1.9k citations · 6.2k across the 55 of their papers we have counts for
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A Blockwise Descent Algorithm for Group-penalized Multiresponse and Multinomial Regression
Noah Simon, Jerome Friedman, Trevor Hastie
In this paper we purpose a blockwise descent algorithm for group-penalized multiresponse regression. Using a quasi-newton framework we extend this to group-penalized multinomial re…
Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife
Stefan Wager, Trevor Hastie, Bradley Efron
We study the variability of predictions made by bagged learners and random forests, and show how to estimate standard errors for these methods. Our work builds on variance estimate…
Learning interactions through hierarchical group-lasso regularization
Michael Lim, Trevor Hastie
We introduce a method for learning pairwise interactions in a manner that satisfies strong hierarchy: whenever an interaction is estimated to be nonzero, both its associated main e…
Local case-control sampling: Efficient subsampling in imbalanced data sets
William Fithian, Trevor Hastie
For classification problems with significant class imbalance, subsampling can reduce computational costs at the price of inflated variance in estimating model parameters. We propos…
False Variable Selection Rates in Regression
Max Grazier G'Sell, Trevor Hastie, Robert Tibshirani
There has been recent interest in extending the ideas of False Discovery Rates (FDR) to variable selection in regression settings. Traditionally the FDR in these settings has been…