no code implementations • 16 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.
no code implementations • 22 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
1 code implementation • 8 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
no code implementations • 26 Jun 2017 • Ya'acov Ritov, Yuekai Sun, Ruofei Zhao
We identify conditional parity as a general notion of non-discrimination in machine learning.