3 citations · 3 across the 5 of their papers we have counts for
5 papers · 1 filter
Is the regression -test doubly robust?
Lucy Xia, Oliver Y. Feng, Yang Feng +2
We study the robustness of the -test in random design linear models, and reach a somewhat nuanced conclusion. On the positive side, one of our main results is that the size of t…
Learning the score under shape constraints
Rebecca M. Lewis, Oliver Y. Feng, Henry W. J. Reeve +2
Score estimation has recently emerged as a key modern statistical challenge, due to its pivotal role in generative modelling via diffusion models. Moreover, it is an essential ingr…
Optimal convex -estimation via score matching
Oliver Y. Feng, Yu-Chun Kao, Min Xu +1
In the context of linear regression, we construct a data-driven convex loss function with respect to which empirical risk minimisation yields optimal asymptotic variance in the dow…
A unifying tutorial on Approximate Message Passing
Oliver Y. Feng, Ramji Venkataramanan, Cynthia Rush +1
Over the last decade or so, Approximate Message Passing (AMP) algorithms have become extremely popular in various structured high-dimensional statistical problems. The fact that th…
Adaptation in multivariate log-concave density estimation
Oliver Y. Feng, Adityanand Guntuboyina, Arlene K. H. Kim +1
We study the adaptation properties of the multivariate log-concave maximum likelihood estimator over three subclasses of log-concave densities. The first consists of densities with…