Graphical Modeling

Keywords: nonparanormal; forest modeling.


Beyond Gaussianity: Modeling and inferring complex dependence of massive amounts of random varaibles

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Copula Modeling

Keywords: transelliptical modeling.


Beyond nonparametricity: nonparametric modeling with parametric rates of convergence.

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Sparse Additive Modeling

Keywords: sparse additive modeling.


Beyond linearity: functional sparsity and structural sparsity in high dimensions.

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Modern Nonparametric Methods in Statistical Machine Learning

Keywords: large-scale inference; statistical optimization; data centric software engineering.


Understanding informational and computational complexity: minimax theory, statistical optimization, calibrated multi-task inference, multivariate time series analysis.

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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