5 papers
Knockoffs Inference under Privacy Constraints
Zhanrui Cai, Yingying Fan, Lan Gao
Model-X knockoff framework offers a model-free variable selection method that ensures finite sample false discovery rate (FDR) control. However, the complexity of generating knocko…
A General Stability Approach to False Discovery Rate Control
Jiajun Sun, Zhanrui Cai, Wei Zhong
Stability and reproducibility are essential considerations in various applications of statistical methods. False Discovery Rate (FDR) control methods are able to control false sign…
How Much Does Home Field Advantage Matter in Soccer Games? A Causal Inference Approach for English Premier League Analysis
Chen Wang, Katherine Price, Hengrui Cai +3
In many sports, it is commonly believed that the home team has an advantage over the visiting team, known as the home field advantage. Yet its causal effect on team performance is…
Model-free Change-point Detection using AUC of a Classifier
Rohit Kanrar, Feiyu Jiang, Zhanrui Cai
In contemporary data analysis, it is increasingly common to work with non-stationary complex data sets. These data sets typically extend beyond the classical low-dimensional Euclid…
Penalized Sparse Covariance Regression with High Dimensional Covariates
Yuan Gao, Zhiyuan Zhang, Zhanrui Cai +3
Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (…