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! 🙂
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.
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.