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Cantab Capital Institute for the Mathematics of Information

 

Professor 

Research Interests: High-dimensional statistics and large-scale data analysis

 

Publications

Average partial effect estimation using double machine learning
H Klyne, RD Shah
(2023)
Sandwich Boosting for Accurate Estimation in Partially Linear Models for Grouped Data
EH Young, RD Shah
(2023)
Double-estimation-friendly inference for high-dimensional misspecified models
RD Shah, P Bühlmann
– Statistical Science
(2023)
38,
68
Rank-transformed subsampling: inference for multiple data splitting and exchangeable p-values
FR Guo, RD Shah
(2023)
The Projected Covariance Measure for assumption-lean variable significance testing
AR Lundborg, I Kim, RD Shah, RJ Samworth
(2022)
Conditional independence testing in Hilbert spaces with applications to functional data analysis
AR Lundborg, RD Shah, J Peters
– Journal of the Royal Statistical Society. Series B: Statistical Methodology
(2022)
84,
1821
High-dimensional regression with potential prior information on variable importance
BG Stokell, RD Shah
– Statistics and Computing
(2022)
32,
52
Structure Learning for Directed Trees
ME Jakobsen, RD Shah, P Bühlmann, J Peters
– Journal of Machine Learning Research
(2022)
23,
Cross-validation for change-point regression: pitfalls and solutions
F Pein, RD Shah
(2021)
Modelling high-dimensional categorical data using nonconvex fusion penalties
BG Stokell, RD Shah, RJ Tibshirani
– Journal of the Royal Statistical Society Series B: Statistical Methodology
(2021)
83,
579
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Research Group

Cantab Capital Institute for the Mathematics of Information

Room

D1.15

Telephone

01223 765923