no code implementations • 21 Apr 2024 • Mehrdad Pournaderi, Yu Xiang
The training-conditional coverage performance of the conformal prediction is known to be empirically sound.
no code implementations • 29 Nov 2022 • Mehrdad Pournaderi, Yu Xiang
We take an asymptotic approach and propose two methods, proportion-matching and greedy aggregation, tailored to distributed settings.
no code implementations • 5 Oct 2022 • Mehrdad Pournaderi, Yu Xiang
This work concerns controlling the false discovery rate (FDR) in networks under communication constraints.
no code implementations • 6 Mar 2022 • Mehrdad Pournaderi, Yu Xiang
The fixed-X knockoff filter is a flexible framework for variable selection with false discovery rate (FDR) control in linear models with arbitrary design matrices (of full column rank) and it allows for finite-sample selective inference via the Lasso estimates.
no code implementations • 12 Sep 2021 • Mehrdad Pournaderi, Yu Xiang
The knockoff filter, recently developed by Barber and Candes, is an effective procedure to perform variable selection with a controlled false discovery rate (FDR).