@tibshirani.bsky.social
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Ben Fifield
8 months ago
wildly under-viewed interviews that rob tibshirani conducted over the past year for a reading course. really interesting discussions with Don Rubin, Jamie Robins, Jerry Friedman, Vladimir Vovk, and others
www.youtube.com/@LedaLiang/v...
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Leda Liang
https://www.youtube.com/@LedaLiang/videos
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We are excited to share the publication of our new paper "Univariate-guided sparse regression", with commentary by Larry Wasserman, Bin Yu, Lucas Janson, Cynthia Rudin and others.
hdsr.mitpress.mit.edu/pub/3i97j340...
Comments welcome!
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Univariate-Guided Sparse Regression
https://hdsr.mitpress.mit.edu/pub/3i97j340/release/3
23 days ago
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I am happy to announce our new paper "Univariate-guided sparse regression". It's a new lasso that leverages the signs and magnitude of univariate coefficients . Sparser and more interpretable than the lasso. We're excited!
arxiv.org/abs/2501.18360
R:
github.com/trevorhastie...
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Univariate-Guided Sparse Regression
In this paper, we introduce ``UniLasso'' -- a novel statistical method for sparse regression. This two-stage approach preserves the signs of the univariate coefficients and leverages their magnitude. ...
https://arxiv.org/abs/2501.18360
9 months ago
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