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03/05/2023
Iterative Approximate Cross-Validation
Cross-validation (CV) is one of the most popular tools for assessing and...
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12/19/2022
Policy learning "without” overlap: Pessimism and generalized empirical Bernstein's inequality
This paper studies offline policy learning, which aims at utilizing obse...
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11/02/2022
Conformalized survival analysis with adaptive cutoffs
This paper introduces a method that constructs valid and efficient lower...
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05/30/2022
Derandomized knockoffs: leveraging e-values for false discovery rate control
Model-X knockoffs is a flexible wrapper method for high-dimensional regr...
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03/08/2022
Sensitivity Analysis under the f-Sensitivity Models: Definition, Estimation and Inference
The digitization of the economy has witnessed an explosive growth of ava...
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11/23/2021
Sensitivity Analysis of Individual Treatment Effects: A Robust Conformal Inference Approach
We propose a model-free framework for sensitivity analysis of individual...
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08/19/2021
Transfer learning in genome-wide association studies with knockoffs
This paper presents and compares alternative transfer learning methods t...
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05/05/2021
Policy Learning with Adaptively Collected Data
Learning optimal policies from historical data enables the gains from pe...
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03/17/2021
Conformalized Survival Analysis
Existing survival analysis techniques heavily rely on strong modelling a...
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02/25/2021
Doubly-Adaptive Thompson Sampling for Multi-Armed and Contextual Bandits
To balance exploration and exploitation, multi-armed bandit algorithms n...
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12/04/2020
Derandomizing Knockoffs
Model-X knockoffs is a general procedure that can leverage any feature i...
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08/27/2020
Dynamic Batch Learning in High-Dimensional Sparse Linear Contextual Bandits
We study the problem of dynamic batch learning in high-dimensional spars...
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01/22/2020
Knockoffs with Side Information
We consider the problem of assessing the importance of multiple variable...
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04/03/2019