activity
20172025
most citedExtended Comparisons of Best Subset Selection, Forward Stepwise Selection, and the Lasso

164 citations · 167 across the 6 of their papers we have counts for

collaborators

6 papers

stat.ME2025

Univariate-Guided Sparse Regression for Biobank-Scale High-Dimensional Omics Data

Joshua Richland, Tuomo Kiiskinen, William Wang +5

We present a scalable framework for computing polygenic risk scores (PRS) in high-dimensional genomic settings using the recently introduced Univariate-Guided Sparse Regression (un…

stat.ME2025

Pre-validation Revisited

Jing Shang, Sourav Chatterjee, Trevor Hastie +1

Pre-validation is a way to build prediction model with two datasets of significantly different feature dimensions. Previous work showed that the asymptotic distribution of the resu…

stat.ME2025

Univariate-Guided Sparse Regression

Sourav Chatterjee, Trevor Hastie, Robert Tibshirani

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 leverag…

q-bio.QM2024★ 1 cited

MMIL: A novel algorithm for disease associated cell type discovery

Erin Craig, Timothy Keyes, Jolanda Sarno +5

Single-cell datasets often lack individual cell labels, making it challenging to identify cells associated with disease. To address this, we introduce Mixture Modeling for Multiple…

cs.LG2024★ 2 cited

Using Pre-training and Interaction Modeling for ancestry-specific disease prediction in UK Biobank

Thomas Le Menestrel, Erin Craig, Robert Tibshirani +2

Recent genome-wide association studies (GWAS) have uncovered the genetic basis of complex traits, but show an under-representation of non-European descent individuals, underscoring…

stat.ME2017★ 164 cited

Extended Comparisons of Best Subset Selection, Forward Stepwise Selection, and the Lasso

Trevor Hastie, Robert Tibshirani, Ryan J. Tibshirani

In exciting new work, Bertsimas et al. (2016) showed that the classical best subset selection problem in regression modeling can be formulated as a mixed integer optimization (MIO)…