Sara A. van de Geer

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MOTIVATION This paper presents a global test to be used for the analysis of microarray data. Using this test it can be determined whether the global expression pattern of a group of genes is significantly related to some clinical outcome of interest. Groups of genes may be any size from a single gene to all genes on the chip (e.g. known pathways, specific(More)
We study the problem of estimating multiple linear regression equations for the purpose of both prediction and variable selection. Following recent work on multi-task learning Argyriou et al. [2008], we assume that the regression vectors share the same sparsity pattern. This means that the set of relevant predictor variables is the same across the different(More)
An important tool for statistical research are moment inequalities for sums of independent random vectors. Nemirovski and coworkers (1983, 2000) derived one particular type of such inequalities: For certain Banach spaces (B, ·) there exists a constant K = K(B, ·) such that for arbitrary independent and centered random vectors X 1 , X 2 ,. .. , X n ∈ B,(More)
In this paper, we study a two-category classification problem. We indicate the categories by labels Y = 1 and Y = −1. We observe a covariate, or feature, X ∈ X ⊂ R d. Consider a collection {h a } of classifiers indexed by a finite-dimensional parameter a, and the classifier h a * that minimizes the prediction error over this class. The parameter a * is(More)
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