2 papers
math.ST2026
A Selection Premium Decomposition for the Expected Maximum of Random Walks
Victor H. de la Pena, Fangyuan Lin, Victor K. de la Pena
When models are evaluated on the same validation set of size , the selected winner's apparent performance is biased upward. Suppose models are evaluated on a shared sequ…
stat.ME2022
Differentially Private Methods for Compositional Data
Qi Guo, Andrés F. Barrientos, Víctor Peña
Confidential data, such as electronic health records, activity data from wearable devices, and geolocation data, are becoming increasingly prevalent. Differential privacy provides…