Martin J. Wainwright

Kernel feature selection via conditional covariance minimization

2017 · Neural Information Processing Systems

We propose a method for feature selection that employs kernel-based measures of independence to find a subset of covariates that is maximally predictive of the response. Building on past work in kernel dimension reduction, we …

Sharp Results for Hypothesis Testing with Risk-Sensitive Agents

2024 · arXiv (Cornell University)

Statistical protocols are often used for decision-making involving multiple parties, each with their own incentives, private information, and ability to influence the distributional properties of the data. We study a game-theoretic version of hypothesis testing …