activity
20202026
most citedUncertainty Quantification of MLE for Entity Ranking with Covariates

7 citations · 20 across the 12 of their papers we have counts for

collaborators

13 papers

stat.ME2026

Conditional Predictive Inference for General Structured Data with Group Symmetries

Yichen Shen, Mengxin Yu

We study distribution-free predictive inference for data with group symmetries, aiming to establish near-conditional coverage guarantees beyond exchangeability for structured data.…

stat.ME2024★ 1 cited

Covariate Assisted Entity Ranking with Sparse Intrinsic Scores

Jianqing Fan, Jikai Hou, Mengxin Yu

This paper addresses the item ranking problem with associate covariates, focusing on scenarios where the preference scores can not be fully explained by covariates, and the remaini…

stat.ME2024

Conformal causal inference for cluster randomized trials: model-robust inference without asymptotic approximations

Bingkai Wang, Fan Li, Mengxin Yu

Traditional statistical inference in cluster randomized trials typically invokes the asymptotic theory that requires the number of clusters to approach infinity. In this article, w…

stat.ME2023

SymmPI: Predictive Inference for Data with Group Symmetries

Edgar Dobriban, Mengxin Yu

Quantifying the uncertainty of predictions is a core problem in modern statistics. Methods for predictive inference have been developed under a variety of assumptions, often -- for…

stat.ME2023★ 1 cited

Test-negative designs with various reasons for testing: statistical bias and solution

Mengxin Yu, Tom Hongyi Liu, Kendrick Qijun Li +5

Test-negative designs are widely used for post-market evaluation of vaccine effectiveness, particularly in cases when randomized trials are not feasible. Differing from classical t…

stat.ME2023★ 3 cited

Spectral Ranking Inferences based on General Multiway Comparisons

Jianqing Fan, Zhipeng Lou, Weichen Wang +1

This paper studies the performance of the spectral method in the estimation and uncertainty quantification of the unobserved preference scores of compared entities in a general and…

stat.ME2022★ 7 cited

Uncertainty Quantification of MLE for Entity Ranking with Covariates

Jianqing Fan, Jikai Hou, Mengxin Yu

This paper concerns with statistical estimation and inference for the ranking problems based on pairwise comparisons with additional covariate information such as the attributes of…

math.ST2022

Robust High-dimensional Tuning Free Multiple Testing

Jianqing Fan, Zhipeng Lou, Mengxin Yu

A stylized feature of high-dimensional data is that many variables have heavy tails, and robust statistical inference is critical for valid large-scale statistical inference. Yet,…

stat.ME2022★ 5 cited

Ranking Inferences Based on the Top Choice of Multiway Comparisons

Jianqing Fan, Zhipeng Lou, Weichen Wang +1

This paper considers ranking inference of items based on the observed data on the top choice among randomly selected items at each trial. This is a useful modification of t…

stat.ML2022★ 1 cited

Strategic Decision-Making in the Presence of Information Asymmetry: Provably Efficient RL with Algorithmic Instruments

Mengxin Yu, Zhuoran Yang, Jianqing Fan

We study offline reinforcement learning under a novel model called strategic MDP, which characterizes the strategic interactions between a principal and a sequence of myopic agents…

stat.ME2022★ 2 cited

Are Latent Factor Regression and Sparse Regression Adequate?

Jianqing Fan, Zhipeng Lou, Mengxin Yu

We propose the Factor Augmented sparse linear Regression Model (FARM) that not only encompasses both the latent factor regression and sparse linear regression as special cases but…

cs.LG2021

Policy Optimization Using Semi-parametric Models for Dynamic Pricing

Jianqing Fan, Yongyi Guo, Mengxin Yu

In this paper, we study the contextual dynamic pricing problem where the market value of a product is linear in its observed features plus some market noise. Products are sold one…

stat.ML2020

Understanding Implicit Regularization in Over-Parameterized Single Index Model

Jianqing Fan, Zhuoran Yang, Mengxin Yu

In this paper, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and provide theoretical guarantees for the ind…