Improving variable selection properties by leveraging external data

Publication
arXiv
David Rossell
David Rossell
Associate Professor

My research focuses on high-dimensional inference, Bayesian methods, and complex data modeling. I have a strong interest in model selection, graphical and factor models, and scalable algorithms with frequentist validity.

Piotr Zwiernik
Piotr Zwiernik
Serra Húnter Professor

I work on graphical models, covariance estimation, high-dimensional and tensor-valued data, as well as geometric methods in modern statistics and deep learning.