129 citations · 555 across the 28 of their papers we have counts for
5 papers · 1 filter
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…
Conformal Inference of Counterfactuals and Individual Treatment Effects
Lihua Lei, Emmanuel J. Candès
Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment ef…
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…
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…