Welcome to Hui Zou's Home Page

elasticnet fastcox gcdnet gglasso msda
HDtweedie TDboost sdwd kerndwd
erboost KERE SALES FHDQR

R package: elasticnet

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Author: Hui Zou and Trevor Hastie

Reference: Zou, H. and Trevor, T. (2005). Regularization and Variable Selection via the Elastic Net. Journal of the Royal Statistical Society, Series B, 67(2), 301-320.

Zou, H., Hastie, T. and Tibshirani, R. (2006). Sparse Principal Component Analysis. Journal of Computational and Graphical Statistics, 15(2), 265-286.

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R package: fastcox

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Author: Yi Yang and Hui Zou

Reference: Yang, Y. and Zou, H. (2013). A Cocktail Algorithm for Solving The Elastic Net Penalized Cox's Regression in High Dimensions. Statistics and Its Interface, 6, 167-173.

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R package: gcdnet

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Author: Yi Yang and Hui Zou

Reference: Yang, Y. and Zou, H. (2012). An Efficient Algorithm for Computing HHSVM and Its Generalization. Journal of Computational and Graphical Statistics, 22(2), 396-415.

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R package: gglasso

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Author: Yi Yang and Hui Zou

Reference: Yang, Y. and Zou, H. (2012). A Fast Unified Algorithm for Solving Generalized Group Lasso Learning Problems. Statistics and Computing.

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R package: msda

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Author: Qing Mai, Yi Yang and Hui Zou

Reference:Qing Mai, Yi Yang and Hui Zou (2014). Multiclass Sparse Discriminant Analysis. Manuscript.

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R package: HDtweedie

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Author: Wei Qian, Yi Yang and Hui Zou

Reference: Wei Qian, Yi Yang and Hui Zou (2016). Tweedie's Compound Poisson Model With Grouped Elastic Net, Journal of Computational and Graphical Statistics, 25(2), 606--625.

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R package: TDboost

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Author: Yi Yang, Wei Qian and Hui Zou

Reference: Yi Yang, Wei Qian and Hui Zou (2015). Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models, Journal of Business and Economics Statistics.

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R package: sdwd

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Author: Boxiang Wang and Hui Zou

Reference:Boxiang Wang and Hui Zou (2016). Sparse Distance Weighted Discriminantion. Journal of Computational and Graphical Statistics, 25(3), 826--838.

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R package: kerndwd

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Author: Boxiang Wang and Hui Zou

Reference:Boxiang Wang and Hui Zou (2015). Another Look at DWD: Thrifty Algorithm and Bayes Risk Consistency in RKHS. Manuscript.

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R package: erboost

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Author: Yi Yang and Hui Zou

Reference: Yang, Y. and Zou, H. (2013) Nonparametric Multiple Expectile Regression via ER-Boost. Journal of Statistical Computation and Simulation.

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R package: KERE

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Author: Yi Yang, Teng Zhang and Hui Zou

Reference: Yang, Y, Teng ZHang and Zou, H. (2016) Flexible Expectile Regression in Reproducing Kernel Hilbert Space. Technomatrics.

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R package: SALES

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Author: Yuwen Gu and Hui Zou

Reference: Yuwen Gu and Hui Zou (2016). High-dimensional Generalizations of Asymmetric Least Squares Regression and Their Applications. Annals of Statistics, 44(6), 2661--2794

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R package: FHDQR

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Author: Yuwen Gu and Hui Zou

Reference: Yuwen Gu and Hui Zou (2017). High-dimensional Sparse Penalized Quantile Regression Technometrics, to appear.

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