posts | kenneth hung

Aug 23 2017: Thoughts on "The signal and the noise" — I came across Nate Silver’s name in two past occasions: once when I was taking Stat 215a at Berkeley, another time during the 2016 elections. With some luxury of free time when I was interning in Chicago, I took the time to finally read this book.
Apr 10 2017: ℓ1-Penalized Likelihood Asymptotics — Following a paper by Lee et al. (2013) on the correcting for the selection bias after lasso-based selection, a natural progression is to consider general penalized likelihood selections. In GLM, we are at least provided with a sufficient statistics, but this would not be the case in a more general...