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testOTM

[GitHub] [Vignette]

testOTM is an R package that computes multivariate ranks and quantiles defined through the theory of optimal transports. It also provides several applications of these statistics, most notably the two-sample multivariate goodness-of-fit testing. The user can use this package to visualize the optimal transport map between uniform probability measure and any data-set. The following interactive plot showcases an optimal transport map between $U[0,1]^3$ and a trivariate Gaussian sample:

alocv

[GitHub] [arXiv] [Blog post]

alocv is an R package that implement the approximate leave-one-out (ALO) cross-validation strategy for common regressors in an efficient way. Leave-one-out cross-validation (LOOCV) is an appealing method for parameter tuning. However, its high computational cost (requiring fitting the model $n$ times) often makes it infeasible in application. Our proposed method approximates the LOOCV estimations using only the full data fit and siginificantly reduced the time needed for risk estimation.

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teaching

Teaching experience 1

Undergraduate course, University 1, Department, 2014

This is a description of a teaching experience. You can use markdown like any other post.

Teaching experience 2

Workshop, University 1, Department, 2015

This is a description of a teaching experience. You can use markdown like any other post.