Search Results for author: Linda Zhao

Found 3 papers, 0 papers with code

Doubly High-Dimensional Contextual Bandits: An Interpretable Model for Joint Assortment-Pricing

no code implementations14 Sep 2023 Junhui Cai, Ran Chen, Martin J. Wainwright, Linda Zhao

In each case, we show at least three-fold gains in revenue or profit by our bandit method, as well as the interpretability of the latent factor models that are learned.

Multi-Armed Bandits

Network regression and supervised centrality estimation

no code implementations25 Nov 2021 Junhui Cai, Dan Yang, Wu Zhu, Haipeng Shen, Linda Zhao

The centrality in a network is a popular metric for agents' network positions and is often used in regression models to model the network effect on an outcome variable of interest.

regression valid

Nonparametric Empirical Bayes Estimation and Testing for Sparse and Heteroscedastic Signals

no code implementations16 Jun 2021 Junhui Cai, Xu Han, Ya'acov Ritov, Linda Zhao

In contrast to the state-of-the-art methods, the proposed methods solve the estimation and testing problem at once with several merits: 1) an accurate sparsity estimation; 2) point estimates with shrinkage/soft-thresholding property; 3) credible intervals for uncertainty quantification; 4) an optimal multiple testing procedure that controls false discovery rate.

Uncertainty Quantification

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