skip to primary navigationskip to content

Dr Rajen Dinesh Shah

Dr Rajen Dinesh Shah

Methods for large-scale data

High-dimensional inference

Statistical Laboratory
Wilberforce Road

Cambridge , Cambridgeshire CB3 0WB
Office Phone: 01223 765923

Research Interests

Variable selection

Detecting interactions

Sparse data

Sketching large-scale data

Large-scale regression and classification


Genomics ; High-dimensional Statistics ; Statistics ; Big Data ; Python, R ; Machine Learning ; Analytics ; Algorithms ; Statistical Inference

Key Publications

Shah, R. D. and Bühlmann, P. (2017) Goodness of fit tests for high-dimensional linear models. J. Roy. Statist. Soc., Ser. B, to appear.

Shah, R. D. (2016) Modelling interactions in high-dimensional data with Backtracking. JMLR17, 1-31.

Shah, R. D. and Meinshausen, N. (2014) Random Intersection Trees. JMLR, 15, 629-654.

Shah, R. D. and Samworth, R. J. (2013) Variable selection with error control: Another look at Stability Selection. J. Roy. Statist. Soc., Ser. B, 75, 55-80.


Other Publications

Shah, R. D. and Samworth, R. J. (2015) Invited discussion of An adaptive resampling test for detecting the presence of significant predictors by McKeague, I. W. and Qian, M. J. Amer. Statist. Assoc.110, 1439-1442.
Dybkær, K., Bøgsted, M., Falgreen, S., Bødker, J. S., Kjeldsen, M. K., Schmitz, A., Bilgrau, A. E., Xu-Monette, Z. Y., Li, L., Bergkvist, K. S., Laursen, M. B., Rodrigo-Domingo, M., Marques, S. C., Rasmussen, S. B., Nyegaard, M., Gaihede, M., Møller, M. B., Samworth, R. J., Shah, R. D., Johansen, P., El-Galaly, T. C., Young, K. H. and Johnsen, H. E. (2015) A diffuse large B-cell lymphoma classification system that associates normal B-cell subset phenotypes with prognosis, J. Clinical Oncology33, 1379-1388.
Chen, Y., Shah, R. D. and Samworth, R. J. (2014) Discussion of Multiscale change point inference by K. Frick, A. Munk and H. Sieling. J. Roy. Statist. Soc., Ser. B, 76, 544-546.
Shah, R. D. and Samworth, R. J. (2013) Invited discussion of Correlated variables in regression: clustering and sparse estimation by Bühlmann, Rütimann, van de Geer and Zhang. Journal of Statistical Planning and Inference143, 1866-1868.


Shah, R. D. and Samworth, R. J. (2010) Discussion of Stability selection by Meinshausen and Bühlmann. J. Roy. Statist. Soc., Ser. B, 72, 455-456.