Rajen ShahView profile
Professor
Professor Rajen Shah is a faculty member in the Statistical Laboratory at the University of Cambridge, part of the Department of Pure Mathematics and Mathematical Statistics (DPMMS) within the Faculty of Mathematics. His research focuses on statistical methodology, particularly in high-dimensional data analysis, machine learning, and robust statistical inference. He is known for contributions to areas such as change-point regression, inverse propensity score weighting, and efficient estimation techniques in complex models. Key research interests include developing novel methods for variable selection, robust hypothesis testing, and scalable algorithms for large-scale data. He has collaborated on interdisciplinary projects, such as functional genomics studies (e.g., screening conserved genes of unknown function). His work often emphasizes theoretical rigor alongside practical applications in fields like causal inference and computational statistics. Prof. Shah has published extensively in top-tier journals like The Annals of Statistics , Bernoulli , and Journal of the Royal Statistical Society Series B . His recent articles address challenges in cross-validation for change-point detection, rank-transformed subsampling, and sandwich boosting methods. He is actively involved in the academic community, contributing to the Cambridge Statistics Clinic and supervising research in statistical methodology. His research group is affiliated with the Statistical Laboratory at the Centre for Mathematical Sciences, Cambridge. The lab focuses on advancing statistical theory and applications, with a strong emphasis on high-dimensional and assumption-lean methods.
