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Peter Radchenko

Peter Radchenko

PhD Yale
Associate Professor

Rm 4158
H70 - Abercrombie Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9351 3835
peter.radchenko@sydney.edu.au

Bio

Peter Radchenko's primary areas of research are statistical machine learning and high-dimensional statistics.  His main research focus has been on developing novel methodology for dealing with massive and complex modern data.   In particular, Peter has developed successful new approaches in the areas of high-dimensional regression, functional data analysis and convex clustering.   Peter's research papers have been published in the Journal of the Royal Statistical Society, the Annals of Statistics, the Journal of the American Statistical Association, Biometrika, and the Annals of Applied Statistics.

Peter has a PhD in Statistics from Yale University, and an undergraduate degree in Mathematics and Applied Mathematics, from the Lomonosov Moscow State University.  Prior to joining the University of Sydney, Peter held faculty positions at the University of Southern California and the University of Chicago.

2017

4
Journal Article/s

Radchenko P and Mukherjee G 2017 Forthcoming 'Convex Clustering via L-1 Fusion Penalization', Journal of the Royal Statistical Society, Series B (Statistical Methodology) [Link]

Mazumder R and Radchenko P 2017 'The Discrete Dantzig Selector: Estimating Sparse Linear Models via Mixed Integer Linear Optimization', IEEE Transactions on Information Theory, vol.63:5, pp. 3053-75 [Link]

Banerjee T, Mukherjee G and Radchenko P 2017 'Feature screening in large scale cluster analysis', Journal of Multivariate Analysis, vol.161, pp. 191-212 [Link]

2015

4
Journal Article/s

Fan Y, James G and Radchenko P 2015 'Functional Additive Regression', Annals of Statistics, vol.43:5, pp. 2296-325 [Link]

Radchenko P 2015 'High Dimensional Single Index Models', Journal of Multivariate Analysis, vol.139, pp. 266-82 [Link]

Radchenko P, Qiao X and James G 2015 'Index Models for Sparsely Sampled Functional Data', Journal of the American Statistical Association, vol.110:510, pp. 824-36 [Link]

2011

4
Journal Article/s

Radchenko P and James G 2011 'Improved Variable Selection with Forward-Lasso Adaptive Shrinkage', Annals of Applied Statistics, vol.5:1, pp. 427-48 [Link]

2010

4
Journal Article/s

Radchenko P and James G 2010 'Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions', Journal of the American Statistical Association, vol.105:492, pp. 1541-53 [Link]

2009

4
Journal Article/s

James G and Radchenko P 2009 'A Generalized Dantzig Selector with Shrinkage Tuning', Biometrika, vol.96:2, pp. 323-37 [Link]

James G, Radchenko P and Lv J 2009 'DASSO: Connections between the Dantzig Selector and Lasso', Journal of the Royal Statistical Society, Series B (Statistical Methodology), vol.71:1, pp. 127-42 [Link]

2008

4
Journal Article/s

James G and Radchenko P 2008 'Invited discussion of “Sure Independence Screening for Ultrahigh Dimensional Feature Space.”', Journal of the Royal Statistical Society, Series B (Statistical Methodology), vol.70:5, pp. 895-6 [Link]

Radchenko P 2008 'Mixed-rates Asymptotics', Annals of Statistics, vol.36:1, pp. 287-309 [Link]

Radchenko P and James G 2008 'Variable Inclusion and Shrinkage Algorithms', Journal of the American Statistical Association, vol.103:483, pp. 1304-315 [Link]

2006

4
Journal Article/s

Pollard D and Radchenko P 2006 'Nonlinear Least-Squares Estimation', Journal of Multivariate Analysis, vol.97:2, pp. 548-62 [Link]

2005

6
Conference Proceeding/s

Radchenko P 2005 'Reweighting the Lasso', Proceedings of the American Statistical Association, 1st January 2005-31st December 2005

1999

2
Book Section/s

Afanasyeva L and Radchenko P 1999 'On Homogeneity of Two Semi-Markov Samples' in Semi-Markov Models and Applications, ed. J Janssen & N Limnios, Kluwer, Dordrecht, Netherlands, pp. 187-99 [Link]