activity
20152026
most citedrags2ridges: A One-Stop-Shop for Graphical Modeling of High-Dimensional Precision Matrices

9 citations · 9 across the 3 of their papers we have counts for

collaborators

6 papers

stat.ME2026

Bayesian fusion forests for heterogeneous treatment effects on survival from randomised and real-world data

Tijn Jacobs, Stéphanie L. van der Pas, Wessel N. van Wieringen

We develop the Bayesian fusion forest, a nonparametric framework to estimate heterogeneous treatment effects on survival outcomes by combining a randomised controlled trial and rea…

stat.ME2025

Horseshoe Forests for High-Dimensional Causal Survival Analysis

Tijn Jacobs, Wessel N. van Wieringen, Stéphanie L. van der Pas

We develop a Bayesian tree ensemble model to estimate heterogeneous treatment effects in censored survival data with high-dimensional covariates. Instead of imposing sparsity throu…

stat.ME2020★ 9 cited

rags2ridges: A One-Stop-Shop for Graphical Modeling of High-Dimensional Precision Matrices

Carel F. W. Peeters, Anders Ellern Bilgrau, Wessel N. van Wieringen

A graphical model is an undirected network representing the conditional independence properties between random variables. Graphical modeling has become part and parcel of systems o…

stat.CO2016

The Spectral Condition Number Plot for Regularization Parameter Determination

Carel F. W. Peeters, Mark A. van de Wiel, Wessel N. van Wieringen

Many modern statistical applications ask for the estimation of a covariance (or precision) matrix in settings where the number of variables is larger than the number of observation…

stat.ME2015

Gene network reconstruction using global-local shrinkage priors

Gwenaël G. R. Leday, Mathisca C. M. de Gunst, Gino B. Kpogbezan +3

Reconstructing a gene network from high-throughput molecular data is often a challenging task, as the number of parameters to estimate easily is much larger than the sample size. A…

stat.ME2015

Targeted Fused Ridge Estimation of Inverse Covariance Matrices from Multiple High-Dimensional Data Classes

Anders Ellern Bilgrau, Carel F. W. Peeters, Poul Svante Eriksen +2

We consider the problem of jointly estimating multiple inverse covariance matrices from high-dimensional data consisting of distinct classes. An -penalized maximum likeliho…