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09/20/2023
No need for an oracle: the nonparametric maximum likelihood decision in the compound decision problem is minimax
We discuss the asymptotics of the nonparametric maximum likelihood estim...
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06/09/2023
Longitudinal Position and Cancer Risk in the United States Revisited
The debate over whether to keep daylight savings time has gained attenti...
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11/29/2021
Rank-Constrained Least-Squares: Prediction and Inference
In this work, we focus on the high-dimensional trace regression model wi...
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10/13/2021
High-Dimensional Varying Coefficient Models with Functional Random Effects
We consider a sparse high-dimensional varying coefficients model with ra...
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07/20/2021
Generalized maximum likelihood estimation of the mean of parameters of mixtures, with applications to sampling
Let f(y|θ), θ∈Ω be a parametric family, η(θ) a given function, and G an...
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06/16/2021
Nonparametric Empirical Bayes Estimation and Testing for Sparse and Heteroscedastic Signals
Large-scale modern data often involves estimation and testing for high-d...
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05/25/2021
On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions
This paper presents a number of new findings about the canonical change ...
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02/22/2021
Regression discontinuity design: estimating the treatment effect with standard parametric rate
Regression discontinuity design models are widely used for the assessmen...
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10/29/2020
The Hot Hand and Its Effect on the NBA
This paper aims to revisit and expand upon previous work on the "hot han...
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10/23/2020
Design of c-Optimal Experiments for High dimensional Linear Models
We study random designs that minimize the asymptotic variance of a de-bi...
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08/02/2020
Markovian And Non-Markovian Processes with Active Decision Making Strategies For Addressing The COVID-19 Pandemic
We study and predict the evolution of Covid-19 in six US states from the...
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07/01/2020
Scalable Monte Carlo Inference and Rescaled Local Asymptotic Normality
Statisticians are usually glad to obtain additional data, but Monte Carl...
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01/20/2020
Asymptotic normality of a linear threshold estimator in fixed dimension with near-optimal rate
Linear thresholding models postulate that the conditional distribution o...
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09/20/2019
Applications of Generalized Maximum Likelihood Estimators to stratified sampling and post-stratification with many unobserved strata
Consider the problem of estimating a weighted average of the means of n ...
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09/08/2019
Inference In General Single-Index Models Under High-dimensional Symmetric Designs
We consider the problem of statistical inference for a finite number of ...
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07/27/2019
Estimating the Random Effect in Big Data Mixed Models
We consider three problems in high-dimensional Gaussian linear mixed mod...
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03/24/2019
Non-Standard Asymptotics in High Dimensions: Manski's Maximum Score Estimator Revisited
Manski's celebrated maximum score estimator for the binary choice model ...
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03/14/2019
Inference Without Compatibility
We consider hypothesis testing problems for a single covariate in the co...
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03/06/2018
Self-reporting and screening: Data with current-status and censored observations
We consider survival data that combine three types of observations: unce...
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06/26/2017
On conditional parity as a notion of non-discrimination in machine learning
We identify conditional parity as a general notion of non-discrimination...
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11/30/2009
Sparse Empirical Bayes Analysis (SEBA)
We consider a joint processing of n independent sparse regression proble...
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08/06/2008