Rajen Shah


R.Shah@statslab.cam.ac.uk
Room: D0.12
Office phone: +44 1223 339785

I am a third year PhD student at the Statistical Laboratory, which is part of the Department of Pure Mathematics and Mathematical Statistics at the University of Cambridge. I am also a member of Trinity College. My PhD supervisor is Dr. Richard Samworth.

Publications and Preprints

  • Shah, R. D. and Samworth, R. J. (2013) Invited discussion of Correlated variables in regression: clustering and sparse estimation by Bühlmann, Rütimann, van de Geer and Zhang. Journal of Statistical Planning and Inference, To appear. (.pdf)
  • Shah, R. D. (2012) Modelling interactions in high-dimensional data with Backtracking. Submitted. (.pdf) A presentation on this can be found here (Animations should be viewable on Windows with Adobe Acrobat Reader).
  • 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. DOI: 10.1111/j.1467-9868.2011.01034.x (.pdf) Some associated R code can be found here.
  • Shah, R. D. and Samworth, R. J. (2010) Discussion of Stability selection by Meinshausen and Bühlmann. J. Roy. Statist. Soc., Ser. B, 72, 455-456. (.pdf)
  • Shah, R. D. (2010) High-dimensional variable selection. Part III Essay.

Notes from Talks

  • The Lasso: Variable selection, prediction and estimation. Statistics Reading Group 2012. Some notes on the talk can be found here.
  • An introduction to high-dimensional statistics. Statistical Laboratory Graduate Seminar 2012. Some notes on the talk can be found here.

Teaching

I have supervised Part II Statistical Modelling, Part II Probability and Measure and Part IB Optimization. I am giving examples classes for Part III Statistical Theory.


Last updated January 2013.