- Bayesian Sparse Multiple Regression
Cross-Validation for High-Dimensional Ridge and Lasso
This note collects several references on the research of cross-validation.
Group Inference in High Dimensions
This post is based on the slides for the talk given by Zijian Guo at The International Statistical Conference In Memory of Professor Sik-Yum Lee
Genetic Relatedness in High-Dimensional Linear Models
This post is based on Guo, Z., Wang, W., Cai, T. T., & Li, H. (2019). Optimal Estimation of Genetic Relatedness in High-Dimensional Linear Models. Journal of the American Statistical Association, 114(525), 358–369.
- Feature Annealed Independent Rules
- Sparse LDA
This post is based on Section 6.4 of Hastie, Trevor, Robert Tibshirani, and Martin Wainwright. “Statistical Learning with Sparsity,” 2016, 362.
- High-dimensional linear mixed-effect model
High Dimensional LDA
This note is for Cai, T. T., & Zhang, L. (n.d.). High dimensional linear discriminant analysis: Optimality, adaptive algorithm and missing data. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 0(0).
- Surprises in High-Dimensional Ridgeless Least Squares Interpolation