I am a Statistics and Machine Learning PhD student on the StatML programme.
My research focuses on high-dimensional statistics method development, with applications in genetics and finance:
- Dual feature reduction for the sparse-group lasso and its adaptive variant (2024) .
- Strong screening rules for group-based SLOPE models (2024).
- Sparse-group SLOPE: adaptive bi-level selection with FDR-control (2023) .
You can find my two R packages on my GitHub: