3 papers
math.ST2025
Optimal and Provable Calibration in High-Dimensional Binary Classification: Angular Calibration and Platt Scaling
Yufan Li, Pragya Sur
We study the fundamental problem of calibrating a linear binary classifier of the form , where the feature vector is Gaussian, is a link function, and $\…
math.ST2024
ROTI-GCV: Generalized Cross-Validation for right-ROTationally Invariant Data
Kevin Luo, Yufan Li, Pragya Sur
Two key tasks in high-dimensional regularized regression are tuning the regularization strength for accurate predictions and estimating the out-of-sample risk. It is known that the…
math.ST2023
Spectrum-Aware Debiasing: A Modern Inference Framework with Applications to Principal Components Regression
Yufan Li, Pragya Sur
Debiasing is a fundamental concept in high-dimensional statistics. While degrees-of-freedom adjustment is the state-of-the-art technique in high-dimensional linear regression, it i…