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Influence diagnosis is important since presence of influential ob-servations could lead to distorted analysis and misleading interpreta-tions. For high dimensional data, it is particularly so, as the ...
In a high dimensional linear regression model, we propose a new procedure for testing statistical significance of a subset of regression coefficients. Specifically,we employ the partial covariances be...
We propose a novel approach, Sequential Lasso, for feature selection in linear regression models with ultra-high dimensional feature spaces.
We consider the problem of high-dimensional Ising (graphical) model selection. We propose a simple algorithm for structure estimation based on the thresholding of the empirical conditional mutual info...
We address the issue of variable selection in the regression model with very high ambient dimension, i.e., when the number of covariates is very large. The main focus is on the situation where the num...
We develop a principled way of identifying probability distributions whose independent and identically distributed (iid) realizations are compressible, i.e., can be approximated as sparse. We focus on...

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