Search Results for author: Pierre Bayle

Found 3 papers, 1 papers with code

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

Factor-Augmented Regularized Model for Hazard Regression

no code implementations3 Oct 2022 Pierre Bayle, Jianqing Fan

A prevalent feature of high-dimensional data is the dependence among covariates, and model selection is known to be challenging when covariates are highly correlated.

Model Selection regression +1

Cross-validation Confidence Intervals for Test Error

1 code implementation NeurIPS 2020 Pierre Bayle, Alexandre Bayle, Lucas Janson, Lester Mackey

This work develops central limit theorems for cross-validation and consistent estimators of its asymptotic variance under weak stability conditions on the learning algorithm.

valid

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