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We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…

Machine Learning · Statistics 2018-07-03 John Duchi , Peter Glynn , Hongseok Namkoong

Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…

Methodology · Statistics 2023-03-20 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

Distributional assumptions have been shown to be necessary for the robust learnability of concept classes when considering the exact-in-the-ball robust risk and access to random examples by Gourdeau et al. (2019). In this paper, we study…

Machine Learning · Computer Science 2023-07-21 Pascale Gourdeau , Varun Kanade , Marta Kwiatkowska , James Worrell

This paper establishes the strict optimality in precision for frequency and distribution estimation under local differential privacy (LDP). We prove that a linear estimator with a symmetric and extremal configuration, and a constant support…

Information Theory · Computer Science 2026-03-24 Mingen Pan

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

The restricted polynomially-tilted pairwise interaction (RPPI) distribution gives a flexible model for compositional data. It is particularly well-suited to situations where some of the marginal distributions of the components of a…

Methodology · Statistics 2023-05-15 Janice L. Scealy , Kassel L. Hingee , John T. Kent , Andrew T. A. Wood

Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine learning literature. This paper aims to construct robust…

Machine Learning · Statistics 2022-03-01 Vali Asimit , Ioannis Kyriakou , Simone Santoni , Salvatore Scognamiglio , Rui Zhu

This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

Machine Learning · Computer Science 2025-09-09 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Matthieu Geist , Yuejie Chi

We propose a class of estimators for the parameters of a GARCH(p,q) sequence. We show that our estimators are consistent and asymptotically normal under mild conditions. The quasi-maximum likelihood and the likelihood estimators are…

Statistics Theory · Mathematics 2007-06-13 István Berkes , Lajos Horváth

In recent years several adversarial attacks and defenses have been proposed. Often seemingly robust models turn out to be non-robust when more sophisticated attacks are used. One way out of this dilemma are provable robustness guarantees.…

Machine Learning · Computer Science 2020-04-27 Francesco Croce , Matthias Hein

We study the problem of robustly estimating the parameter $p$ of an Erd\H{o}s-R\'enyi random graph on $n$ nodes, where a $\gamma$ fraction of nodes may be adversarially corrupted. After showing the deficiencies of canonical estimators, we…

Data Structures and Algorithms · Computer Science 2022-02-16 Jayadev Acharya , Ayush Jain , Gautam Kamath , Ananda Theertha Suresh , Huanyu Zhang

To identify the robust settings of the control factors, it is very important to understand how they interact with the noise factors. In this article, we propose space-filling designs for computer experiments that are more capable of…

Methodology · Statistics 2018-11-26 V. Roshan Joseph , Li Gu , Shan Ba , William R. Myers

The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…

Methodology · Statistics 2026-05-15 Francisco Felipe Queiroz , Silvia Lopes de Paula Ferrari

We consider a problem of placing generators of rewards to be collected by randomly moving agents in a network. In many settings, the precise mobility pattern may be one of several possible, based on parameters outside our control, such as…

Multiagent Systems · Computer Science 2024-06-04 Petros Petsinis , Kaichen Zhang , Andreas Pavlogiannis , Jingbo Zhou , Panagiotis Karras

Schoenberg transformations, mapping Euclidean configurations into Euclidean configurations, define in turn a transformed inertia, whose minimization produces robust location estimates. The procedure only depends upon Euclidean distances…

Statistics Theory · Mathematics 2011-02-23 François Bavaud

Machine learning classifiers have been demonstrated, both empirically and theoretically, to be robust to label noise under certain conditions -- notably the typical assumption is that label noise is independent of the features given the…

Machine Learning · Computer Science 2022-06-03 Diane Oyen , Michal Kucer , Nick Hengartner , Har Simrat Singh

The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns…

Systems and Control · Electrical Eng. & Systems 2023-06-19 Jean-Sébastien Brouillon , Florian Dörfler , Giancarlo Ferrari-Trecate

In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adaptive model selection procedure is proposed. A sharp…

Statistics Theory · Mathematics 2020-05-15 Vlad Stefan Barbu , Slim Beltaief , Serguei Pergamenshchikov

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

In this paper, we investigate the label shift quantification problem. We propose robust estimators of the label distribution which turn out to coincide with the Maximum Likelihood Estimator. We analyze the theoretical aspects and derive…

Statistics Theory · Mathematics 2026-02-12 Alexandre Lecestre
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