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Single-Index Models in the High Signal Regime

IEEE transactions on information theory, 2021-06, Vol.67 (6), p.4092-4124

2021

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Forecast Hedging and Calibration

The Journal of political economy, 2021-12, Vol.129 (12), p.3447-3490

2021

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An Operational Measure of Riskiness

The Journal of political economy, 2009-10, Vol.117 (5), p.785-814

2009

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"Calibeating": beating forecasters at their own game

Theoretical economics, 2023-11, Vol.18 (4), p.1441-1474

2023

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Smooth calibration, leaky forecasts, finite recall, and Nash dynamics

Games and economic behavior, 2018-05, Vol.109, p.271-293

2018

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VIF Regression: A Fast Regression Algorithm for Large Data

Journal of the American Statistical Association, 2011-03, Vol.106 (493), p.232-247

2011

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Partial Monitoring-Classification, Regret Bounds, and Algorithms

Mathematics of operations research, 2014-11, Vol.39 (4), p.967-997

2014

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Information Consistency of Nonparametric Gaussian Process Methods

IEEE transactions on information theory, 2008-05, Vol.54 (5), p.2376-2382

2008

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Stochastic Convex Optimization with Bandit Feedback

SIAM journal on optimization, 2013-01, Vol.23 (1), p.213-240

2013

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Combining multiple probability predictions using a simple logit model

International journal of forecasting, 2014-04, Vol.30 (2), p.344-356

2014

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α-investing: a procedure for sequential control of expected false discoveries

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2008-01, Vol.70 (2), p.429-444

2008

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Differential Sphingosine-1-Phosphate Receptor-1 Protein Expression in the Dorsolateral Prefrontal Cortex Between Schizophrenia Type 1 and Type 2

Frontiers in psychiatry, 2022-03, Vol.13, p.827981-827981

2022

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Kernel ridge vs. principal component regression: Minimax bounds and the qualification of regularization operators

Electronic journal of statistics, 2017-01, Vol.11 (1)

2017

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Orbiting radiation stars

Classical and quantum gravity, 2016-03, Vol.33 (5), p.55002-55031

2016

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Gaming Performance Fees By Portfolio Managers

The Quarterly journal of economics, 2010-11, Vol.125 (4), p.1435-1458

2010

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Calibration and empirical Bayes variable selection

Biometrika, 2000-12, Vol.87 (4), p.731-747

2000

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Regret in the On-Line Decision Problem

Games and economic behavior, 1999-10, Vol.29 (1-2), p.7-35

1999

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Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy

Journal of the American Statistical Association, 2004-06, Vol.99 (466), p.303-313

2004

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A wealth-requirement axiomatization of riskiness

Theoretical economics, 2013-05, Vol.8 (2), p.591-620

2013

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Risk inflation of sequential tests controlled by alpha investing

Journal of statistical computation and simulation, 2015-12, Vol.85 (18), p.3613-3627

2015

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On Optimal Retirement

Journal of applied probability, 2014-06, Vol.51 (2), p.333-345

2014

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Estimating Reading Growth Attributable to Accelerated Reader at One American School in the Caribbean

Reading psychology, 2014-01, Vol.35 (6), p.529-547

2014

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THE EFFECT OF WINNING AN OSCAR AWARD ON SURVIVAL: CORRECTING FOR HEALTHY PERFORMER SURVIVOR BIAS WITH A RANK PRESERVING STRUCTURAL ACCELERATED FAILURE TIME MODEL

The annals of applied statistics, 2011-06, Vol.5 (2A), p.746-772

2011

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Calibrated Learning and Correlated Equilibrium

Games and economic behavior, 1997-10, Vol.21 (1-2), p.40-55

1997

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Learning, hypothesis testing, and Nash equilibrium

Games and economic behavior, 2003-10, Vol.45 (1), p.73-96

2003

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Single-Index Models in the High Signal Regime

Forecast Hedging and Calibration

An Operational Measure of Riskiness

"Calibeating": beating forecasters at their own game

Smooth calibration, leaky forecasts, finite recall, and Nash dynamics

VIF Regression: A Fast Regression Algorithm for Large Data

Partial Monitoring-Classification, Regret Bounds, and Algorithms

Information Consistency of Nonparametric Gaussian Process Methods

Stochastic Convex Optimization with Bandit Feedback

Combining multiple probability predictions using a simple logit model

α-investing: a procedure for sequential control of expected false discoveries

Differential Sphingosine-1-Phosphate Receptor-1 Protein Expression in the Dorsolateral Prefrontal Cortex Between Schizophrenia Type 1 and Type 2

Kernel ridge vs. principal component regression: Minimax bounds and the qualification of regularization operators

Orbiting radiation stars

Gaming Performance Fees By Portfolio Managers

Calibration and empirical Bayes variable selection

Regret in the On-Line Decision Problem

Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy

A wealth-requirement axiomatization of riskiness

Risk inflation of sequential tests controlled by alpha investing

On Optimal Retirement

Estimating Reading Growth Attributable to Accelerated Reader at One American School in the Caribbean

THE EFFECT OF WINNING AN OSCAR AWARD ON SURVIVAL: CORRECTING FOR HEALTHY PERFORMER SURVIVOR BIAS WITH A RANK PRESERVING STRUCTURAL ACCELERATED FAILURE TIME MODEL

Calibrated Learning and Correlated Equilibrium

Learning, hypothesis testing, and Nash equilibrium

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