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stat.ME2026
Modeling with Categorical Features via Exact Fusion and Sparsity Regularisation
Kayhan Behdin, Riade Benbaki, Peter Radchenko +1
We study the high-dimensional linear regression problem with categorical predictors that have many levels. We propose a new estimation approach, which performs model compression vi…
stat.ME2025
Large Scale Partial Correlation Screening with Uncertainty Quantification
Emily Neo, Peter Radchenko, Bala Rajaratnam
Identifying multivariate dependencies in high-dimensional data is an important problem in large-scale inference. This problem has motivated recent advances in mining (partial) corr…