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19972026
most citedForward stagewise regression and the monotone lasso

133 citations · 517 across the 19 of their papers we have counts for

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8 papers · 1 filter

math.ST2020

Confidence bands for a log-concave density

Guenther Walther, Alnur Ali, Xinyue Shen +1

We present a new approach for inference about a log-concave distribution: Instead of using the method of maximum likelihood, we propose to incorporate the log-concavity constraint…

math.ST2020★ 5 cited

Calibrating the scan statistic: finite sample performance vs. asymptotics

Guenther Walther, Andrew Perry

We consider the problem of detecting an elevated mean on an interval with unknown location and length in the univariate Gaussian sequence model. Recent results have shown that usin…

math.ST2019

Large-scale inference with block structure

Jiyao Kou, Guenther Walther

The detection of weak and rare effects in large amounts of data arises in a number of modern data analysis problems. Known results show that in this situation the potential of stat…

math.ST2016★ 14 cited

The Essential Histogram

Housen Li, Axel Munk, Hannes Sieling +1

The histogram is widely used as a simple, exploratory display of data, but it is usually not clear how to choose the number and size of bins. We construct a confidence set of distr…

math.ST2015★ 19 cited

Optimal detection of multi-sample aligned sparse signals

Hock Peng Chan, Guenther Walther

We describe, in the detection of multi-sample aligned sparse signals, the critical boundary separating detectable from nondetectable signals, and construct tests that achieve optim…

math.ST2015★ 129 cited

Adaptive Concentration of Regression Trees, with Application to Random Forests

Stefan Wager, Guenther Walther

We study the convergence of the predictive surface of regression trees and forests. To support our analysis we introduce a notion of adaptive concentration for regression trees. Th…

math.ST2010★ 109 cited

Optimal and fast detection of spatial clusters with scan statistics

Guenther Walther

We consider the detection of multivariate spatial clusters in the Bernoulli model with locations, where the design distribution has weakly dependent marginals. The locations ar…

math.ST2007★ 133 cited

Forward stagewise regression and the monotone lasso

Trevor Hastie, Jonathan Taylor, Robert Tibshirani +1

We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it…