Highlights -- Mining data with full-fledged machines .................... ............................ Xiaotong Shen, Yin Lin and Yuan-Chin I. Chang 303 Editorial -- A statistician thinks about machine learning .... Grace Wahba 305 Commentary -- Challenges in statistical machine learning .................. ........................................ John Lafferty and Larry Wasserman 307 Observations on bagging .............. Andreas Buja and Werner Stuetzle 323 An effective method for high-dimensional log-density ANOVA estimation, with application to nonparametric graphical model building ................ .....................................................Yongho Jeon and Yi Lin 353 Blockwise sparse regression..........Yuwon Kim, Jinseog Kim and Yongdai Kim 375 Characterizing the solution path of multicategory support vector machines.. .............................................Yoonkyung Lee and Zhenhuan Cui 391 Regularized optimization in statistical learning: a Bayesian perspective ....................................................Bin Li and Prem K. Goel 411 Convergence rates of compactly supported radial basis function regularization.........................................Yi Lin and Ming Yuan 425 Optimizing ψ-learning via mixed integer programming................... ...................................................Yufeng Liu and Yichao Wu 441 Signal probability estimation with penalized likelihood method on weighted data....................Fan Lu, Gary C. Hill, Grace Wahba and Paolo Desiati 459 Boosting for high-multivariate responses in high-dimensional linear regression...........................Roman Werner Lutz and Peter Bühlmann 471 Location estimation in wireless networks: a Bayesian approach.............. .David Madigan, Wen-Hua Ju, P. Krishnan, A. S. Krishnakumar and Ivan Zorych 495 Using input dependent weights for model combination and model selection with multiple sources of data......We Pan, Guanghua Xiao and Xiaohong Huang 523 Binning in Gaussian kernel regularization................Tao Shi and Bin Yu 541 Estimation of generalization error: random and fixed inputs ............... ..............................................Junhui Wang and Xiaotong Shen 569 The doubly regularized support vector machine.............................. ................................................Li Wang, Ji Zhu and Hui Zou 589 Multi-category support vector machines, feature selection and solution path. ..............................................Lifeng Wang and Xiaotong Shen 617 Comparing learning methods for classification...................Yuhong Yang 635 Variable selection for support vector machines via smoothing spline ANOVA.. ............................................................Hao Helen Zhang 6592006 Statistica Sinica ISSN 1017-0405