2 papers
math.ST2025
Multi-Environment GLAMP: Approximate Message Passing for Transfer Learning with Applications to Lasso-based Estimators
Longlin Wang, Yanke Song, Kuanhao Jiang +1
Approximate Message Passing (AMP) algorithms enable precise characterization of certain classes of random objects in the high-dimensional limit, and have found widespread applicati…
stat.ML2024
Predictive Inference in Multi-environment Scenarios
John C. Duchi, Suyash Gupta, Kuanhao Jiang +1
We address the challenge of constructing valid confidence intervals and sets in problems of prediction across multiple environments. We investigate two types of coverage suitable f…