129 citations · 555 across the 28 of their papers we have counts for
5 papers · 1 filter
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…
HONES: A Fast and Tuning-free Homotopy Method For Online Newton Step
Yuting Ye, Lihua Lei, Cheng Ju
In this article, we develop and analyze a homotopy continuation method, referred to as HONES , for solving the sequential generalized projections in Online Newton Step, as well as…
AdaPT: An interactive procedure for multiple testing with side information
Lihua Lei, William Fithian
We consider the problem of multiple hypothesis testing with generic side information: for each hypothesis we observe both a p-value and some predictor encoding co…
Less than a Single Pass: Stochastically Controlled Stochastic Gradient Method
Lihua Lei, Michael I. Jordan
We develop and analyze a procedure for gradient-based optimization that we refer to as stochastically controlled stochastic gradient (SCSG). As a member of the SVRG family of algor…
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…