1.9k citations · 6.2k across the 55 of their papers we have counts for
56 papers
The Critical Line Algorithm and the Constrained LASSO: One Curve, Two Literatures
Thomas Schmelzer, Trevor Hastie
Many statistical procedures compute an entire solution path rather than a single estimator. For one class the path is piecewise linear, traced corner to corner by an active-set hom…
A Statistical View of Column Subset Selection
Anav Sood, Trevor Hastie
We consider the problem of selecting a small subset of representative variables from a large dataset. In the computer science literature, this dimensionality reduction problem is t…
Scalable solution to crossed random effects model with random slopes
Disha Ghandwani, Swarnadip Ghosh, Trevor Hastie +1
The crossed random effects model is widely used, finding applications in various fields such as longitudinal studies, e-commerce, and recommender systems, among others. However, th…
RbX: Region-based explanations of prediction models
Ismael Lemhadri, Harrison H. Li, Trevor Hastie
We introduce region-based explanations (RbX), a novel, model-agnostic method to generate local explanations of scalar outputs from a black-box prediction model using only query acc…
Smooth multi-period forecasting with application to prediction of COVID-19 cases
Elena Tuzhilina, Trevor J. Hastie, Daniel J. McDonald +2
Forecasting methodologies have always attracted a lot of attention and have become an especially hot topic since the beginning of the COVID-19 pandemic. In this paper we consider t…
Confidence Intervals for the Generalisation Error of Random Forests
Samyak Rajanala, Stephen Bates, Trevor Hastie +1
Out-of-bag error is commonly used as an estimate of generalisation error in ensemble-based learning models such as random forests. We present confidence intervals for this quantity…