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- Peter Radchenko
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Peter RadchenkoAssistant Professor of Data Sciences and OperationsUSC Marshall School of Business
Los Angeles, CA 90089-0808Phone:213-821-2610Education:PhD, MA, Yale University; MS, Lomonosov Moscow State UniversityPersonal Website:http://www-rcf.usc.edu/~radchenkOverview
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
Forward-Lasso with Adaptive Shrinkage • 2011Variable Selection with Adaptive Non-linear Interaction Structures in High Dimensions • 2010A Generalized Dantzig Selector with Shrinkage Tuning • 2009DASSO: connections between the Dantzig selector and Lasso • 2009Discussion of "Sure Independence Screening for Ultrahigh Dimensional Feature Space" by Fan and Lv • 2008Variable Inclusion and Shrinkage Algorithms • 2008Mixed-Rates Asymptotics • 2008Nonlinear Least-Squares Estimation • 2006Reweighing the Lasso • 2005On Homogeneity of Two Semi-Markov Samples • 1999 - RSS
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