Together with her team, Rui has achieved third place at the first Citadel Datathon at UW this weekend. Congratulations!
Our paper “Maximum regularized likelihood estimators: A general prediction theory and applications” has now been published here.
Our paper “Maximum Regularized Likelihood Estimators: A General Prediction Theory and Applications” has been accepted in STAT. Congratulations, Rui! 😎
Our paper “Prediction Error Bounds for Linear Regression With the TREX” has been accepted in TEST. Thanks to Jacob, Irina, and Christian!
Our paper “Oracle Inequalities for High-dimensional Prediction” has been accepted for publication in the Bernoulli journal. Find an updated version here. Congratulations to Lu Yu, then Master’s student at UW and now PhD student at University of Toronto, and Irina Gaynanova, Assistant Professor at Texas A&M.
We have uploaded a new paper that contains theoretical insights about our TREX here on arXiv. Thanks to my collaborators Jacob, Irina, and Christian!