wildly under-viewed interviews that rob tibshirani conducted over the past year for a reading course. really interesting discussions with Don Rubin, Jamie Robins, Jerry Friedman, Vladimir Vovk, and others www.youtube.com/@LedaLiang/v...

Leda Liang

youtube.com

We are excited to share the publication of our new paper "Univariate-guided sparse regression", with commentary by Larry Wasserman, Bin Yu, Lucas Janson, Cynthia Rudin and others. hdsr.mitpress.mit.edu/pub/3i97j340... Comments welcome!

Univariate-Guided Sparse Regression

hdsr.mitpress.mit.edu

I am happy to announce our new paper "Univariate-guided sparse regression". It's a new lasso that leverages the signs and magnitude of univariate coefficients . Sparser and more interpretable than the lasso. We're excited! arxiv.org/abs/2501.18360 R: github.com/trevorhastie...

Univariate-Guided Sparse Regression

In this paper, we introduce ``UniLasso'' -- a novel statistical method for sparse regression. This two-stage approach preserves the signs of the univariate coefficients and leverages their magnitude. ...

arxiv.org