4 papers
Dealing With Ratio Metrics in A/B Testing at the Presence of Intra-User Correlation and Segments
Keyu Nie, Yinfei Kong, Ted Tao Yuan +1
We study ratio metrics in A/B testing at the presence of correlation among observations coming from the same user and provides practical guidance especially when two metrics contra…
Interaction Pursuit with Feature Screening and Selection
Yingying Fan, Yinfei Kong, Daoji Li +1
Understanding how features interact with each other is of paramount importance in many scientific discoveries and contemporary applications. Yet interaction identification becomes…
Interaction pursuit in high-dimensional multi-response regression via distance correlation
Yinfei Kong, Daoji Li, Yingying Fan +1
Feature interactions can contribute to a large proportion of variation in many prediction models. In the era of big data, the coexistence of high dimensionality in both responses a…
The constrained Dantzig selector with enhanced consistency
Yinfei Kong, Zemin Zheng, Jinchi Lv
The Dantzig selector has received popularity for many applications such as compressed sensing and sparse modeling, thanks to its computational efficiency as a linear programming pr…