4 papers
High-Dimensional Varying Coefficient Models with Functional Random Effects
Michael Law, Ya'acov Ritov
We consider a sparse high-dimensional varying coefficients model with random effects, a flexible linear model allowing covariates and coefficients to have a functional dependence w…
The Hot Hand and Its Effect on the NBA
Brian McNair, Eric Margolin, Michael Law +1
This paper aims to revisit and expand upon previous work on the "hot hand" phenomenon in basketball, specifically in the NBA. Using larger, modern data sets, we test streakiness of…
Estimating the Random Effect in Big Data Mixed Models
Michael Law, Ya'acov Ritov
We consider three problems in high-dimensional Gaussian linear mixed models. Without any assumptions on the design for the fixed effects, we construct an asymptotic -statistic f…
Inference Without Compatibility
Michael Law, Ya'acov Ritov
We consider hypotheses testing problems for three parameters in high-dimensional linear models with minimal sparsity assumptions of their type but without any compatibility conditi…