Rajen Shah


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

I am a second 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. and Samworth, R. J. (2012), Variable selection with error control: Another look at Stability Selection. J. Roy. Statist. Soc., Ser. B, to appear. (.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.

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.
  • Stability Selection. Research Students' Conference in Probability and Statistics 2011.

Teaching

I have supervised Part II Statistical Modelling, Part II Probability and Measure and Part IB Optimization.


Last updated March 2012.