Stefan Wager
Statistician, Stanford Graduate School of Business

Statistical estimation with random forests

Susan Athey, Julie Tibshirani, and Stefan Wager. Solving Heterogeneous Estimating Equations with Gradient Forests. 2016. [arxiv]

Stefan Wager and Susan Athey. Estimation and Inference of Heterogeneous Treatment Effects using Random Forests. 2015. [arxiv]

Stefan Wager and Guenther Walther. Uniform Convergence of Random Forests via Adaptive Concentration. 2015. [arxiv]

Stefan Wager, Trevor Hastie, and Bradley Efron. Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife. Journal of Machine Learning Research, 15, 2014. [paper, arxiv, software]

Sparsity and model selection

Stefan Wager, Wenfei Du, Jonathan Taylor, Robert Tibshirani. High-Dimensional Regression Adjustments in Randomized Experiments. 2016. [arxiv]

Susan Athey, Guido Imbens, and Stefan Wager. Efficient Inference of Average Treatment Effects in High Dimensions via Approximate Residual Balancing. 2016. [arxiv, software]

Edgar Dobriban and Stefan Wager. High-Dimensional Asymptotics of Prediction: Ridge Regression and Classification. 2015. [arxiv]

Jacob Steinhardt*, Stefan Wager*, and Percy Liang. The Statistics of Streaming Sparse Regression. 2014. [arxiv]

Max Grazier G'Sell*, Stefan Wager*, Alexandra Chouldechova, and Robert Tibshirani. Sequential Selection Procedures and False Discovery Rate Control. Journal of the Royal Statistical Society: Series B, 78(2), 2016. [paper, arxiv]

Regularization and resampling

Stefan Wager, William Fithian, and Percy Liang. Data Augmentation via Lévy Processes. Perturbations, Optimization, and Statistics, Tamir Hazan, George Papandreou, and Daniel Tarlow, eds., MIT Press, 2016. [arxiv, software]

Julie Josse and Stefan Wager. Bootstrap-Based Regularization for Low-Rank Matrix Estimation. Journal of Machine Learning Research, 17(124), 2016. [paper, arxiv, software]

Stefan Wager, William Fithian, Sida Wang, and Percy Liang. Altitude Training: Strong Bounds for Single-Layer Dropout. Advances in Neural Information Processing Systems (NIPS), 2014. [paper, arxiv]

Sida Wang*, Mengqiu Wang*, Stefan Wager, Percy Liang, and Chris Manning. Feature Noising for Log-linear Structured Prediction. Empirical Methods in Natural Language Processing (EMNLP), 2013. [paper]

Stefan Wager, Sida Wang, and Percy Liang. Dropout Training as Adaptive Regularization. Advances in Neural Information Processing Systems (NIPS), 2013. [paper, poster, arxiv, software]

Statistical methodology with focus on internet applications

William Fithian and Stefan Wager. Semiparametric Exponential Families for Heavy-Tailed Data. Biometrika, 102(2), 2015. [paper, arxiv, software]

Stefan Wager, Alexander Blocker, and Niall Cardin. Weakly Supervised Clustering: Learning Fine-Grained Signals from Coarse Labels. The Annals of Applied Statistics, 9(2), 2015. [paper, arxiv]

Nick Chamandy, Omkar Muralidharan, and Stefan Wager. Teaching Statistics at Google Scale. The American Statistician, 69(4), 2015. [paper, arxiv]

Stefan Wager, Nick Chamandy, Omkar Muralidharan, and Amir Najmi. Feedback Detection for Live Predictors. Advances in Neural Information Processing Systems (NIPS), 2014. [paper, arxiv]

Other topics in statistics theory

Stefan Wager. The Efficiency of Density Deconvolution. 2015. [arxiv]

Jacob Steinhardt, Gregory Valiant, and Stefan Wager. Memory, Communication, and Statistical Queries. Conference on Learning Theory, 2016. [paper, ECCC]

Julie Josse, Stefan Wager, and François Husson. Confidence Areas for Fixed-Effects PCA. Journal of Computational and Graphical Statistics, 25(1), 2016. [paper, arxiv, software]

Stefan Wager. Subsampling Extremes: From Block Maxima to Smooth Tail Estimation. Journal of Multivariate Analysis, 130, 2014. [paper, arxiv, software]

Stefan Wager. A Geometric Approach to Density Estimation with Additive Noise. Statistica Sinica, 24(2), 2014. [paper, pdf, software]

Operations research

Suzanne de Treville, Jeffrey Petty, and Stefan Wager. Economies of Extremes: Lessons from Venture-Capital Decision Making. Journal of Operations Management, 32(6), 2014. [paper, SSRN]

Suzanne de Treville, Isik Bicer, Valérie Chavez-Demoulin, Verena Hagspiel, Norman Schürhoff, Christophe Tasserit, and Stefan Wager. Valuing Lead Time. Journal of Operations Management, 32(6), 2014. [paper, SSRN]

Health and Policy

Milinda Lakkam, Stefan Wager, Paul H. Wise, and Lawrence M. Wein. Quantifying and Exploiting the Age Dependence in the Effect of Supplementary Food for Child Undernutrition. PLOS ONE, 9(6), 2014. [paper]

Stefan Wager. International Agricultural Trade Liberalization and Food Security: Risks Associated with a Fully Liberalized Global Marketplace. Aussenwirtschaft: Schweizerische Zeitschrift fur Internationale Wirtschaftsbeziehungen/The Swiss Review of International Economic Relations, 64(2), 2009. [pdf]

*Denotes equal contributions.