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 • 3 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.
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.