WeiYa's Work Yard

A traveler with endless curiosity, who fell into the ocean of statistics, tries to write down his ideas and notes to save himself.

Asymptotic Optimal Knockoffs via MLR

July 18, 2026

This note is for Spector, Asher, and William Fithian. “Asymptotically Optimal Knockoff Statistics via the Masked Likelihood Ratio.” arXiv:2212.08766. Preprint, arXiv, October 1, 2024.

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A modern maximum-likelihood theory for high-dimensional logistic regression

July 18, 2026

This is the note for Sur, Pragya, and Emmanuel J. Candès. “A Modern Maximum-Likelihood Theory for High-Dimensional Logistic Regression.” Proceedings of the National Academy of Sciences 116, no. 29 (2019): 14516–25.

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Bayesian Logistic Models with Pólya–Gamma Variables

June 10, 2026

This note is for Polson, N. G., Scott, J. G., & Windle, J. (2013). Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables. Journal of the American Statistical Association, 108(504), 1339–1349.

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Trade-off between predictive performance and FDR control

May 14, 2026

This note is for Lacroix, P., & Martin, M.-L. (2024). Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection. Electronic Journal of Statistics, 18(2).

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Estimate FDR of Variable Selection

May 01, 2026 (Update: )

This note is for Luo, Yixiang, William Fithian, and Lihua Lei. “Estimating the FDR of Variable Selection.” arXiv:2408.07231. Preprint, arXiv, August 17, 2024.

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Knockoffs with side information

April 29, 2026 (Update: )

This note is for Ren, Z., & Candès, E. (2023). Knockoffs with side information. The Annals of Applied Statistics, 17(2), 1152–1174.

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Power of Masking Methods for Adaptive Testing

April 05, 2026

This note is for Chakraborty, Abhinav, Junu Lee, and Eugene Katsevich. “Power of Masking Methods for Adaptive Testing in a Multivariate Normal Means Problem.” arXiv:2601.07764. Version 2. Preprint, arXiv, March 31, 2026..

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BONuS: Multiple Multivariate Testing

April 05, 2026

This note is for Yang, Chiao-Yu, Lihua Lei, Nhat Ho, and Will Fithian. “BONuS: Multiple Multivariate Testing with a Data-Adaptive test Statistic.” arXiv:2106.15743. Preprint, arXiv, July 1, 2021.

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Conformalized Survival Analysis

April 01, 2026

This note is for Candès, E., Lei, L., & Ren, Z. (2023). Conformalized survival analysis. Journal of the Royal Statistical Society Series B: Statistical Methodology, 85(1), 24–45.

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Power of Knockoffs

February 28, 2026

This note is for Ke, Zheng Tracy, Jun S. Liu, and Yucong Ma. “Power of Knockoff: The Impact of Ranking Algorithm, Augmented Design, and Symmetric Statistic.” arXiv:2010.08132. Preprint, arXiv, February 13, 2024.

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NGBoost: Natural Gradient Boosting

January 19, 2026

This note is for Duan, T., Anand, A., Ding, D. Y., Thai, K. K., Basu, S., Ng, A., & Schuler, A. (2020). NGBoost: Natural Gradient Boosting for Probabilistic Prediction. Proceedings of the 37th International Conference on Machine Learning, 2690–2700.

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UMAP: Uniform Manifold Approximation and Projection

January 07, 2026

This note is for McInnes, L., Healy, J., & Melville, J. (2020). UMAP: Uniform Manifold Approximation and Projection for Dimension Reduction (No. arXiv:1802.03426). arXiv.

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Cross-Validation With Confidence

December 29, 2025

This note is for Lei, J. (2020). Cross-Validation With Confidence. Journal of the American Statistical Association, 115(532), 1978–1997.

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Generalized Higher Criticism in GWAS

November 12, 2025

This note is for Barnett, I., Mukherjee, R., & Lin, X. (2017). The Generalized Higher Criticism for Testing SNP-Set Effects in Genetic Association Studies. Journal of the American Statistical Association, 112(517), 64–76.

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Statistical Impossibility and Possibility of Aligning LLMs with Human Preferences

October 25, 2025

This note is for Liu, K., Long, Q., Shi, Z., Su, W. J., & Xiao, J. (2025). Statistical Impossibility and Possibility of Aligning LLMs with Human Preferences: From Condorcet Paradox to Nash Equilibrium (No. arXiv:2503.10990). arXiv.

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Cross-prediction-powered inference

October 22, 2025

This note is for Zrnic, T., & Candès, E. J. (2024). Cross-prediction-powered inference. Proceedings of the National Academy of Sciences, 121(15), e2322083121.

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Spatial-Temporal and Hierarchical Analysis for HBM Errors

October 16, 2025

This note is for Wu, R., Zhou, S., Lu, J., Shen, Z., Xu, Z., Shu, J., Yang, K., Lin, F., & Zhang, Y. (2024). Removing obstacles before breaking through the memory wall: A close look at HBM errors in the field. Proceedings of the 2024 USENIX Conference on Usenix Annual Technical Conference, 851–867.

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Spatial-Temporal Analysis for DRAM Errors

October 16, 2025

This note is for Yu, Q., Zhang, W., Cardoso, J., & Kao, O. (2023). Exploring Error Bits for Memory Failure Prediction: An In-Depth Correlative Study. 2023 IEEE/ACM International Conference on Computer Aided Design (ICCAD), 01–09.

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Higher Criticism for Sparse Heterogeneous Mixtures

October 15, 2025

This note is for Donoho, D., & Jin, J. (2004). Higher criticism for detecting sparse heterogeneous mixtures. The Annals of Statistics, 32(3), 962–994.

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Multiaccuracy: Black-Box Post-Processing for Fairness

October 11, 2025

This note is for Kim, M. P., Ghorbani, A., & Zou, J. (2018). Multiaccuracy: Black-Box Post-Processing for Fairness in Classification (No. arXiv:1805.12317). arXiv.

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Isotonic, Convex and Related Splines

October 10, 2025

This note is for Wright, I. W., & Wegman, E. J. (1980). Isotonic, Convex and Related Splines. The Annals of Statistics, 8(5), 1023–1035.

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Flexible Imbalance-Faireness-Aware Classifiers

October 08, 2025

This note is for Deng, Z., Zhang, J., Zhang, L., Ye, T., Coley, Y., Su, W. J., & Zou, J. (2022). FIFA: Making Fairness More Generalizable in Classifiers Trained on Imbalanced Data (No. arXiv:2206.02792). arXiv.

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Fair Risk Control for Calibrating Multi-group Fairness Risks

October 06, 2025

This note is for Zhang, L., Roth, A., & Zhang, L. (2024). Fair Risk Control: A Generalized Framework for Calibrating Multi-group Fairness Risks. Proceedings of the 41st International Conference on Machine Learning, 59783–59805.

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Robust Detection of Watermarks for LLM under Human Edits

October 05, 2025

This note is for Li, X., Ruan, F., Wang, H., Long, Q., & Su, W. J. (2025). Robust detection of watermarks for large language models under human edits. Journal of the Royal Statistical Society Series B.

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Global and Local Correlations under Spatial Autocorrelation

October 04, 2025

This note is for Viladomat, J., Mazumder, R., McInturff, A., McCauley, D. J., & Hastie, T. (2014). Assessing the significance of global and local correlations under spatial autocorrelation: A nonparametric approach. Biometrics, 70(2), 409–418.

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Generalized Estimating Equations for Differentially Expressed Genes in Spatial Transcriptomics

October 03, 2025

This note is for Wang, Y., Zang, C., Li, Z., Guo, C. C., Lai, D., & Wei, P. (2025). A comparative study of statistical methods for identifying differentially expressed genes in spatial transcriptomics (p. 2025.02.17.638726). bioRxiv.

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Debiasing Watermarks via Maximal Coupling

October 03, 2025

This note is for Xie, Y., Li, X., Mallick, T., Su, W., & Zhang, R. (2025). Debiasing Watermarks for Large Language Models via Maximal Coupling. Journal of the American Statistical Association, 0(0), 1–11.

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Post-selection inference via algorithmic stability

October 02, 2025

This note is for the paper Zrnic, T., & Jordan, M. I. (2023). Post-selection inference via algorithmic stability. The Annals of Statistics, 51(4), 1666–1691..

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Scaling Laws for Surrogate Data

September 04, 2025 (Update: )

This note is for Jain, A., Montanari, A., & Sasoglu, E. (2024, November 6). Scaling laws for learning with real and surrogate data. The Thirty-eighth Annual Conference on Neural Information Processing Systems.

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Generative Models via Transfer Learning

July 22, 2025

this note is for Tian, X., & Shen, X. (2025). Enhancing Accuracy in Generative Models via Knowledge Transfer (No. arXiv:2405.16837). arXiv.

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Synthetic Instrument for Sparse Causation

June 12, 2025

This note is for Tang, D., Kong, D., & Wang, L. (2024). The synthetic instrument: From sparse association to sparse causation (No. arXiv:2304.01098). arXiv.

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Identify Multiple Treatments when Unmeasured Confounding

June 02, 2025

This note is for Miao, W., Hu ,Wenjie, Ogburn ,Elizabeth L., & and Zhou, X.-H. (2023). Identifying Effects of Multiple Treatments in the Presence of Unmeasured Confounding. Journal of the American Statistical Association, 118(543), 1953–1967.

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Calibrating Regression Uncertainty via σ Scaling

May 01, 2025

This note is for Laves, M.-H., Ihler, S., Fast, J. F., Kahrs, L. A., & Ortmaier, T. (2020). Well-Calibrated Regression Uncertainty in Medical Imaging with Deep Learning. Proceedings of the Third Conference on Medical Imaging with Deep Learning, 393–412.

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Direct Epistemic Uncertainty Prediction

April 25, 2025

This is the note for Lahlou, S., Jain, M., Nekoei, H., Butoi, V. I., Bertin, P., Rector-Brooks, J., Korablyov, M., & Bengio, Y. (2023). DEUP: Direct Epistemic Uncertainty Prediction (No. arXiv:2102.08501). arXiv. https://doi.org/10.48550/arXiv.2102.08501

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Likelihood Annealing

April 23, 2025

This note is for Upadhyay, U., Kim, J. M., Schmidt, C., Schölkopf, B., & Akata, Z. (2023). Likelihood Annealing: Fast Calibrated Uncertainty for Regression (No. arXiv:2302.11012). arXiv. https://doi.org/10.48550/arXiv.2302.11012

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LLM with Conformal Inference

April 23, 2025

This note is for Cherian, J., Gibbs, I., & Candes, E. (2024, November 6). Large language model validity via enhanced conformal prediction methods. The Thirty-eighth Annual Conference on Neural Information Processing Systems.

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AI Models Collapse

April 21, 2025

This note is for Shumailov, I., Shumaylov, Z., Zhao, Y., Papernot, N., Anderson, R., & Gal, Y. (2024). AI models collapse when trained on recursively generated data. Nature, 631(8022), 755–759. https://doi.org/10.1038/s41586-024-07566-y

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Cauchy Combination Test

April 09, 2025

This note is for Liu, Y., & and Xie, J. (2020). Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures. Journal of the American Statistical Association, 115(529), 393–402.

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TabDDPM: Tabular Data with Diffusion Models

April 05, 2025

This note is for Kotelnikov, A., Baranchuk, D., Rubachev, I., & Babenko, A. (2023). TabDDPM: Modelling Tabular Data with Diffusion Models. Proceedings of the 40th International Conference on Machine Learning, 17564–17579.

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PolyLoss

February 23, 2025

This note is for Leng, Z., Tan, M., Liu, C., Cubuk, E. D., Shi, X., Cheng, S., & Anguelov, D. (2022). PolyLoss: A Polynomial Expansion Perspective of Classification Loss Functions (No. arXiv:2204.12511). arXiv. https://doi.org/10.48550/arXiv.2204.12511

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Entropy Regularization

February 23, 2025

This note is for Pereyra, G., Tucker, G., Chorowski, J., Kaiser, Ł., & Hinton, G. (2017). Regularizing Neural Networks by Penalizing Confident Output Distributions (No. arXiv:1701.06548). arXiv. https://doi.org/10.48550/arXiv.1701.06548

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Label Smoothing

February 22, 2025

This note is for Müller, R., Kornblith, S., & Hinton, G. E. (2019). When does label smoothing help? Advances in Neural Information Processing Systems, 32.

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Focal Loss

February 22, 2025

This post is for Mukhoti, J., Kulharia, V., Sanyal, A., Golodetz, S., Torr, P., & Dokania, P. (2020). Calibrating Deep Neural Networks using Focal Loss. Advances in Neural Information Processing Systems, 33, 15288–15299.

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Finite Mixture Models

February 11, 2025

This note is for Wang, H., Ibrahim, S., & Mazumder, R. (2023). Nonparametric Finite Mixture Models with Possible Shape Constraints: A Cubic Newton Approach (No. arXiv:2107.08535). arXiv. https://doi.org/10.48550/arXiv.2107.08535

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Simple Test-Time Scaling

February 07, 2025

This note is for Muennighoff, N., Yang, Z., Shi, W., Li, X. L., Fei-Fei, L., Hajishirzi, H., Zettlemoyer, L., Liang, P., Candès, E., & Hashimoto, T. (2025). s1: Simple test-time scaling (No. arXiv:2501.19393). arXiv. https://doi.org/10.48550/arXiv.2501.19393

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Approximations for KL between GMMs

February 07, 2025

This note is based on Hershey, J. R., & Olsen, P. A. (2007). Approximating the Kullback Leibler Divergence Between Gaussian Mixture Models. 2007 IEEE International Conference on Acoustics, Speech and Signal Processing - ICASSP ’07, 4, IV-317-IV–320. https://doi.org/10.1109/ICASSP.2007.366913

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Clustering of High-dim GMMs with EM

February 06, 2025

This post is for Cai, T. T., Ma, J., & Zhang, L. (2019). CHIME: Clustering of high-dimensional Gaussian mixtures with EM algorithm and its optimality. The Annals of Statistics, 47(3), 1234–1267. https://doi.org/10.1214/18-AOS1711

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Statistical Review on Variational Inference

February 06, 2025

This note is for Blei, D. M., Kucukelbir, A., & McAuliffe, J. D. (2017). Variational Inference: A Review for Statisticians. Journal of the American Statistical Association, 112(518), 859–877. https://doi.org/10.1080/01621459.2017.1285773

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Over-specified EM for GMMs

February 04, 2025

This post is for Dwivedi, R., Ho, N., Khamaru, K., Wainwright, M. J., Jordan, M. I., & Yu, B. (2020). Singularity, Misspecification and the Convergence Rate of Em. The Annals of Statistics, 48(6), 3161–3182.

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kmeans++ for Careful Seeding

January 28, 2025

This note is for Arthur, D., & Vassilvitskii, S. (2006). k-means++: The Advantages of Careful Seeding. Stanford, 11.

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