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stat.ME2019
Robust Regression with Compositional Covariates
Aditya Mishra, Christian L. Muller
Many biological high-throughput data sets, such as targeted amplicon-based and metagenomic sequencing data, are compositional in nature. A common exploratory data analysis task is…
stat.ME2014
Don't Fall for Tuning Parameters: Tuning-Free Variable Selection in High Dimensions With the TREX
Johannes Lederer, Christian Müller
Lasso is a seminal contribution to high-dimensional statistics, but it hinges on a tuning parameter that is difficult to calibrate in practice. A partial remedy for this problem is…