72 citations · 231 across the 61 of their papers we have counts for
5 papers · 1 filter
High-dimensional CLT for Sums of Non-degenerate Random Vectors: -rate
Arun Kumar Kuchibhotla, Alessandro Rinaldo
In this note, we provide a Berry--Esseen bounds for rectangles in high-dimensions when the random vectors have non-singular covariance matrices. Under this assumption of non-singul…
Improving Fairness in Criminal Justice Algorithmic Risk Assessments Using Conformal Prediction Sets
Richard A. Berk, Arun Kumar Kuchibhotla
Risk assessment algorithms have been correctly criticized for potential unfairness, and there is an active cottage industry trying to make repairs. In this paper, we adopt a framew…
Berry-Esseen Bounds for Projection Parameters and Partial Correlations with Increasing Dimension
Arun Kumar Kuchibhotla, Alessandro Rinaldo, Larry Wasserman
We provide finite sample bounds on the Normal approximation to the law of the least squares estimator of the projection parameters normalized by the sandwich-based standard errors.…
Near-Optimal Confidence Sequences for Bounded Random Variables
Arun Kumar Kuchibhotla, Qinqing Zheng
Many inference problems, such as sequential decision problems like A/B testing, adaptive sampling schemes like bandit selection, are often online in nature. The fundamental problem…
Exchangeability, Conformal Prediction, and Rank Tests
Arun Kumar Kuchibhotla
Conformal prediction has been a very popular method of distribution-free predictive inference in recent years in machine learning and statistics. Its popularity stems from the fact…