3 papers
math.ST2023
Inconsistency of cross-validation for structure learning in Gaussian graphical models
Zhao Lyu, Wai Ming Tai, Mladen Kolar +1
Despite numerous years of research into the merits and trade-offs of various model selection criteria, obtaining robust results that elucidate the behavior of cross-validation rema…
math.ST2023
KL-BSS: Rethinking optimality for neighbourhood selection in structural equation models
Ming Gao, Wai Ming Tai, Bryon Aragam
We introduce a new method for neighbourhood selection in linear structural equation models that improves over classical methods such as best subset selection (BSS) and the Lasso. O…
cs.DS2020
Optimal Coreset for Gaussian Kernel Density Estimation
Wai Ming Tai
Given a point set , the kernel density estimate of is defined as \[ \overline{\mathcal{G}}_P(x) = \frac{1}{\left|P\right|}\sum_{p\in P}e^{-\left\lVert x-…