72 citations · 159 across the 25 of their papers we have counts for
5 papers · 1 filter
Consistent and robust inference in hazard probability and odds models with discrete-time survival data
Zhiqiang Tan
For discrete-time survival data, conditional likelihood inference in Cox's hazard odds model is theoretically desirable but exact calculation is numerical intractable with a modera…
Doubly Robust Semiparametric Inference Using Regularized Calibrated Estimation with High-dimensional Data
Satyajit Ghosh, Zhiqiang Tan
Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional da…
High-dimensional Model-assisted Inference for Local Average Treatment Effects with Instrumental Variables
Baoluo Sun, Zhiqiang Tan
Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured…
Hamiltonian Assisted Metropolis Sampling
Zexi Song, Zhiqiang Tan
Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-…
On loss functions and regret bounds for multi-category classification
Zhiqiang Tan, Xinwei Zhang
We develop new approaches in multi-class settings for constructing proper scoring rules and hinge-like losses and establishing corresponding regret bounds with respect to the zero-…