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20002023
most citedThe huge Package for High-dimensional Undirected Graph Estimation in R

490 citations · 3.5k across the 123 of their papers we have counts for

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Showing 2021 · stat.MEShow all

7 papers · 2 filters

stat.ME2021

Data fission: splitting a single data point

James Leiner, Boyan Duan, Larry Wasserman +1

Suppose we observe a random vector from some distribution in a known family with unknown parameters. We ask the following question: when is it possible to split into tw…

stat.ME2021

Decorrelated Variable Importance

Isabella Verdinelli, Larry Wasserman

Because of the widespread use of black box prediction methods such as random forests and neural nets, there is renewed interest in developing methods for quantifying variable impor…

stat.ME2021

Universal Inference Meets Random Projections: A Scalable Test for Log-concavity

Robin Dunn, Aditya Gangrade, Larry Wasserman +1

Shape constraints yield flexible middle grounds between fully nonparametric and fully parametric approaches to modeling distributions of data. The specific assumption of log-concav…

stat.ME2021

Gaussian Universal Likelihood Ratio Testing

Robin Dunn, Aaditya Ramdas, Sivaraman Balakrishnan +1

The classical likelihood ratio test (LRT) based on the asymptotic chi-squared distribution of the log likelihood is one of the fundamental tools of statistical inference. A recent…

stat.ME2021★ 1 cited

Causal Inference in the Time of Covid-19

Matteo Bonvini, Edward Kennedy, Valerie Ventura +1

In this paper we develop statistical methods for causal inference in epidemics. Our focus is in estimating the effect of social mobility on deaths in the Covid-19 pandemic. We prop…

stat.ME2021★ 2 cited

Semiparametric counterfactual density estimation

Edward H. Kennedy, Sivaraman Balakrishnan, Larry Wasserman

Causal effects are often characterized with averages, which can give an incomplete picture of the underlying counterfactual distributions. Here we consider estimating the entire co…