2017
Integrating Additional Knowledge Into Estimation of Graphical Models
Joint work with Y. Bu
preprint
[arxiv]
Keywords: brain connectivity networks, reproducible graph estimation
Tuning Parameter Calibration in High-dimensional Logistic Regression With Theoretical Guarantees
Joint work with W. Li
preprint
[arxiv]
Keywords: tuning parameters, high-dimensional logistic regression
Efficient Feature Selection With Large and High-dimensional Data
Joint work with N. Lim
preprint
[arxiv]
Keywords: convex optimization, Big Data
Graphical Models for Discrete and Continuous Data
preprint
[arxiv]
Keywords: graphical models
Oracle Inequalities for High-dimensional Prediction
Joint work with L. Yu and I. Gaynanova
preprint
[arxiv]
Keywords: high-dimensional prediction, correlations
Non-convex Global Minimization and False Discovery Rate Control for the TREX
Joint work with J. Bien, I. Gaynanova, and Ch. Müller
short version presented at ICML workshop, long version Comput. Graph. Statist. in press
[arxiv] | [matlab code and data examples]
Keywords: non-convex optimization, feature selection, tuning parameters
Optimal two-step prediction in regression
Joint work with D. Chételat and J. Salmon
Electron. J. Stat. 11(1), pages 2519-2546
[arxiv] | [python code]
Keywords: tuning parameters, high-dimensional prediction, refitting
On the Prediction Performance of the Lasso
Joint work with A. Dalalyan and M. Hebiri
Bernoulli, 23(1), 2017, pages 552-581
[arxiv]
Keywords: high-dimensional prediction, correlations
2016
A practical scheme and fast algorithm to tune the Lasso with optimality guarantees
Joint work with M. Chichignoud and M. Wainwright
J. Mach. Learn. Res. 17, 2016
[arxiv]
Keywords: tuning parameters, high-dimensional statistics, oracle inequalities
Topology Adaptive Graph Estimation in High Dimensions
Joint work with Ch. Müller
Technical Report
[arxiv]
Keywords: high-dimensional networks, Gaussian graphical models
Trust, but verify: benefits and pitfalls of least-squares refitting in high dimensions
Technical Report
[arxiv]
Keywords: high-dimensional regression, refitting
2015
Compute Less to Get More: Using ORC to Improve Sparse Filtering
Joint work with S. Guadarrama
AAAI-15
[arxiv]
Keywords: computer vision, feature learning
Don’t fall for tuning parameters: Tuning-free variable selection in high dimensions with the TREX
Joint work with Ch. Müller
AAAI-15
[arxiv]
Keywords: tuning parameters, feature selection
2014
New Concentration Inequalities for Suprema of Empirical Processes
Joint work with S. van de Geer
Bernoulli 20(4), 2014, pages 2020-2038
[arxiv]
Keywords: empirical processes, concentration inequalities
A Robust, Adaptive M-estimator for Pointwise Estimation in Heteroscedastic Regression
Joint work with M. Chichignoud
Bernoulli 20(3), 2014, pages 1560-1599
[arxiv]
Keywords: pointwise estimation, robust regression, adaptive regression
The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms
Joint work with F. Bunea and Y. She
IEEE Trans. Inform. Theory 60(2), 2014, pages 1313-1325
[arxiv] | [matlab code]
Keywords: tuning parameters, oracle inequalities, convex optimization
2013
How Correlations Influence Lasso Prediction
Joint work with M. Hebiri
IEEE Trans. Inform. Theory 59(3), 2013, pages 1846-1854
[arxiv]
Keywords: high-dimensional prediction, correlations
The Lasso, correlated design, and improved oracle inequalities
Joint work with S. van de Geer
IMS Collections 9, 2013, pages 303-316
[arxiv]
Keywords: high-dimensional prediction, correlations
The Bernstein-Orlicz norm and deviation inequalities
Joint work with S. van de Geer
Probab. Theory Related Fields 157, Issue 1-2, 2013, pages 225-250
[arxiv]
Keywords: empirical processes, concentration inequalities
2012
Nonasymptotic Bounds for Empirical Processes and Regression
Under supervision of S. van de Geer and P. Bühlmann
PhD thesis
Keywords: empirical processes, high-dimensional regression, robust statistics
2010
Bounds for Rademacher Processes via Chaining
Technical report
[arxiv]
Keywords: empirical processes, chaining
2009
Production of Charged Vector Boson Pairs in Hadronic Collisions
Under supervision of C. Anastasiou
Master’s thesis
Keywords: particle physics, Higgs boson
