Statistical Machine Learning Lab

Princeton University

Graphical Model Representation

Keywords: semiparametric sparsity.

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Beyond normality and linearity: semiparametric inference with functional and structural sparsity.

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Graphical Model Computation

Keywords: statistical optimization.

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Beyond convexity: theory of nonconvex optimization and algorithmic statistics.

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Graphical Model Inference

Keywords: high dimensional inference.

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Beyond estimation: local and global confidence sets and hypothesis testing in high dimensions.

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Large-Scale Graphical Models for Modern Scientic Data Analysis

Keywords: genomics, neuroimage, and financial time series.

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Understanding informational and computational complexity, modelig flexibility and structural complexity, statistical regularization and optimization robustness.

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Highlights

We currently highlight:

TIGER: Tuning-Insensitive Graph Estimation

July 15th, 2012 | Paper

Han Liu and Lie Wang.

The Nonparanormal SKEPTIC

Feb 10th, 2012 | Paper

Han Liu, Fang Han, Ming Yuan, John Lafferty, and Larry Wasserman

Reading Group

We have biweekly reading group. The topics of this semeser include optimization in infinite dimensional space, homotopy algorithm, stochastic convex optimization, random matrix theory, and CUDA for GPU programming.

Get In Touch

Department of Operations Research and Financial Engineering
Sherred Hall 224
Princeton University, NJ 08544
Phone: +609 258 1788
Email: hanliu@princeton.edu