Dr Rajen Shah
Contact information
01223 765923
Statistical Laboratory
Wilberforce Road
Cambridge
CB3 0WB
United Kingdom
Research interests
Variable selection
Detecting interactions
Sparse data
Sketching large-scale data
Large-scale regression and classification
Publications
Shah, R. D. and Bühlmann, P. (2017) Goodness of fit tests for high-dimensional linear models. J. Roy. Statist. Soc., Ser. B, to appear.
Shah, R. D. (2016) Modelling interactions in high-dimensional data with Backtracking. JMLR, 17, 1-31.
Shah, R. D. and Meinshausen, N. (2014) Random Intersection Trees. JMLR, 15, 629-654.
Shah, R. D. and Samworth, R. J. (2013) Variable selection with error control: Another look at Stability Selection. J. Roy. Statist. Soc., Ser. B, 75, 55-80.