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Ryan J. Tibshirani
Researcher at Carnegie Mellon University
Publications - 133
Citations - 9815
Ryan J. Tibshirani is an academic researcher from Carnegie Mellon University. The author has contributed to research in topics: Lasso (statistics) & Estimator. The author has an hindex of 39, co-authored 121 publications receiving 7520 citations. Previous affiliations of Ryan J. Tibshirani include Stanford University.
Papers
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The solution path of the generalized lasso
TL;DR: In this paper, a path algorithm for the generalized lasso problem is presented, which is based on solving the dual of the generalized Lasso, which greatly facilitates computation of the path.
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The solution path of the generalized lasso
TL;DR: This work derives an unbiased estimate of the degrees of freedom of the generalized lasso fit for an arbitrary D, which turns out to be quite intuitive in many applications.
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Strong rules for discarding predictors in lasso-type problems
Robert Tibshirani,Jacob Bien,Jerome H. Friedman,Trevor Hastie,Noah Simon,Jonathan Taylor,Ryan J. Tibshirani +6 more
TL;DR: This work proposes strong rules for discarding predictors in lasso regression and related problems, that are very simple and yet screen out far more predictors than the SAFE rules, and derives conditions under which they are foolproof.
Posted Content
Surprises in High-Dimensional Ridgeless Least Squares Interpolation.
TL;DR: This paper recovers---in a precise quantitative way---several phenomena that have been observed in large-scale neural networks and kernel machines, including the "double descent" behavior of the prediction risk, and the potential benefits of overparametrization.
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A significance test for the lasso
TL;DR: A simple test statistic based on lasso fitted values is proposed, called the covariance test statistic, and it is shown that when the true model is linear, this statistic has an Exp(1) asymptotic distribution under the null hypothesis (the null being that all truly active variables are contained in the current lasso model).