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The stability of statistical analysis is an important indicator for reproducibility, which is one main principle of scientific method. It entails that similar statistical conclusions can be reached based on independent samples from the same…
We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…
Treatment effect estimation under unconfoundedness is a fundamental task in causal inference. In response to the challenge of analyzing high-dimensional datasets collected in substantive fields such as epidemiology, genetics, economics, and…
We introduce a learning-based algorithm to obtain a measurement matrix for compressive sensing related recovery problems. The focus lies on matrices with a constant modulus constraint which typically represent a network of analog phase…
We systematically analyze the implications of statistical noise within numerical derivatives on simulation-based Fisher forecasts for large scale structure surveys. Noisy numerical derivatives resulting from a finite number of simulations,…
Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…
This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…
We propose a novel semiparametric classifier based on Mahalanobis distances of an observation from the competing classes. Our tool is a generalized additive model with the logistic link function that uses these distances as features to…
A growing body of research has shown that many classifiers are susceptible to {\em{adversarial examples}} -- small strategic modifications to test inputs that lead to misclassification. In this work, we study general non-parametric methods,…
Fundamental wave features of light play an important role in the realization of superresolution for two spatially separated point sources. It has been shown that (partial) coherence, which is an inevitable feature in practical light…
The cumulative incidence is the probability of failure from the cause of interest over a certain time period in the presence of other risks. A semiparametric regression model proposed by Fine and Gray (1999) has become the method of choice…
We provide a semi-parametric analysis for the proportional likelihood ratio model, proposed by Luo & Tsai (2012). We study the tangent spaces for both the parameter of interest and the nuisance parameter, and obtain an explicit expression…
This paper studies debiased machine learning when nuisance parameters appear in indicator functions. An important example is maximized average welfare gain under optimal treatment assignment rules. For asymptotically valid inference for a…
We study parameter inference in simulation-based stochastic models where the analytical form of the likelihood is unknown. The main difficulty is that score evaluation as a ratio of noisy Monte Carlo estimators induces bias and instability,…
We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…
Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…
We consider perimeter perturbations of a class of attractive-repulsive energies, given by the sum of two nonlocal interactions with power-law kernels, defined over sets with fixed measure. We prove that there exists curves in the…
In this paper, we study a generalization of the two-groups model in the presence of covariates --- a problem that has recently received much attention in the statistical literature due to its applicability in multiple hypotheses testing…
We initiate the rigorous study of classification in semimetric spaces, which are point sets with a distance function that is non-negative and symmetric, but need not satisfy the triangle inequality. For metric spaces, the doubling dimension…
In frequentist inference, minimizing the Hellinger distance between a kernel density estimate and a parametric family produces estimators that are both robust to outliers and statistically efficienty when the parametric model is correct.…