Nonparametric Sparsity

Keywords: transelliptical and sparse additive models.

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

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Statistical Optimization

Keywords: approximate path following algorithm.

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Beyond convexity: theory of nonconvex optimization and algorithmic statistics.

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High Dimensional Inference

Keywords: post-selection inferential analysis.

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

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Statistical Machine Learning 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