3 citations · 7 across the 9 of their papers we have counts for
10 papers
Harnessing Unimodality in Semiparametric Contextual Pricing via Oracle Price Map Learning
Yingying Fan, Yuxuan Han, Jinchi Lv +2
We study contextual dynamic pricing in a semiparametric scalar-index valuation model where the latent value is , with an unknown utility map a…
Asymptotic FDR Control with Model-X Knockoffs: Is Moments Matching Sufficient?
Yingying Fan, Lan Gao, Jinchi Lv +1
We propose a unified theoretical framework for studying the robustness of the model-X knockoffs framework by investigating the asymptotic false discovery rate (FDR) control of the…
Gradient descent inference in empirical risk minimization
Qiyang Han, Xiaocong Xu
Gradient descent is one of the most widely used iterative algorithms in modern statistical learning. However, its precise algorithmic dynamics in high-dimensional settings remain o…
Allocation Stability and Wald Inference under Variance-Aware UCB
Yingying Fan, Yuxuan Han, Jinchi Lv +2
Allocation stability is often used to justify Gaussian inference from bandit data, but when is it necessary? In this paper, we address this question for a two-armed, fixed-horizon…
Phase transition for the bottom singular vector of rectangular random matrices
Zhigang Bao, Jaehun Lee, Xiaocong Xu
In this paper, we consider the rectangular random matrix whose entries are iid with tail for some .…
A leave-one-out approach to approximate message passing
Zhigang Bao, Qiyang Han, Xiaocong Xu
Approximate message passing (AMP) has emerged both as a popular class of iterative algorithms and as a powerful analytic tool in a wide range of statistical estimation problems and…
Phase transition for the smallest eigenvalue of covariance matrices
Zhigang Bao, Jaehun Lee, Xiaocong Xu
In this paper, we study the smallest non-zero eigenvalue of the sample covariance matrices , where is an matrix with iid mean vari…
The distribution of Ridgeless least squares interpolators
Qiyang Han, Xiaocong Xu
The Ridgeless minimum -norm interpolator in overparametrized linear regression has attracted considerable attention in recent years in both machine learning and statistics…
Extreme eigenvalues of Log-concave Ensemble
Zhigang Bao, Xiaocong Xu
In this paper, we consider the log-concave ensemble of random matrices, a class of covariance-type matrices with isotropic log-concave -columns. A main example is the cov…
Spectral Statistics of Sample Block Correlation Matrices
Zhigang Bao, Jiang Hu, Xiaocong Xu +1
A fundamental concept in multivariate statistics, sample correlation matrix, is often used to infer the correlation/dependence structure among random variables, when the population…