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01/11/2023
Multivariate Regression via Enhanced Response Envelope: Envelope Regularization and Double Descent
The envelope model provides substantial efficiency gains over the standa...
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03/04/2022
High-dimensional Censored Regression via the Penalized Tobit Likelihood
The Tobit model has long been the standard method for regression with a ...
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10/30/2020
Enveloped Huber Regression
Huber regression (HR) is a popular robust alternative to the least squar...
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03/27/2019
An Alternating Manifold Proximal Gradient Method for Sparse PCA and Sparse CCA
Sparse principal component analysis (PCA) and sparse canonical correlati...
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08/24/2015
Another Look at DWD: Thrifty Algorithm and Bayes Risk Consistency in RKHS
Distance weighted discrimination (DWD) is a margin-based classifier with...
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01/24/2015
Sparse Distance Weighted Discrimination
Distance weighted discrimination (DWD) was originally proposed to handle...
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04/29/2014
High Dimensional Semiparametric Latent Graphical Model for Mixed Data
Graphical models are commonly used tools for modeling multivariate rando...
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10/22/2012
Strong oracle optimality of folded concave penalized estimation
Folded concave penalization methods have been shown to enjoy the strong ...
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10/02/2007