no code implementations • 17 Jan 2024 • Wanrong Zhu, Zhipeng Lou, Ziyang Wei, Wei Biao Wu
We provide a rigorous theoretical guarantee for the confidence interval, demonstrating that the coverage is approximately exact with an explicit convergence rate and allowing for high confidence level inference.
no code implementations • 5 Aug 2023 • Jianqing Fan, Zhipeng Lou, Weichen Wang, Mengxin Yu
This paper studies the performance of the spectral method in the estimation and uncertainty quantification of the unobserved preference scores of compared entities in a general and more realistic setup.
no code implementations • 23 Feb 2023 • Pierre Bayle, Jianqing Fan, Zhipeng Lou
Motivated by multi-center biomedical studies that cannot share individual data due to privacy and ownership concerns, we develop communication-efficient iterative distributed algorithms for estimation and inference in the high-dimensional sparse Cox proportional hazards model.
no code implementations • 22 Nov 2022 • Jianqing Fan, Zhipeng Lou, Mengxin Yu
A stylized feature of high-dimensional data is that many variables have heavy tails, and robust statistical inference is critical for valid large-scale statistical inference.
no code implementations • 22 Nov 2022 • Jianqing Fan, Zhipeng Lou, Weichen Wang, Mengxin Yu
The estimated distribution is then used to construct simultaneous confidence intervals for the differences in the preference scores and the ranks of individual items.
no code implementations • 2 Mar 2022 • Jianqing Fan, Zhipeng Lou, Mengxin Yu
To fill in such an important gap, we also leverage our model as the alternative model to test the sufficiency of the latent factor regression and the sparse linear regression models.