Taeyoung Chang

In Best Subset, Forward Stepwise or Lasso? Analysis and Recommendations Based on Extensive Comparisons by T.Hastie, it is suggested that the relaxed Lasso performs as well as or better than all the other regression methods over nearly all settings. [Read More]

Support Vector Machine(SVM) comes from the problem of finding the optimal separating hyperplane(OSH). [Read More]

Best subset, forward stepwise selection and the Lasso are popular methods for variable selection and estimation of the parameters in a linear model. [Read More]

Mallows model is a model that is often exploited for analyzing ranking data. [Read More]