activity
20162026
most citedGeneralized Stability Approach for Regularized Graphical Models

23 citations · 53 across the 7 of their papers we have counts for

collaborators

7 papers

stat.ME2026

permApprox: a general framework for accurate permutation p-value approximation

Stefanie Peschel, Anne-Laure Boulesteix, Erika von Mutius +1

Permutation procedures are common practice in hypothesis testing when distributional assumptions about the test statistic are not met or unknown. With only few permutations, empiri…

stat.ML2022★ 1 cited

Factorized Structured Regression for Large-Scale Varying Coefficient Models

David Rügamer, Andreas Bender, Simon Wiegrebe +4

Recommender Systems (RS) pervade many aspects of our everyday digital life. Proposed to work at scale, state-of-the-art RS allow the modeling of thousands of interactions and facil…

stat.CO2021★ 13 cited

latentcor: An R Package for estimating latent correlations from mixed data types

Mingze Huang, Christian L. Müller, Irina Gaynanova

We present `latentcor`, an R package for correlation estimation from data with mixed variable types. Mixed variables types, including continuous, binary, ordinal, zero-inflated, or…

stat.CO2020

c-lasso -- a Python package for constrained sparse and robust regression and classification

Léo Simpson, Patrick L. Combettes, Christian L. Müller

We introduce c-lasso, a Python package that enables sparse and robust linear regression and classification with linear equality constraints. The underlying statistical forward mode…

stat.CO2020★ 16 cited

Fast computation of latent correlations

Grace Yoon, Christian L. Müller, Irina Gaynanova

Latent Gaussian copula models provide a powerful means to perform multi-view data integration since these models can seamlessly express dependencies between mixed variable types (b…

math.ST2018

Perspective Maximum Likelihood-Type Estimation via Proximal Decomposition

Patrick L. Combettes, Christian L. Müller

We introduce an optimization model for maximum likelihood-type estimation (M-estimation) that generalizes a large class of existing statistical models, including Huber's concomitan…

stat.ME2016★ 23 cited

Generalized Stability Approach for Regularized Graphical Models

Christian L. Müller, Richard Bonneau, Zachary Kurtz

Selecting regularization parameters in penalized high-dimensional graphical models in a principled, data-driven, and computationally efficient manner continues to be one of the key…