511 citations · 968 across the 39 of their papers we have counts for
3 papers · 1 filter
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…
Learning Mixtures of Linear Classifiers
Yuekai Sun, Stratis Ioannidis, Andrea Montanari
We consider a discriminative learning (regression) problem, whereby the regression function is a convex combination of k linear classifiers. Existing approaches are based on the EM…
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…