260 citations · 828 across the 46 of their papers we have counts for
5 papers · 1 filter
The Statistics of Streaming Sparse Regression
Jacob Steinhardt, Stefan Wager, Percy Liang
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresen…
Bootstrap-Based Regularization for Low-Rank Matrix Estimation
Julie Josse, Stefan Wager
We develop a flexible framework for low-rank matrix estimation that allows us to transform noise models into regularization schemes via a simple bootstrap algorithm. Effectively, o…
Confidence Areas for Fixed-Effects PCA
Julie Josse, Stefan Wager, François Husson
PCA is often used to visualize data when the rows and the columns are both of interest. In such a setting there is a lack of inferential methods on the PCA output. We study the asy…
Altitude Training: Strong Bounds for Single-Layer Dropout
Stefan Wager, William Fithian, Sida Wang +1
Dropout training, originally designed for deep neural networks, has been successful on high-dimensional single-layer natural language tasks. This paper proposes a theoretical expla…
Asymptotic Theory for Random Forests
Stefan Wager
Random forests have proven to be reliable predictive algorithms in many application areas. Not much is known, however, about the statistical properties of random forests. Several a…