From the 1 of 5 linked papers with an AI index.
5 papers
How Much Can Gaussian Dependence Inflate the Benjamini-Hochberg Procedure's FDR?
Lihua Lei
The paper shows that the Benjamini-Hochberg procedure can have arbitrarily large false discovery rate inflation for correlated two-sided Gaussian tests, disproving a conjectured un…
Learning from a Biased Sample
Roshni Sahoo, Lihua Lei, Stefan Wager
The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decisi…
Conformal Risk Control
Anastasios N. Angelopoulos, Stephen Bates, Adam Fisch +2
We extend conformal prediction to control the expected value of any monotone loss function. The algorithm generalizes split conformal prediction together with its coverage guarante…
The Transfer Performance of Economic Models
Isaiah Andrews, Drew Fudenberg, Lihua Lei +2
Economists often estimate models using data from a particular domain, e.g. estimating risk preferences in a particular subject pool or for a specific class of lotteries. Whether a…
Improving knockoffs with conditional calibration
Yixiang Luo, William Fithian, Lihua Lei
The knockoff filter of Barber and Candes (arXiv:1404.5609) is a flexible framework for multiple testing in supervised learning models, based on introducing synthetic predictor vari…