Search Results for author: Ya'acov Ritov

Found 4 papers, 1 papers with code

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

Estimation of a score-explained non-randomized treatment effect in fixed and high dimensions

no code implementations22 Feb 2021 Debarghya Mukherjee, Moulinath Banerjee, Ya'acov Ritov

In this paper, we present a new model coined SCENTS: Score Explained Non-Randomized Treatment Systems, and a corresponding method that allows estimation of the treatment effect at $\sqrt{n}$ rate in the presence of fairly general forms of confoundedness, when the `score' variable on whose basis treatment is assigned can be explained via certain feature measurements of the individuals under study.

Methodology Statistics Theory Statistics Theory

Inference In High-dimensional Single-Index Models Under Symmetric Designs

1 code implementation8 Sep 2019 Hamid Eftekhari, Moulinath Banerjee, Ya'acov Ritov

The problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered.

Statistics Theory Other Statistics Statistics Theory

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