4 citations · 8 across the 5 of their papers we have counts for
5 papers
Causal Interpretation of Regressions With Ranks
Lihua Lei
In studies of educational production functions or intergenerational mobility, it is common to transform the key variables into percentile ranks. Yet, it remains unclear what the re…
Bellman Conformal Inference: Calibrating Prediction Intervals For Time Series
Zitong Yang, Emmanuel Candès, Lihua Lei
We introduce Bellman Conformal Inference (BCI), a framework that wraps around any time series forecasting models and provides approximately calibrated prediction intervals. Unlike…
Total Variation Floodgate for Variable Importance Inference in Classification
Wenshuo Wang, Lucas Janson, Lihua Lei +1
Inferring variable importance is the key problem of many scientific studies, where researchers seek to learn the effect of a feature on the outcome in the presence of confo…
Policy Learning under Biased Sample Selection
Lihua Lei, Roshni Sahoo, Stefan Wager
Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so…
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…