1 code implementation • 13 Sep 2023 • Jin-Hong Du, Larry Wasserman, Kathryn Roeder
Tens of thousands of simultaneous hypothesis tests are routinely performed in genomic studies to identify differentially expressed genes.
no code implementations • 27 Feb 2023 • Jin-Hong Du, Pratik Patil, Kathryn Roeder, Arun Kumar Kuchibhotla
By establishing uniform consistency of our risk extrapolation technique over ensemble and subsample sizes, we show that ECV yields $\delta$-optimal (with respect to the oracle-tuned risk) ensembles for squared prediction risk.
no code implementations • 26 Jun 2020 • Tuo Zhao, Han Liu, Kathryn Roeder, John Lafferty, Larry Wasserman
We describe an R package named huge which provides easy-to-use functions for estimating high dimensional undirected graphs from data.
2 code implementations • 19 Nov 2019 • Yixuan Qiu, Jing Lei, Kathryn Roeder
In this work we study sparse PCA based on the convex FPS formulation, and propose a new algorithm that is computationally efficient and applicable to large and high-dimensional data sets.
2 code implementations • NeurIPS 2010 • Han Liu, Kathryn Roeder, Larry Wasserman
In this paper, we present StARS: a new stability-based method for choosing the regularization parameter in high dimensional inference for undirected graphs.