5 papers
Sequential Preconditioned Conjugate Gradient Method for Linear Statistical Models
Guan-Yu Chen, Dong-Yue Xie, Xi Yang +1
We propose a randomized iterative method for the ordinary least-squares estimation problem in large-scale linear statistical models, namely the Sequential Preconditioned Conjugate…
Randomized batch-sampling Kaczmarz methods for solving linear systems
Dong-Yue Xie, Xi Yang
To conduct a more in-depth investigation of randomized solvers for solving linear systems, we adopt a unified randomized batch-sampling Kaczmarz framework with per-iteration costs…
Confidence Intervals for Linear Models with Arbitrary Noise Contamination
Dong Xie, Chao Gao, John Lafferty
We study confidence interval construction for linear regression under Huber's contamination model, where an unknown fraction of noise variables is arbitrarily corrupted. While robu…
A Flexible Empirical Bayes Approach to Generalized Linear Models, with Applications to Sparse Logistic Regression
Dongyue Xie, Wanrong Zhu, Matthew Stephens
We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the…
Local False Sign Rate and the Role of Prior Covariance Rank in Multivariate Empirical Bayes Multiple Testing
Dongyue Xie
This paper investigates the relationship between the rank of the prior covariance matrix and the local false sign rate (lfsr) in multivariate empirical Bayes multiple testing, spec…