Search Results for author: Zhipeng Lou

Found 6 papers, 0 papers with code

High Confidence Level Inference is Almost Free using Parallel Stochastic Optimization

no code implementations17 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.

Stochastic Optimization Uncertainty Quantification

Spectral Ranking Inferences based on General Multiway Comparisons

no code implementations5 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.

Uncertainty Quantification

Communication-Efficient Distributed Estimation and Inference for Cox's Model

no code implementations23 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.

valid

Robust High-dimensional Tuning Free Multiple Testing

no code implementations22 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.

valid Vocal Bursts Intensity Prediction

Ranking Inferences Based on the Top Choice of Multiway Comparisons

no code implementations22 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.

valid

Are Latent Factor Regression and Sparse Regression Adequate?

no code implementations2 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.

Dimensionality Reduction regression

Cannot find the paper you are looking for? You can Submit a new open access paper.