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math.ST2020
The Complete Lasso Tradeoff Diagram
Hua Wang, Yachong Yang, Zhiqi Bu +1
A fundamental problem in the high-dimensional regression is to understand the tradeoff between type I and type II errors or, equivalently, false discovery rate (FDR) and power in v…
math.ST2018★ 4 cited
The FDR-Linking Theorem
Weijie J. Su
This paper introduces the \texttt{FDR-linking} theorem, a novel technique for understanding \textit{non-asymptotic} FDR control of the Benjamini--Hochberg (BH) procedure under arbi…