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5 papers · 2 filters
Sparse Additive Models
Pradeep Ravikumar, John Lafferty, Han Liu +1
We present a new class of methods for high-dimensional nonparametric regression and classification called sparse additive models (SpAM). Our methods combine ideas from sparse linea…
The distribution of maxima of approximately Gaussian random fields
Yuval Nardi, David O. Siegmund, Benjamin Yakir
Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain…
High-dimensional variable selection
Larry Wasserman, Kathryn Roeder
This paper explores the following question: what kind of statistical guarantees can be given when doing variable selection in high-dimensional models? In particular, we look at the…
Maximum Likelihood Estimation for q-Exponential (Tsallis) Distributions
Cosma Rohilla Shalizi
This expository note describes how to apply the method of maximum likelihood to estimate the parameters of the ``-exponential'' distributions introduced by Tsallis and collabora…
Improving power in genome-wide association studies: weights tip the scale
Kathryn Roeder, Bernie Devlin, Larry Wasserman
Genome-wide association analysis has generated much discussion about how to preserve power to detect signals despite the detrimental effect of multiple testing on power. We develop…