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20102023
most citedA general framework for inference on algorithm-agnostic variable importance

74 citations · 461 across the 38 of their papers we have counts for

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6 papers · 1 filter

math.ST2023

Improved convergence rates of nonparametric penalized regression under misspecified total variation

Marlena S. Bannick, Noah Simon

Penalties that induce smoothness are common in nonparametric regression. In many settings, the amount of smoothness in the data generating function will not be known. Simon and Sho…

math.ST2021★ 1 cited

On the Optimality of Nuclear-norm-based Matrix Completion for Problems with Smooth Non-linear Structure

Yunhua Xiang, Tianyu Zhang, Xu Wang +2

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no…

math.ST2021

A Sieve Stochastic Gradient Descent Estimator for Online Nonparametric Regression in Sobolev ellipsoids

Tianyu Zhang, Noah Simon

The goal of regression is to recover an unknown underlying function that best links a set of predictors to an outcome from noisy observations. In nonparametric regression, one assu…

math.ST2020★ 5 cited

BigSurvSGD: Big Survival Data Analysis via Stochastic Gradient Descent

Aliasghar Tarkhan, Noah Simon

In many biomedical applications, outcome is measured as a ``time-to-event'' (eg. disease progression or death). To assess the connection between features of a patient and this outc…

math.ST2016★ 8 cited

Graphical Models for Discrete and Continuous Data

Rui Zhuang, Noah Simon, Johannes Lederer

We introduce a general framework for undirected graphical models. It generalizes Gaussian graphical models to a wide range of continuous, discrete, and combinations of different ty…

math.ST2010★ 1 cited

Strong rules for discarding predictors in lasso-type problems

Robert Tibshirani, Jacob Bien, Jerome Friedman +4

We consider rules for discarding predictors in lasso regression and related problems, for computational efficiency. El Ghaoui et al (2010) propose "SAFE" rules that guarantee that…