A study of pre-validation (2008)
Höfling, Holger, Tibshirani, Robert
Given a predictor of outcome derived from a high-dimensional dataset, pre-validation is a useful technique for comparing it to competing predictors on the same dataset. For microarray data, it allows...
Discussion of: Statistical analysis of an archeological find (2008)
Höfling, Holger, Wasserman, Larry
Discussion of ``Statistical analysis of an archeological find'' by Andrey Feuerverger [arXiv:0804.0079]
Pathwise coordinate optimization (2007)
Friedman, Jerome, Hastie, Trevor, Höfling, Holger, Tibshirani, Robert
We consider ``one-at-a-time'' coordinate-wise descent algorithms for a class of convex optimization problems. An algorithm of this kind has been proposed for the $L_1$-penalized regression (lasso) in...