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20082026
most citedA significance test for the lasso

565 citations · 2.9k across the 63 of their papers we have counts for

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Showing 2019Show all

8 papers · 1 filter

math.ST2019

Statistical Guarantees for Local Spectral Clustering on Random Neighborhood Graphs

Alden Green, Sivaraman Balakrishnan, Ryan J. Tibshirani

We study the Personalized PageRank (PPR) algorithm, a local spectral method for clustering, which extracts clusters using locally-biased random walks around a given seed node. In c…

stat.ME2019★ 12 cited

Reluctant Interaction Modeling

Guo Yu, Jacob Bien, Ryan Tibshirani

Including pairwise interactions between the predictors of a regression model can produce better predicting models. However, to fit such interaction models on typical data sets in b…

stat.ME2019★ 12 cited

Kalman Filter, Sensor Fusion, and Constrained Regression: Equivalences and Insights

Maria Jahja, David C. Farrow, Roni Rosenfeld +1

The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standar…

stat.ME2019

Predictive inference with the jackknife+

Rina Foygel Barber, Emmanuel J. Candes, Aaditya Ramdas +1

This paper introduces the jackknife+, which is a novel method for constructing predictive confidence intervals. Whereas the jackknife outputs an interval centered at the predicted…

stat.ME2019★ 53 cited

Conformal Prediction Under Covariate Shift

Ryan J. Tibshirani, Rina Foygel Barber, Emmanuel J. Candes +1

We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distr…

stat.ML2019★ 3 cited

A Higher-Order Kolmogorov-Smirnov Test

Veeranjaneyulu Sadhanala, Yu-Xiang Wang, Aaditya Ramdas +1

We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metri…