Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Author "Shah, Rajen Dinesh"
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Goodness-of-fit tests for high dimensional linear models
Shah, Rajen Dinesh; Bühlmann, PWe propose a framework for constructing goodness-of-fit tests in both low and high dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or ...
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Modelling Interactions in High-dimensional Data with Backtracking
Shah, Rajen Dinesh (Journal of Machine Learning ResearchJournal of Machine Learning Research, 2016)We study the problem of high-dimensional regression when there may be interacting variables. Approaches using sparsity-inducing penalty functions such as the Lasso (Tibshirani, 1996) can be useful for producing interpretable ...
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Random Intersection Trees
Shah, Rajen Dinesh; Meinshausen, Nicolai (JMLRJournal of Machine Learning Research, 2014-02)Finding interactions between variables in large and high-dimensional datasets is often a serious computational challenge. Most approaches build up interaction sets incrementally, adding variables in a greedy fashion. The ...