no code implementations • 14 Sep 2023 • Junhui Cai, Ran Chen, Martin J. Wainwright, Linda Zhao
In each case, we show at least three-fold gains in revenue or profit by our bandit method, as well as the interpretability of the latent factor models that are learned.
no code implementations • 25 Nov 2021 • Junhui Cai, Dan Yang, Wu Zhu, Haipeng Shen, Linda Zhao
The centrality in a network is a popular metric for agents' network positions and is often used in regression models to model the network effect on an outcome variable of interest.
no code implementations • 16 Jun 2021 • Junhui Cai, Xu Han, Ya'acov Ritov, Linda Zhao
In contrast to the state-of-the-art methods, the proposed methods solve the estimation and testing problem at once with several merits: 1) an accurate sparsity estimation; 2) point estimates with shrinkage/soft-thresholding property; 3) credible intervals for uncertainty quantification; 4) an optimal multiple testing procedure that controls false discovery rate.