Posts

Kenneth Hung | Department of Mathematics | UC Berkeley

**Sep 21 2018**: p-value Screening — Will and I have been working on a problem for finding confidence lower bounds for maximum parameter. Here is a good toy model: the confidence lower bound for the maximum mean parameter for a i.i.d. Gaussian observation. Specifically, we are trying to find a confidence bound for from the observations...**Apr 10 2017**: ℓ1-Penalized Likelihood Asymptotics — Following a paper by Lee et al. (2013) on the correcting for the selection bias after lasso-based selection, a natural progression is to consider general penalized likelihood selections. In GLM, we are at least provided with a sufficient statistics, but this would not be the case in a more general...