15 citations · 49 across the 18 of their papers we have counts for
5 papers · 1 filter
Corrected generalized cross-validation for finite ensembles of penalized estimators
Pierre C. Bellec, Jin-Hong Du, Takuya Koriyama +2
Generalized cross-validation (GCV) is a widely-used method for estimating the squared out-of-sample prediction risk that employs a scalar degrees of freedom adjustment (in a multip…
Simultaneous inference for generalized linear models with unmeasured confounders
Jin-Hong Du, Larry Wasserman, Kathryn Roeder
Tens of thousands of simultaneous hypothesis tests are routinely performed in genomic studies to identify differentially expressed genes. However, due to unmeasured confounders, ma…
Generalized equivalences between subsampling and ridge regularization
Pratik Patil, Jin-Hong Du
We establish precise structural and risk equivalences between subsampling and ridge regularization for ensemble ridge estimators. Specifically, we prove that linear and quadratic f…
Subsample Ridge Ensembles: Equivalences and Generalized Cross-Validation
Jin-Hong Du, Pratik Patil, Arun Kumar Kuchibhotla
We study subsampling-based ridge ensembles in the proportional asymptotics regime, where the feature size grows proportionally with the sample size such that their ratio converges…
Extrapolated cross-validation for randomized ensembles
Jin-Hong Du, Pratik Patil, Kathryn Roeder +1
Ensemble methods such as bagging and random forests are ubiquitous in various fields, from finance to genomics. Despite their prevalence, the question of the efficient tuning of en…