2 papers
math.ST2020
The Complete Lasso Tradeoff Diagram
Hua Wang, Yachong Yang, Zhiqi Bu +1
A fundamental problem in the high-dimensional regression is to understand the tradeoff between type I and type II errors or, equivalently, false discovery rate (FDR) and power in v…
math.ST2020
The Price of Competition: Effect Size Heterogeneity Matters in High Dimensions
Hua Wang, Yachong Yang, Weijie J. Su
In high-dimensional sparse regression, would increasing the signal-to-noise ratio while fixing the sparsity level always lead to better model selection? For high-dimensional sparse…