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! ✌
We have established inference for two-stage regression models, with both stages high-dimensional. The paper is available here. Awesome work, David! ⛰
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! 😁