3 citations · 5 across the 2 of their papers we have counts for
5 papers
Conditional calibration for false discovery rate control under dependence
William Fithian, Lihua Lei
We introduce a new class of methods for finite-sample false discovery rate (FDR) control in multiple testing problems with dependent test statistics where the dependence is fully o…
Adaptivity of Stochastic Gradient Methods for Nonconvex Optimization
Samuel Horváth, Lihua Lei, Peter Richtárik +1
Adaptivity is an important yet under-studied property in modern optimization theory. The gap between the state-of-the-art theory and the current practice is striking in that algori…
Variance Reduction with Sparse Gradients
Melih Elibol, Lihua Lei, Michael I. Jordan
Variance reduction methods such as SVRG and SpiderBoost use a mixture of large and small batch gradients to reduce the variance of stochastic gradients. Compared to SGD, these meth…
Unified Eigenspace Perturbation Theory for Symmetric Random Matrices
Lihua Lei
Modern applications in statistics, computer science and network science have seen tremendous values of finer matrix spectral perturbation theory. In this paper, we derive a generic…
Power of Ordered Hypothesis Testing
Lihua Lei, William Fithian
Ordered testing procedures are multiple testing procedures that exploit a pre-specified ordering of the null hypotheses, from most to least promising. We analyze and compare the po…