Lucy Xia

Lucy Xia
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Lucy Xia

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Pub Categories

Statistics - Methodology (3)
Mathematics - Statistics (2)
Statistics - Theory (2)
Computer Science - Learning (1)
Statistics - Applications (1)
Statistics - Machine Learning (1)

Publications Authored By Lucy Xia

We describe a way to construct hypothesis tests and confidence intervals after having used the Lasso for feature selection, allowing the regularization parameter to be chosen via an estimate of prediction error. Our estimate of prediction error is a slight variation on cross-validation. Using this variation, we are able to describe an appropriate selection event for choosing a parameter by cross-validation. Read More

Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding conditional independence test is developed with the asymptotic null distribution unveiled where the number of factors could be high-dimensional. Read More

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method - named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization) - for analyzing high- dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent scientific interests. Read More

We consider the problem of aggregating a general collection of affine estimators for fixed design regression. Relevant examples include some commonly used statistical estimators such as least squares, ridge and robust least squares estimators. Dalalyan and Salmon (2012) have established that, for this problem, exponentially weighted (EW) model selection aggregation leads to sharp oracle inequalities in expectation, but similar bounds in deviation were not previously known. Read More