Pubs

2026

1. JASA

   Extracting Interpretable Models from Tree Ensembles: Computational and Statistical Perspectives

   Brian Liu, Rahul Mazumder, and Peter Radchenko

   Journal of the American Statistical Association (to appear), 2026

   Bib HTML

   @article{liu2026extracting,
     title = {Extracting Interpretable Models from Tree Ensembles: Computational and Statistical Perspectives},
     author = {Liu, Brian and Mazumder, Rahul and Radchenko, Peter},
     journal = {Journal of the American Statistical Association (to appear)},
     year = {2026},
   }

2. JRSSB

   Modeling with Categorical Features via Exact Fusion and Sparsity Regularization

   Kayhan Behdin, Riade Benbaki, Peter Radchenko, and Rahul Mazumder

   Journal of the Royal Statistical Society Series B: Statistical Methodology (to appear), 2026

   Bib HTML

   @article{behdin2026modeling,
     title = {Modeling with Categorical Features via Exact Fusion and Sparsity Regularization},
     author = {Behdin, Kayhan and Benbaki, Riade and Radchenko, Peter and Mazumder, Rahul},
     journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology (to appear)},
     year = {2026},
   }

3. Preprint

   Poisson Inventory Models with Many Items: An Empirical Bayes Approach

   Edward Anderson, Nam Ho-Nguyen, and Peter Radchenko

   arXiv preprint arXiv:2508.03074, 2026

   Bib HTML

   @article{anderson2065poisson,
     title = {Poisson Inventory Models with Many Items: An Empirical Bayes Approach},
     author = {Anderson, Edward and Ho-Nguyen, Nam and Radchenko, Peter},
     journal = {arXiv preprint arXiv:2508.03074},
     year = {2026},
   }

2025

1. IEEE

   Large Scale Partial Correlation Screening with Uncertainty Quantification

   Emily Neo, Peter Radchenko, and Bala Rajaratnam

   IEEE Transactions on Information Theory (to appear), 2025

   Bib HTML

   @article{neo2025screening,
     title = {Large Scale Partial Correlation Screening with Uncertainty Quantification},
     author = {Neo, Emily and Radchenko, Peter and Rajaratnam, Bala},
     journal = {IEEE Transactions on Information Theory (to appear)},
     year = {2025},
   }

2. JBES

   Change-Point Detection in Time Series Using Mixed Integer Programming

   Artem Prokhorov, Peter Radchenko, Alexander Semenov, and Anton Skrobotov

   Journal of Business & Economic Statistics (to appear), 2025

   Bib HTML

   @article{prokhorov2025change,
     title = {Change-Point Detection in Time Series Using Mixed Integer Programming},
     author = {Prokhorov, Artem and Radchenko, Peter and Semenov, Alexander and Skrobotov, Anton},
     journal = {Journal of Business \& Economic Statistics (to appear)},
     year = {2025},
   }

3. AoAS

   Predicting census survey response rates with parsimonious additive models and structured interactions

   Shibal Ibrahim, Peter Radchenko, Emanuel Ben-David, and Rahul Mazumder

   The Annals of Applied Statistics, 2025

   Bib HTML

   @article{ibrahim2025predicting,
     title = {Predicting census survey response rates with parsimonious additive models and structured interactions},
     author = {Ibrahim, Shibal and Radchenko, Peter and Ben-David, Emanuel and Mazumder, Rahul},
     journal = {The Annals of Applied Statistics},
     volume = {19},
     number = {1},
     pages = {94--120},
     year = {2025},
     publisher = {Institute of Mathematical Statistics},
   }

2023

1. OR

   Subset selection with shrinkage: Sparse linear modeling when the SNR is low

   Rahul Mazumder, Peter Radchenko, and Antoine Dedieu

   Operations Research, 2023

   Bib HTML

   @article{mazumder2023subset,
     title = {Subset selection with shrinkage: Sparse linear modeling when the SNR is low},
     author = {Mazumder, Rahul and Radchenko, Peter and Dedieu, Antoine},
     journal = {Operations Research},
     volume = {71},
     number = {1},
     pages = {129--147},
     year = {2023},
     publisher = {INFORMS},
   }

2. AoS

   Grouped variable selection with discrete optimization: Computational and statistical perspectives

   Hussein Hazimeh, Rahul Mazumder, and Peter Radchenko

   The Annals of Statistics, 2023

   Bib HTML

   @article{hazimeh2023grouped,
     title = {Grouped variable selection with discrete optimization: Computational and statistical perspectives},
     author = {Hazimeh, Hussein and Mazumder, Rahul and Radchenko, Peter},
     journal = {The Annals of Statistics},
     volume = {51},
     number = {1},
     pages = {1--32},
     year = {2023},
     publisher = {Institute of Mathematical Statistics},
   }

3. IJF

   Too similar to combine? On negative weights in forecast combination

   Peter Radchenko, Andrey L Vasnev, and Wendun Wang

   International Journal of Forecasting, 2023

   Bib HTML PDF

   @article{radchenko2023too,
     title = {Too similar to combine? On negative weights in forecast combination},
     author = {Radchenko, Peter and Vasnev, Andrey L and Wang, Wendun},
     journal = {International Journal of Forecasting},
     volume = {39},
     number = {1},
     pages = {18--38},
     year = {2023},
     publisher = {Elsevier},
   }

2022

1. JASA

   Irrational exuberance: Correcting bias in probability estimates

   Gareth M James, Peter Radchenko, and Bradley Rava

   Journal of the American Statistical Association, 2022

   Bib HTML

   @article{james2022irrational,
     title = {Irrational exuberance: Correcting bias in probability estimates},
     author = {James, Gareth M and Radchenko, Peter and Rava, Bradley},
     journal = {Journal of the American Statistical Association},
     volume = {117},
     number = {537},
     pages = {455--468},
     year = {2022},
     publisher = {Taylor \& Francis},
   }

2017

1. JRSSB

   Convex clustering via L1 fusion penalization

   Peter Radchenko, and Gourab Mukherjee

   Journal of the Royal Statistical Society Series B: Statistical Methodology, 2017

   Bib HTML PDF

   @article{radchenko2017convex,
     title = {Convex clustering via L1 fusion penalization},
     author = {Radchenko, Peter and Mukherjee, Gourab},
     journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology},
     volume = {79},
     number = {5},
     pages = {1527--1546},
     year = {2017},
     publisher = {Oxford University Press},
   }

2. JMVA

   Feature screening in large scale cluster analysis

   Trambak Banerjee, Gourab Mukherjee, and Peter Radchenko

   Journal of Multivariate Analysis, 2017

   Bib HTML PDF

   @article{banerjee2017feature,
     title = {Feature screening in large scale cluster analysis},
     author = {Banerjee, Trambak and Mukherjee, Gourab and Radchenko, Peter},
     journal = {Journal of Multivariate Analysis},
     volume = {161},
     pages = {191--212},
     year = {2017},
     publisher = {Elsevier},
   }

3. IEEE

   The discrete Dantzig selector: Estimating sparse linear models via mixed integer linear optimization

   Rahul Mazumder, and Peter Radchenko

   IEEE Transactions on Information Theory, 2017

   Bib HTML

   @article{mazumder2017discrete,
     title = {The discrete Dantzig selector: Estimating sparse linear models via mixed integer linear optimization},
     author = {Mazumder, Rahul and Radchenko, Peter},
     journal = {IEEE Transactions on Information Theory},
     volume = {63},
     number = {5},
     pages = {3053--3075},
     year = {2017},
     publisher = {IEEE},
   }

2015

1. JASA

   Index Models for Sparsely Sampled Functional Data

   P. Radchenko, X. Qiao, and G. James

   Journal of the American Statistical Association, 2015

   Bib HTML PDF

   @article{radchenko2015index,
     author = {Radchenko, P. and Qiao, X. and James, G.},
     title = {Index Models for Sparsely Sampled Functional Data},
     year = {2015},
     journal = {Journal of the American Statistical Association},
     volume = {110},
     pages = {824-836},
   }

2. AoS

   Functional additive regression

   Yingying Fan, Gareth M James, and Peter Radchenko

   The Annals of Statistics, 2015

   Bib HTML

   @article{fan2015functional,
     author = {Fan, Yingying and James, Gareth M and Radchenko, Peter},
     title = {Functional additive regression},
     year = {2015},
     journal = {The Annals of Statistics},
     volume = {43},
     number = {5},
     pages = {2296-2325},
   }

3. JMVA

   High Dimensional Single Index Models

   P. Radchenko

   Journal of Multivariate Analysis, 2015

   Bib HTML PDF

   @article{radchenko2015high,
     author = {Radchenko, P.},
     title = {High Dimensional Single Index Models},
     year = {2015},
     journal = {Journal of Multivariate Analysis},
     volume = {139},
     pages = {266-282},
   }

2011

1. AoAS

   Improved Variable Selection with Forward-Lasso Adaptive Shrinkage

   P. Radchenko, and G. M. James

   Annals of Applied Statistics, 2011

   Bib HTML

   @article{radchenko2011improved,
     author = {Radchenko, P. and James, G. M.},
     title = {Improved Variable Selection with Forward-Lasso Adaptive Shrinkage},
     year = {2011},
     journal = {Annals of Applied Statistics},
     volume = {5},
     pages = {427-448},
   }

2010

1. JASA

   Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions

   P. Radchenko, and G. M. James

   Journal of the American Statistical Association, 2010

   Bib HTML PDF

   @article{radchenko2010variable,
     author = {Radchenko, P. and James, G. M.},
     title = {Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions},
     year = {2010},
     journal = {Journal of the American Statistical Association},
     volume = {105},
     pages = {1541-1553},
   }

2009

1. JRSSB

   DASSO: connections Between the Dantzig Selector and Lasso

   G. M. James, P. Radchenko, and J. Lv

   Journal of the Royal Statistical Society, Series B, 2009

   Bib HTML PDF

   @article{james2009dasso,
     author = {James, G. M. and Radchenko, P. and Lv, J.},
     title = {{DASSO}: connections Between the {D}antzig Selector and Lasso},
     year = {2009},
     journal = {Journal of the Royal Statistical Society, Series B},
     volume = {71},
     pages = {127-142},
   }

2. Biometrika

   A Generalized Dantzig Selector with Shrinkage Tuning

   G. M. James, and P. Radchenko

   Biometrika, 2009

   Bib HTML PDF

   @article{james2009generalized,
     author = {James, G. M. and Radchenko, P.},
     title = {A Generalized {D}antzig Selector with Shrinkage Tuning},
     year = {2009},
     journal = {Biometrika},
     volume = {96},
     pages = {323-337},
   }

3. Patent

   System and method for creating and scoring a prediction game

   Sean Glass, Logan Lindsell, Johannes Larcher, Patrick Veverka, and Peter Radchenko

   2009

   US Patent App. 12/150,434

   Bib HTML

   @misc{glass2009system,
     title = {System and method for creating and scoring a prediction game},
     author = {Glass, Sean and Lindsell, Logan and Larcher, Johannes and Veverka, Patrick and Radchenko, Peter},
     year = {2009},
     publisher = {Google Patents},
     note = {US Patent App. 12/150,434},
   }

2008

1. JASA

   Variable Inclusion and Shrinkage Algorithms

   P. Radchenko, and G. M. James

   Journal of the American Statistical Association, 2008

   Bib HTML PDF

   @article{radchenko2008variable,
     author = {Radchenko, P. and James, G. M.},
     title = {Variable Inclusion and Shrinkage Algorithms},
     year = {2008},
     journal = {Journal of the American Statistical Association},
     volume = {103},
     pages = {1304-1315},
   }

2. JRSSB

   Discussion: Sure Independence Screening for Ultrahigh Dimensional Feature Space

   G. M. James, and P. Radchenko

   Journal of the Royal Statistical Society, Series B, 2008

   Bib HTML PDF

   @article{james2008discussion,
     author = {James, G. M. and Radchenko, P.},
     title = {Discussion: Sure Independence Screening for Ultrahigh Dimensional Feature Space},
     year = {2008},
     journal = {Journal of the Royal Statistical Society, Series B},
     volume = {70},
     pages = {895-896},
   }

3. AoS

   Mixed-rates Asymptotics

   P. Radchenko

   Annals of Statistics, 2008

   Bib HTML

   @article{radchenko2008mixed,
     author = {Radchenko, P.},
     title = {Mixed-rates Asymptotics},
     year = {2008},
     journal = {Annals of Statistics},
     volume = {36},
     number = {1},
     pages = {287-309},
   }

4. Preprint

   Mixed-rates Asymptotics (extended version)

   P. Radchenko

   Preprint, 2008

   Bib PDF

   @article{radchenko2008mixedext,
     author = {Radchenko, P.},
     title = {Mixed-rates Asymptotics (extended version)},
     journal = {Preprint},
     year = {2008},
   }

2006

1. JMVA

   Nonlinear Least-Squares Estimation

   D. Pollard, and P. Radchenko

   Journal of Multivariate Analysis, 2006

   Bib HTML PDF

   @article{pollard2006nonlinear,
     author = {Pollard, D. and Radchenko, P.},
     title = {Nonlinear Least-Squares Estimation},
     year = {2006},
     journal = {Journal of Multivariate Analysis},
     volume = {97},
     number = {},
     month = {},
     pages = {548-562},
   }

2005

1. ASA

   Reweighting the Lasso

   P. Radchenko

   Proceedings of the American Statistical Association, 2005

   Bib PDF

   @article{radchenko2005reweight,
     author = {Radchenko, P.},
     title = {Reweighting the Lasso},
     year = {2005},
     journal = {Proceedings of the American Statistical Association},
     pages = {1668-1672},
   }

2004

1. Thesis

   Asymptotics under nonstandard conditions

   Peter Radchenko

   2004

   Bib PDF

   @book{radchenko2004asymptotics,
     title = {Asymptotics under nonstandard conditions},
     author = {Radchenko, Peter},
     year = {2004},
     publisher = {Yale University},
   }

1999

1. Book Chapter

   On Homogeneity of Two Semi-Markov Samples

   Larisa Afanasyeva, and Peter Radchenko

   In Semi-Markov Models and Applications, 1999

   Bib HTML

   @incollection{afanasyeva1999homogeneity,
     title = {On Homogeneity of Two Semi-Markov Samples},
     author = {Afanasyeva, Larisa and Radchenko, Peter},
     booktitle = {Semi-Markov Models and Applications},
     year = {1999},
     pages = {187--199},
     publisher = {Springer},
   }