129 citations · 555 across the 28 of their papers we have counts for
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How Much Can Gaussian Dependence Inflate the Benjamini-Hochberg Procedure's FDR?
Lihua Lei
We study the worst-case false discovery rate (FDR) of the Benjamini-Hochberg procedure for both one- and two-sided Gaussian tests with general correlation matrices. For each settin…
Consistency of Spectral Clustering on Hierarchical Stochastic Block Models
Lihua Lei, Xiaodong Li, Xingmei Lou
We study the hierarchy of communities in real-world networks under a generic stochastic block model, in which the connection probabilities are structured in a binary tree. Under su…
Regression adjustment in completely randomized experiments with a diverging number of covariates
Lihua Lei, Peng Ding
Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is…
Overlap in Observational Studies with High-Dimensional Covariates
Alexander D'Amour, Peng Ding, Avi Feller +2
Estimating causal effects under exogeneity hinges on two key assumptions: unconfoundedness and overlap. Researchers often argue that unconfoundedness is more plausible when more co…
Asymptotics For High Dimensional Regression M-Estimates: Fixed Design Results
Lihua Lei, Peter J. Bickel, Noureddine El Karoui
We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate regime, where the number of covariates grows proportionally with the…