4 papers
Optimal multiple testing under family-wise error control: elementary symmetric polynomials and a scalable algorithm
Prasanjit Dubey, Xiaoming Huo
Family-wise error rate control is essential when even one false rejection is costly, but distribution-free procedures do not exploit information in a specified alternative model. E…
Online Covariance Estimation in Averaged SGD: Improved Batch-Mean Rates and Minimax Optimality via Trajectory Regression
Yijin Ni, Xiaoming Huo
We study online covariance matrix estimation for Polyak--Ruppert averaged stochastic gradient descent (SGD). The online batch-means estimator of Zhu, Chen and Wu (2023) achieves an…
LLmFPCA-detect: LLM-powered Multivariate Functional PCA for Anomaly Detection in Sparse Longitudinal Texts
Prasanjit Dubey, Aritra Guha, Zhengyi Zhou +3
Sparse longitudinal (SL) textual data arises when individuals generate text repeatedly over time (e.g., customer reviews, occasional social media posts, electronic medical records…
Most Powerful Test with Exact Family-Wise Error Rate Control: Necessary Conditions and a Path to Fast Computing
Prasanjit Dubey, Xiaoming Huo
Identifying the most powerful test in multiple hypothesis testing under strong family-wise error rate (FWER) control is a fundamental problem in statistical methodology. State-of-t…