2 papers
stat.ME2018
Adaptive penalization in high-dimensional regression and classification with external covariates using variational Bayes
Britta Velten, Wolfgang Huber
Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive,…
stat.ME2017
Covariate powered cross-weighted multiple testing
Nikolaos Ignatiadis, Wolfgang Huber
A fundamental task in the analysis of datasets with many variables is screening for associations. This can be cast as a multiple testing task, where the objective is achieving high…