Statistics

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…

Conformal prediction methods enjoy strong theoretical and empirical predictive inference performance, provided the data is exchangeable, and predictors are trained in a memoryless fashion. However, these assumptions and constraints are…

We study the contraction in Wasserstein distance of the coordinate ascent variational inference algorithm. This is shown to hold under a transport-information inequality at the fixed points and a functional smoothness condition. The results…

Predicting a complete spatially correlated field from sparse observations is a fundamental challenge in spatial statistics and environmental modelling. Classical interpolation methods such as Kriging rely on Gaussian process assumptions and…

Score-based diffusion models have demonstrated remarkable empirical success in learning high-dimensional distributions, particularly those exhibiting low-dimensional and multi-modal structures. However, theoretical understanding of their…

Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…

We study the Lipschitz bandit problem, where a learner sequentially maximizes an unknown Lipschitz function $f$ over a domain $\mathcal{X} \subset [0,1]^d$ using noisy pointwise evaluations. Existing regret bounds are either worst-case,…

Recent work in random matrix theory (RMT) has developed the notion of deterministic equivalents: typically linear surrogate models that approximate the spectral behavior of large nonlinear random matrices, such as nonlinear feature maps in…

In federated language modeling, $K$ nodes each hold $n$ samples but cannot pool data or exchange full-precision gradients or weights. We study the minimax rate at which a conditional distribution over $V$ tokens can be estimated when each…

In randomized trials involving multiple treatments, bivariate survival outcomes present significant analytical challenges for making decisions. This paper addresses the problem of deriving optimal individualized treatment rules to maximize…

Many applications require statistically valid inference across many related tasks, while using only a handful of high-quality labels per hypothesis. In AI evaluation, these tasks may correspond to model behaviors across prompts, subgroups,…

Federated Conformal RAG (FC-RAG) provides distribution-free coverage for a bandwidth-limited swarm of weak language models, but only at a fixed horizon. We extend it to anytime-valid sequential coverage: validity at every stopping time,…

Existing theory of momentum assumes that gradients arrive at every parameter at a roughly constant rate, an assumption violated in practice by heavy-tailed data distributions and modern architectures. We theoretically analyze the dynamics…

We study inference in stochastic block models (SBMs) through the lens of optimal transport (OT). We first establish that maximum likelihood variational inference (MLVI) can be interpreted as a semi-relaxed Gromov-Wasserstein (srGW)…

Traditional insurance pricing relies on risk-based principles that ensure actuarial fairness and solvency but do not explicitly account for policyholders' price sensitivity. We formulate insurance pricing as a decision-making problem and…

We introduce Triangular-Reference Schr\"odinger Bridges for Time Series (TR-SBTS), a conservative extension of the SBTS framework in which the Brownian reference is replaced by an intervalwise frozen, possibly degenerate diffusion…

Estimating how an outcome responds to a continuous treatment (the Average Dose-Response Function, or ADRF) is a core causal-inference primitive. However, when outcomes possess heavy tails, standard robust double machine learning (DML)…

Low-dimensional embeddings are widely used as visual summaries of high-dimensional data and to enable downstream scientific discoveries. Yet, popular nonlinear dimension reduction methods, such as t-SNE and UMAP, are often selected based on…

Learning-to-Defer (L2D) methods route each query either to a predictive model or to external experts. While existing work studies this problem in batch settings, real-world deployments require handling streaming data, changing expert…

Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose…