3 citations · 3 across the 2 of their papers we have counts for
4 papers · 1 filter
Chiseling: Powerful and Valid Subgroup Selection via Interactive Machine Learning
Nathan Cheng, Asher Spector, Lucas Janson
In regression and causal inference, controlled subgroup selection aims to identify, with inferential guarantees, a subgroup (defined as a subset of the covariate space) on which th…
Mosaic inference on panel data
Asher Spector, Rina Foygel Barber, Emmanuel Candès
Analysis of panel data via linear regression is widespread across disciplines. To perform statistical inference, such analyses typically assume that clusters of observations are jo…
Asymptotically Optimal Knockoff Statistics via the Masked Likelihood Ratio
Asher Spector, William Fithian
In feature selection problems, knockoffs are synthetic controls for the original features. Employing knockoffs allows analysts to use nearly any variable importance measure or "fea…
The mosaic permutation test: an exact and nonparametric goodness-of-fit test for factor models
Asher Spector, Rina Foygel Barber, Trevor Hastie +2
Financial firms often rely on fundamental factor models to explain correlations among asset returns and manage risk. Yet after major events, e.g., COVID-19, analysts may reassess w…