We are pleased to announce that Professor Nicholas Horton of Amherst College has been chosen as the 2016 Pickard Lecturer. Congratulations! For those who may not know about the award, you can learn more about it at https://statistics.fas.harvard.edu/dempster-award...
Propensity score weighting is often utilized to achieve covariate balance when comparing treatment groups in observational studies. Here we define a general class of balancing weights that balance the weighted covariate distribution between groups. This class includes the commonly used inverse-probability weights, but we illustrate here why these weights can be problematic if covariates...
Model-free knockoffs: high-dimensional variable selection that controls the false discovery rate
Many contemporary large-scale applications involve building interpretable models linking a large set of potential covariates to a response in a nonlinear fashion, such as when the response is binary. Although this modeling problem has been extensively studied, it remains unclear how to effectively control the fraction of false discoveries even in high-dimensional logistic regression, not to mention general high-dimensional nonlinear models. To address such a practical problem, we...
