TREX here on arXiv. Thanks to my collaborators Jacob, Irina, and Christian!
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! ✌