Adam J. Rothman

PhD Candidate
Department of Statistics
University of Michigan
439 West Hall
1085 S. University Ave.
Ann Arbor MI 48109-1107

Teaching
Statistics 350 [014,039] Winter 2008
Statistics 406 Fall 2007
Statistics 412, 500 Winter 2007
Statistics 406 Fall 2006
Statistics 350 [038, 045] Winter 2006
Statistics 350 [203] Summer 2006

Academic Backgound
B.S.E. (EE) Cum Laude, University of Michigan, 2005
M.A. (Statistics), University of Michigan, 2007
Curriculum Vitae

Papers
Rothman, A.J., Levina, E., and Zhu, J. (2009). Sparse multivariate regression with covariance estimation. Technical report #499, Dept. of Statistics, Univ. of Michigan. Submitted.

Rothman, A.J., Levina, E., and Zhu, J. (2009). A new approach to Cholesky-based covariance regularization in high dimensions. Technical report #480, Dept. of Statistics, Univ. of Michigan. Submitted.

Rothman, A.J., Levina, E., and Zhu, J. (2009). Generalized Thresholding of Large Covariance Matrices. Journal of the American Statistical Association (Theory and Methods). 104: 177-186.

Rothman, A.J., Bickel, P.J., Levina, E., and Zhu, J. (2008). Sparse Permutation Invariant Covariance Estimation. Electronic Journal of Statistics. 2: 494-515. (One of four winning papers in the 2008 ASA Student Paper Competition sponsored by the Statistical Computing Section)

Levina, E., Rothman, A.J., and Zhu, J. (2008). Sparse Estimation of Large Covariance Matrices via a Nested Lasso Penalty. Annals of Applied Statistics. 2(1):245-263.

Research supported in part by the Yahoo! PhD student fellowship

In Preparation
Rothman, A.J., and Agarwal, D. (2009). Simultaneous dimensionality reduction and estimation of nested random effects models.

Rajaratnam, B., Rothman, A.J., and Levina, E. (2009). Memory monotonic covariance models.

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