University of Southern California

Peter Radchenko
Assistant Professor of Data Sciences and Operations

USC Marshall School of Business
Los Angeles, CA 90089-0808

Phone: 
213-821-2610
Education: 
PhD, MA, Yale University; MS, Lomonosov Moscow State University

Overview

Peter Radchenko is a statistician whose research focuses on high dimensional statistical inference and problems of variable selection, foundational issues relevant for research in finance, marketing, and other social and sciences. He has published in such leading statistical journals as the Annals of Statistics, the Journal of the American Statistical Association, the Journal of the Royal Statistical Society, and Biometrika. Professor Radchenko received the Leonard J. Savage Writing Prize and the John F. Enders Dissertation Research Award from Yale University. Prior to joining USC, he was a Visiting Assistant Professor at the University of Chicago.

Research

Radchenko, P., and James, G. (2011) "Forward-Lasso with Adaptive Shrinkage," Annals of Applied Statistics, 5, 427-448.
Radchenko, P., and James, G. (2010) "Variable Selection with Adaptive Non-linear Interaction Structures in High Dimensions," Journal of the American Statistical Association, 105, 1541-1553.
James, G., and Radchenko, P. (2009) "A Generalized Dantzig Selector with Shrinkage Tuning," Biometrika, 96 (2), 323-337.
James, G., Radchenko, P., and Lv, J. (2009) "DASSO: connections between the Dantzig selector and Lasso," Journal of the Royal Statistical Society Series B, 71, 127-142.
James, G., and Radchenko, P. (2008) "Discussion of "Sure Independence Screening for Ultrahigh Dimensional Feature Space" by Fan and Lv," Journal of the Royal Statistical Society, Series B, 70, 895-896.
Radchenko, P., and James, G. (2008) "Variable Inclusion and Shrinkage Algorithms," Journal of the American Statistical Association, 103 (483), 1304-1315.
Radchenko, P. (2008) "Mixed-Rates Asymptotics," Annals of Statistics, 36 (1), 287-309.
Radchenko, P., and Pollard, D. (2006) "Nonlinear Least-Squares Estimation," Journal of Multivariate Analysis, 97, 548-562.
Radchenko, P. (2005) "Reweighing the Lasso," ASA Proceedings of the Joint Statistical Meetings, American Statistical Association, Alexandria (VA) 1668-1672.
Radchenko, P., and Afanasyeva, L. G., "On Homogeneity of Two Semi-Markov Samples," in Janssen, J., and Limnios, N., eds., Semi Markov Models and Applications, Kluwer, Dordrecht 1999.