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20122024
most citedExact post-selection inference, with application to the lasso

511 citations · 968 across the 39 of their papers we have counts for

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5 papers · 1 filter

math.ST2023

On Uniform Consistency of Spectral Embeddings

Ruofei Zhao, Songkai Xue, Yuekai Sun

In this paper, we study the convergence of the spectral embeddings obtained from the leading eigenvectors of certain similarity matrices to their population counterparts. We opt to…

math.ST2020★ 3 cited

Minimax optimal approaches to the label shift problem in non-parametric settings

Subha Maity, Yuekai Sun, Moulinath Banerjee

We study the minimax rates of the label shift problem in non-parametric classification. In addition to the unsupervised setting in which the learner only has access to unlabeled ex…

math.ST2018★ 12 cited

Statistical Convergence of the EM Algorithm on Gaussian Mixture Models

Ruofei Zhao, Yuanzhi Li, Yuekai Sun

We study the convergence behavior of the Expectation Maximization (EM) algorithm on Gaussian mixture models with an arbitrary number of mixture components and mixing weights. We sh…

math.ST2013★ 511 cited

Exact post-selection inference, with application to the lasso

Jason D. Lee, Dennis L. Sun, Yuekai Sun +1

We develop a general approach to valid inference after model selection. At the core of our framework is a result that characterizes the distribution of a post-selection estimator c…

math.ST2013

On model selection consistency of regularized M-estimators

Jason D. Lee, Yuekai Sun, Jonathan E. Taylor

Regularized M-estimators are used in diverse areas of science and engineering to fit high-dimensional models with some low-dimensional structure. Usually the low-dimensional struct…