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10/12/2021
On Permutation Invariant Problems in Large-Scale Inference
Simultaneous statistical inference problems are at the basis of almost a...
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07/30/2020
A Power Analysis for Knockoffs with the Lasso Coefficient-Difference Statistic
In a linear model with possibly many predictors, we consider variable se...
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11/26/2019
On Optimal Solutions to Compound Statistical Decision Problems
In a compound decision problem, consisting of n statistically independen...
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08/22/2019
Hierarchical Bayes Modeling for Large-Scale Inference
Bayesian modeling is now ubiquitous in problems of large-scale inference...
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05/03/2019
Online Control of the False Coverage Rate and False Sign Rate
The false coverage rate (FCR) is the expected ratio of number of constru...
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12/18/2017