3 papers
math.ST2026
Regularization Using Synthetic Data for High-Dimensional Inference
Weihao Li, Dongming Huang
To address the challenges of obtaining reliable inference in high-dimensional models, we introduce the Synthetic-data Regularized Estimator (SRE). Unlike traditional regularization…
stat.ME2025
Goodness-of-Fit Tests for High-Dimensional Gaussian Graphical Models via Exchangeable Sampling
Xiaotong Lin, Weihao Li, Fangqiao Tian +1
We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algori…
stat.ME2024
Bayesian inference on Cox regression models using catalytic prior distributions
Weihao Li, Dongming Huang
The Cox proportional hazards model (Cox model) is a popular model for survival data analysis. When the sample size is small relative to the dimension of the model, the standard max…