activity
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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Showing 2019Show all

5 papers · 1 filter

stat.ME2019★ 5 cited

Meta-analysis of heterogeneous data: integrative sparse regression in high-dimensions

Subha Maity, Yuekai Sun, Moulinath Banerjee

We consider the task of meta-analysis in high-dimensional settings in which the data sources are similar but non-identical. To borrow strength across such heterogeneous datasets, w…

stat.ML2019★ 51 cited

Training individually fair ML models with Sensitive Subspace Robustness

Mikhail Yurochkin, Amanda Bower, Yuekai Sun

We consider training machine learning models that are fair in the sense that their performance is invariant under certain sensitive perturbations to the inputs. For example, the pe…

stat.ML2019★ 1 cited

Dirichlet Simplex Nest and Geometric Inference

Mikhail Yurochkin, Aritra Guha, Yuekai Sun +1

We propose Dirichlet Simplex Nest, a class of probabilistic models suitable for a variety of data types, and develop fast and provably accurate inference algorithms by accounting f…

math.NA2019★ 6 cited

Uniform bounds for invariant subspace perturbations

Anil Damle, Yuekai Sun

For a fixed symmetric matrix A and symmetric perturbation E we develop purely deterministic bounds on how invariant subspaces of A and A+E can differ when measured by a suitable "r…

stat.ML2019

Precision Matrix Estimation with Noisy and Missing Data

Roger Fan, Byoungwook Jang, Yuekai Sun +1

Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penali…