518 citations · 1.3k across the 51 of their papers we have counts for
4 papers · 2 filters
Group SLOPE - adaptive selection of groups of predictors
Damian Brzyski, Weijie Su, Małgorzata Bogdan
Sorted L-One Penalized Estimation is a relatively new convex optimization procedure which allows for adaptive selection of regressors under sparse high dimensional designs. Here we…
Private False Discovery Rate Control
Cynthia Dwork, Weijie Su, Li Zhang
We provide the first differentially private algorithms for controlling the false discovery rate (FDR) in multiple hypothesis testing, with essentially no loss in power under certai…
False Discoveries Occur Early on the Lasso Path
Weijie Su, Malgorzata Bogdan, Emmanuel Candes
In regression settings where explanatory variables have very low correlations and there are relatively few effects, each of large magnitude, we expect the Lasso to find the importa…
SLOPE is Adaptive to Unknown Sparsity and Asymptotically Minimax
Weijie Su, Emmanuel Candes
We consider high-dimensional sparse regression problems in which we observe , where is an design matrix and is an -dimensional vector of indepen…