University of Southern California

Peter Radchenko
Assistant Professor of Data Sciences and Operations

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

PhD, MA, Yale University; MS, Lomonosov Moscow State University


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.


Forward-Lasso with Adaptive Shrinkage 2011
Variable Selection with Adaptive Non-linear Interaction Structures in High Dimensions 2010
A Generalized Dantzig Selector with Shrinkage Tuning 2009
DASSO: connections between the Dantzig selector and Lasso 2009
Discussion of "Sure Independence Screening for Ultrahigh Dimensional Feature Space" by Fan and Lv 2008
Variable Inclusion and Shrinkage Algorithms 2008
Mixed-Rates Asymptotics 2008
Nonlinear Least-Squares Estimation 2006
Reweighing the Lasso 2005
On Homogeneity of Two Semi-Markov Samples 1999