Related papers: Bootstrap Confidence Regions for Optimal Operating…
In the setting of high-dimensional linear models with Gaussian noise, we investigate the possibility of confidence statements connected to model selection. Although there exist numerous procedures for adaptive point estimation, the…
The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…
Stochastic minimax optimization has drawn much attention over the past decade due to its broad applications in machine learning, signal processing and game theory. In some applications, the probability distribution of uncertainty depends on…
System reliability assessment(SRA) is a challenging task due to the limited experimental data and the complex nature of the system structures. Despite a long history dating back to \cite{buehler1957confidence}, exact methods have only been…
In this paper we consider the use of probabilistic or random models within a classical trust-region framework for optimization of deterministic smooth general nonlinear functions. Our method and setting differs from many stochastic…
The difficulty of minimizing a nonconvex function is in part explained by the presence of saddle points. This slows down optimization algorithms and impacts worst-case complexity guarantees. However, many nonconvex problems of interest…
We show that, when the double bootstrap is used to improve performance of bootstrap methods for bias correction, techniques based on using a single double-bootstrap sample for each single-bootstrap sample can be particularly effective. In…
Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…
Bootstrap smoothed (bagged) parameter estimators have been proposed as an improvement on estimators found after preliminary data-based model selection. The key result of Efron (2014) is a very convenient and widely applicable formula for a…
Fitting parametric models by optimizing frequency domain objective functions is an attractive approach of parameter estimation in time series analysis. Whittle estimators are a prominent example in this context. Under weak conditions and…
Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…
This paper focuses on the bootstrap for network dependent processes under the conditional $\psi$-weak dependence. Such processes are distinct from other forms of random fields studied in the statistics and econometrics literature so that…
Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…
Reliability-based design optimization (RBDO) aims at determination of the optimal design in the presence of uncertainty. The available Single-Loop approaches for RBDO are based on the First-Order Reliability Method (FORM) for the…
We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where $p<n$ but $p/n$ is not close to zero. We consider ordinary least-squares as well as robust regression methods and adopt a minimalist…
A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…
Trajectory optimization and model predictive control are essential techniques underpinning advanced robotic applications, ranging from autonomous driving to full-body humanoid control. State-of-the-art algorithms have focused on data-driven…
To solve its task, a robot needs to have the ability to interpret its perceptions. In vision, this interpretation is particularly difficult and relies on the understanding of the structure of the scene, at least to the extent of its task…
Confidence interval procedures used in low dimensional settings are often inappropriate for high dimensional applications. When a large number of parameters are estimated, marginal confidence intervals associated with the most significant…
We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, finance and genetics. These models are challenging because of the need to account for measurement errors to…