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math.ST2021
A comment and erratum on "Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?"
Maxime Cauchois, Alnur Ali, John Duchi
We identify and correct an error in the paper "Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?" This correction allows new guarantees on the excess…
math.ST2020
Confidence bands for a log-concave density
Guenther Walther, Alnur Ali, Xinyue Shen +1
We present a new approach for inference about a log-concave distribution: Instead of using the method of maximum likelihood, we propose to incorporate the log-concavity constraint…
math.ST2018
The Generalized Lasso Problem and Uniqueness
Alnur Ali, Ryan J. Tibshirani
We study uniqueness in the generalized lasso problem, where the penalty is the norm of a matrix times the coefficient vector. We derive a broad result on uniqueness th…