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@IBiDat

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alvaromc317/README.md

Hi! 👋

I am Álvaro Mendez Civieta, a postdoctoral researcher at Columbia University in New York City. I hold a Ph.D. in Statistics and an M.Sc. in Big Data from University Carlos III of Madrid, as well as a B.Sc. in Mathematics from University of Oviedo. My research focuses on high dimensional regression problems, dimensionality reduction techniques, functional data, and quantile regression. I've published my work in top conferences and journals and have open-sourced several projects through Python and R packages, including my most popular package "asgl," which has been downloaded over 30,000 times so far. Additionally, I teach courses in statistics and machine learning.

Recent work

  • I have recently published a new package for python, asgl, that brings a lot of material for regression modelling that was missing in python. Give it a look!
  • I have also published an R package for a new methodology named Functional Quantile Principal Component Analysis named FunQ

Popular repositories Loading

  1. asgl asgl Public

    A regression solver for high dimensional penalized linear, quantile and logistic regression models'

    Python 81 18

  2. adaptive-sparse-group-lasso-paper-simulations adaptive-sparse-group-lasso-paper-simulations Public

    Python 2 1

  3. data_generation data_generation Public

    A python package for different data generation alternatives

    Python 1

  4. alvaromc317 alvaromc317 Public

  5. metrics_computation metrics_computation Public

    Given a True beta vector and a predicted beta vector, computes a set of metrics such as true positive rate, recall, etc

    Python

  6. miscelanea miscelanea Public

    Various python functions that I use in different settings

    Python