129 citations · 555 across the 28 of their papers we have counts for
5 papers · 1 filter
Learning from a Biased Sample
Roshni Sahoo, Lihua Lei, Stefan Wager
The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decisi…
Improving knockoffs with conditional calibration
Yixiang Luo, William Fithian, Lihua Lei
The knockoff filter of Barber and Candes (arXiv:1404.5609) is a flexible framework for multiple testing in supervised learning models, based on introducing synthetic predictor vari…
Adaptive novelty detection with false discovery rate guarantee
Ariane Marandon, Lihua Lei, David Mary +1
This paper studies the semi-supervised novelty detection problem where a set of "typical" measurements is available to the researcher. Motivated by recent advances in multiple test…
Conformal Risk Control
Anastasios N. Angelopoulos, Stephen Bates, Adam Fisch +2
We extend conformal prediction to control the expected value of any monotone loss function. The algorithm generalizes split conformal prediction together with its coverage guarante…
The Transfer Performance of Economic Models
Isaiah Andrews, Drew Fudenberg, Lihua Lei +2
Economists often estimate models using data from a particular domain, e.g. estimating risk preferences in a particular subject pool or for a specific class of lotteries. Whether a…