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Sure independence screening for ultrahigh dimensional feature space Discussion

- P. Bickel, P. Bühlmann, +38 authors H. Zou
- Mathematics
- 1 November 2008

A useful variant of the Davis--Kahan theorem for statisticians

- Yi Yu, Tengyao Wang, R. Samworth
- Mathematics
- 4 May 2014

The Davis–Kahan theorem is used in the analysis of many statistical procedures to bound the distance between subspaces spanned by population eigenvectors and their sample versions. It relies on an… Expand

Variable selection with error control: another look at stability selection

- Rajen Dinesh Shah, R. Samworth
- Mathematics
- 27 May 2011

Summary. Stability selection was recently introduced by Meinshausen and Buhlmann as a very general technique designed to improve the performance of a variable selection algorithm. It is based on… Expand

Ultrahigh Dimensional Feature Selection: Beyond The Linear Model

- Jianqing Fan, R. Samworth, Yichao Wu
- Mathematics, Medicine
- J. Mach. Learn. Res.
- 1 December 2009

TLDR

High-dimensional changepoint estimation via sparse projection

- Tengyao Wang, R. Samworth
- Mathematics
- 20 June 2016

Changepoints are a very common feature of Big Data that arrive in the form of a data stream. In this paper, we study high-dimensional time series in which, at certain time points, the mean structure… Expand

Neogene overflow of Northern Component Water at the Greenland‐Scotland Ridge

- H. Poore, R. Samworth, N. White, S. Jones, I. N. McCave
- Geology
- 1 June 2006

In the North Atlantic Ocean, flow of North Atlantic Deep Water (NADW), and of its ancient counterpart Northern Component Water (NCW), across the Greenland-Scotland Ridge (GSR) is thought to have… Expand

Optimal weighted nearest neighbour classifiers

- R. Samworth
- Mathematics
- 30 January 2011

We derive an asymptotic expansion for the excess risk (regret) of a weighted nearest-neighbour classifier. This allows us to find the asymptotically optimal vector of nonnegative weights, which has a… Expand

Efficient multivariate entropy estimation via $k$-nearest neighbour distances

- Thomas B. Berrett, R. Samworth, M. Yuan
- Mathematics
- 1 June 2016

Many statistical procedures, including goodness-of-fit tests and methods for independent component analysis, rely critically on the estimation of the entropy of a distribution. In this paper, we seek… Expand

Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density

- M. Cule, R. Samworth
- Mathematics
- 30 August 2009

We present theoretical properties of the log-concave maximum likelihood estimator of a density based on an independent and identically distributed sample in R d . Our study covers both the case where… Expand

Maximum likelihood estimation of a multidimensional log-concave density

- M. Cule, R. Samworth, M. Stewart
- Mathematics
- 24 April 2008

Let X_1, ..., X_n be independent and identically distributed random vectors with a log-concave (Lebesgue) density f. We first prove that, with probability one, there exists a unique maximum… Expand

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