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stat.ML2025
Disentangled Feature Importance
Jin-Hong Du, Kathryn Roeder, Larry Wasserman
When predictors are statistically dependent, the appropriate definition of feature importance depends on the operational goal. Conditional-incremental measures are well-suited for…
stat.ME2025
Active multiple testing with proxy p-values and e-values
Ziyu Xu, Catherine Wang, Larry Wasserman +2
Researchers often lack the resources to test every hypothesis of interest directly or compute test statistics comprehensively, but often possess auxiliary data from which we can co…