The John A. Overdeck Professor
Professor of Statistics
Professor of Biomedical Data Science

Stanford University

Welcome to my home page. I have a joint appointment in the Department of Statistics at Stanford University, and the Division of Biostatistics of the Health, Research and Policy Department in the Stanford School of Medicine.

I have been on the faculty at Stanford since August, 1994. Before that I was a member of the technical staff at AT&T Bell Laboratories, Murray Hill, New Jersey, where I worked for 9 years. For more details, click on the link to my biography.

glmnet 4.0 released May 2020 and on CRAN. Major addition is full GLM family functionality. Any legitimate GLM family object can be passed as the family argument to glmnet, over and above the built-in (and more computationally efficient) families which are specified by character strings.
All the new features of glmnet 3.0 apply, including relaxed lasso and elastic net, software for model assessment, functions for building the X matrix that can deal with NAs and factor inputs, a progress bar for fitting big models, and more.

Statistical Learning MOOC with Rob Tibshirani.
January, 2020. Now hosted by edX in self-paced mode. See link for details of course and certification.

Interview with Jon Gurstelle
for Statistics Views, November 2016

glmnet in python
ported by BJ Balakumar October 2016

Computer Age Statistical Inference
with Bradley Efron.
Cambridge University Press, August 2016

Statistical Learning with Sparsity
with Martin Wainwright and Rob Tibshirani.
Chapman and Hall, May 2015.

 © copyright 2003 Trevor Hastie - All rights reserved.