132 citations · 144 across the 15 of their papers we have counts for
4 papers · 1 filter
Towards Optimal Neural Networks: the Role of Sample Splitting in Hyperparameter Selection
Shijin Gong, Xinyu Zhang
When artificial neural networks have demonstrated exceptional practical success in a variety of domains, investigations into their theoretical characteristics, such as their approx…
Optimal Weighted Random Forests
Xinyu Chen, Dalei Yu, Xinyu Zhang
The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all…
Estimating Conditional Average Treatment Effects with Heteroscedasticity by Model Averaging and Matching
Pengfei Shi, Xinyu Zhang, Wei Zhong
We propose a model averaging approach, combined with a partition and matching method to estimate the conditional average treatment effects under heteroskedastic error settings. The…
A Distributionally Robust Optimization Framework for Extreme Event Estimation
Yuanlu Bai, Henry Lam, Xinyu Zhang
Conventional methods for extreme event estimation rely on well-chosen parametric models asymptotically justified from extreme value theory (EVT). These methods, while powerful and…