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math.ST2026
Power of masking methods for adaptive testing in a multivariate normal means problem
Abhinav Chakraborty, Junu Lee, Eugene Katsevich
Many large-scale testing procedures learn signal structure from the data to boost power. Direct data reuse can inflate Type-I error ("double dipping"), so a common remedy is maskin…
math.ST2020
High dimensional PCA: a new model selection criterion
Abhinav Chakraborty, Soumendu Sundar Mukherjee, Arijit Chakrabarti
Given a random sample from a multivariate population, estimating the number of large eigenvalues of the population covariance matrix is an important problem in Statistics with wide…