R.Shah@statslab.cam.ac.uk

Room: D1.15

Office phone: +44 1223 765923

I am a Lecturer in Statistics 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 fellow of the Alan Turing Institute. My research interests include high-dimensional statistics and large-scale data analysis.

### Editorial Service

- Associate Editor for JRSSB.

- Associate Editor for Biometrika.

- Member of the Research Section Committee of the Royal Statistical Society.

### Publications and Preprints

- Shah, R. D. and Meinshausen, N. (2018) RSVP-graphs: Fast High-dimensional Covariance Matrix
Estimation under Latent Confounding.
*Preprint.*(.pdf).

- Shah, R. D. and Peters, J. (2018) The hardness of conditional independence and the generalised covariance measure.
*Preprint.*(.pdf).

- Thanei, G., Meinshausen, N., Shah, R. D. (2018) The xyz algorithm for fast interaction search in high-dimensional data.
*JMLR*,**19**, 1-42. (.pdf).

- Shah, R. D. and Meinshausen, N. (2018) On
*b*-bit min-wise hashing for large-scale regression and classification with sparse data.*JMLR*,**18**, 1-42. (.pdf)

- Shah, R. D. and Bühlmann, P. (2017) Goodness of fit tests for high-dimensional linear models.
*J. Roy. Statist. Soc., Ser. B.*(.pdf) Software: RPtests.

- Shah, R. D. (2016) Modelling interactions in high-dimensional data with Backtracking.
*JMLR*,**17**, 1-31. (.pdf) Software: LassoBacktracking.

- Shah, R. D. and Samworth, R. J. (2015) Invited discussion of
*An adaptive resampling test for detecting the presence of significant predictors*by McKeague, I. W. and Qian, M.*J. Amer. Statist. Assoc.*,**110**, 1439-1442. (.pdf)

- Dybkær, K., Bøgsted, M., Falgreen, S., Bødker, J. S., Kjeldsen, M. K., Schmitz, A., Bilgrau, A. E., Xu-Monette, Z. Y., Li, L., Bergkvist, K. S., Laursen, M. B., Rodrigo-Domingo, M., Marques, S. C., Rasmussen, S. B., Nyegaard, M., Gaihede, M., Møller, M. B., Samworth, R. J., Shah, R. D., Johansen, P., El-Galaly, T. C., Young, K. H. and Johnsen, H. E. (2015) A diffuse large B-cell lymphoma classification system that associates normal B-cell subset phenotypes with prognosis,
*J. Clinical Oncology*,**33**, 1379-1388.

- Chen, Y., Shah, R. D. and Samworth, R. J. (2014) Discussion of
*Multiscale change point inference*by Frick, K., Munk, A. and Sieling, H.*J. Roy. Statist. Soc., Ser. B*,**76**, 544-546. (.pdf)

- Shah, R. D. and Meinshausen, N. (2014) Random Intersection Trees.
*JMLR*,**15**, 629-654. (.pdf) Software: FSInteract.

- 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*,**143**, 1866-1868. (.pdf)

- 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. (.pdf) Associated R code.

- 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. (2014) Topics in High-dimensional and Large-scale Data Analysis.
*PhD thesis.*(.pdf)

- Shah, R. D. (2010) High-dimensional variable selection.
*Part III Essay.*

### Other notes

- High-dimensional data and the Lasso.
*Eureka 62, 2013*(.pdf)

### Teaching

- © 2014 the Statistical Laboratory, University of Cambridge

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