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08/04/2021
The volume-of-tube method for Gaussian random fields with inhomogeneous variance
The tube method or the volume-of-tube method approximates the tail proba...
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03/14/2015
Communication-efficient sparse regression: a one-shot approach
We devise a one-shot approach to distributed sparse regression in the hi...
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02/23/2014
Exact Post Model Selection Inference for Marginal Screening
We develop a framework for post model selection inference, via marginal ...
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11/25/2013
Exact post-selection inference, with application to the lasso
We develop a general approach to valid inference after model selection. ...
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05/31/2013