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11/17/2020
A Tale of Two Referees
Success in academia hinges on publishing in top tier journals. This requ...
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07/24/2020
A (tight) upper bound for the length of confidence intervals with conditional coverage
Kivaranovic and Leeb (2020) showed that confidence intervals based on a ...
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06/02/2020
Conformal prediction intervals for the individual treatment effect
We propose several prediction intervals procedures for the individual tr...
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05/25/2019
Adaptive, Distribution-Free Prediction Intervals for Deep Neural Networks
This paper addresses the problem of assessing the variability of predict...
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02/12/2019
Statistical inference with F-statistics when fitting simple models to high-dimensional data
We study linear subset regression in the context of the high-dimensional...
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12/19/2018
Discussion on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin
This is a comment on the article mentioned in the title....
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12/19/2018
Comment on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin
This is a comment on the article mentioned in the title....
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09/20/2018
Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: The unknown-variance case
In the Gaussian linear regression model (with unknown mean and variance)...
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09/12/2018
Prediction out-of-sample using block shrinkage estimators: model selection and predictive inference
In a linear regression model with random design, we consider a family of...
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09/05/2018
Conditional predictive inference for high-dimensional stable algorithms
We investigate generically applicable and intuitively appealing predicti...
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03/05/2018
Expected length of post-model-selection confidence intervals conditional on polyhedral constraints
Valid inference after model selection is currently a very active area of...
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11/05/2007
