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07/24/2023
A Statistical View of Column Subset Selection
We consider the problem of selecting a small subset of representative va...
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07/23/2023
Scalable solution to crossed random effects model with random slopes
The crossed random-effects model is widely used in applied statistics, f...
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10/17/2022
RbX: Region-based explanations of prediction models
We introduce region-based explanations (RbX), a novel, model-agnostic me...
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01/26/2022
Confidence Intervals for the Generalisation Error of Random Forests
Out-of-bag error is commonly used as an estimate of generalisation error...
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09/22/2021
Weighted Low Rank Matrix Approximation and Acceleration
Low-rank matrix approximation is one of the central concepts in machine ...
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07/27/2021
LinCDE: Conditional Density Estimation via Lindsey's Method
Conditional density estimation is a fundamental problem in statistics, w...
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05/28/2021
Scalable logistic regression with crossed random effects
The cost of both generalized least squares (GLS) and Gibbs sampling in a...
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04/01/2021
Cross-validation: what does it estimate and how well does it do it?
Cross-validation is a widely-used technique to estimate prediction error...
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03/07/2021
DINA: Estimating Heterogenous Treatment Effects in Exponential Family and Cox Model
We propose to use the difference in natural parameters (DINA) to quantif...
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03/05/2021
Elastic Net Regularization Paths for All Generalized Linear Models
The lasso and elastic net are popular regularized regression models for ...
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11/03/2020
Canonical Correlation Analysis in high dimensions with structured regularization
Canonical Correlation Analysis (CCA) is a technique for measuring the as...
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10/06/2020
Generalized Matrix Factorization
Unmeasured or latent variables are often the cause of correlations betwe...
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09/27/2020
Simultaneous Relevance and Diversity: A New Recommendation Inference Approach
Relevance and diversity are both important to the success of recommender...
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07/21/2020
Backfitting for large scale crossed random effects regressions
Regression models with crossed random effect error models can be very ex...
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06/02/2020
Feature-weighted elastic net: using "features of features" for better prediction
In some supervised learning settings, the practitioner might have additi...
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05/30/2020
Ridge Regularizaton: an Essential Concept in Data Science
Ridge or more formally ℓ_2 regularization shows up in many areas of stat...
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03/09/2020
Assessment of Heterogeneous Treatment Effect Estimation Accuracy via Matching
We study the assessment of the accuracy of heterogeneous treatment effec...
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02/28/2020
The importance of transparency and reproducibility in artificial intelligence research
In their study, McKinney et al. showed the high potential of artificial ...
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03/19/2019
Surprises in High-Dimensional Ridgeless Least Squares Interpolation
Interpolators -- estimators that achieve zero training error -- have att...
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09/24/2018
Longitudinal data analysis using matrix completion
In clinical practice and biomedical research, measurements are often col...
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10/31/2017
Synth-Validation: Selecting the Best Causal Inference Method for a Given Dataset
Many decisions in healthcare, business, and other policy domains are mad...
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07/27/2017
Extended Comparisons of Best Subset Selection, Forward Stepwise Selection, and the Lasso
In exciting new work, Bertsimas et al. (2016) showed that the classical ...
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07/01/2017
Some methods for heterogeneous treatment effect estimation in high-dimensions
When devising a course of treatment for a patient, doctors often have li...
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06/30/2017
Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball
We propose the nuclear norm penalty as an alternative to the ridge penal...
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09/21/2016
Saturating Splines and Feature Selection
We extend the adaptive regression spline model by incorporating saturati...
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09/20/2015
Telugu OCR Framework using Deep Learning
In this paper, we address the task of Optical Character Recognition(OCR)...
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06/11/2015
Generalized Additive Model Selection
We introduce GAMSEL (Generalized Additive Model Selection), a penalized ...
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10/09/2014
Matrix Completion and Low-Rank SVD via Fast Alternating Least Squares
The matrix-completion problem has attracted a lot of attention, largely ...
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07/17/2014
Sparse Quadratic Discriminant Analysis and Community Bayes
We develop a class of rules spanning the range between quadratic discrim...
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11/26/2013
A Blockwise Descent Algorithm for Group-penalized Multiresponse and Multinomial Regression
In this paper we purpose a blockwise descent algorithm for group-penaliz...
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11/18/2013
Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife
We study the variability of predictions made by bagged learners and rand...
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06/16/2013
Local case-control sampling: Efficient subsampling in imbalanced data sets
For classification problems with significant class imbalance, subsamplin...
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11/23/2011
The Graphical Lasso: New Insights and Alternatives
The graphical lasso FHT2007a is an algorithm for learning the structure ...
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08/18/2011
Exact covariance thresholding into connected components for large-scale Graphical Lasso
We consider the sparse inverse covariance regularization problem or grap...
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11/09/2010