6 citations · 6 across the 2 of their papers we have counts for
3 papers
math.ST2021
Uncertainty quantification for robust variable selection and multiple testing
Eduard Belitser, Nurzhan Nurushev
We study the problem of identifying the set of \emph{active} variables, termed in the literature as \emph{variable selection} or \emph{multiple hypothesis testing}, depending on th…
math.ST2019★ 6 cited
General framework for projection structures
Eduard Belitser, Nurzhan Nurushev
In the first part, we develop a general framework for projection structures and study several inference problems within this framework. We propose procedures based on data dependen…
math.ST2015
Needles and straw in a haystack: robust confidence for possibly sparse sequences
Eduard Belitser, Nurzhan Nurushev
In the general signal+noise model we construct an empirical Bayes posterior which we then use for uncertainty quantification for the unknown, possibly sparse, signal. We introduce…