TREVOR HASTIE 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 3.0 released October 2019. Includes major additional features 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.

Interview with Jon Gurstelle for Statistics Views

glmnet in python ported by B.J. Balakumar October 2016


Statistical Learning MOOC with Rob Tibshirani.
Now in self-paced mode. See link for details of course and certification.

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.