7 citations · 20 across the 12 of their papers we have counts for
5 papers · 1 filter
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…
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,…
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…
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…
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…