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Evaluating rare-event forecasts is challenging because standard metrics collapse as event prevalence declines. Measures such as F1-score, AUPRC, MCC, and accuracy induce degenerate thresholds -- converging to zero or one -- and their values…

Marginal Structural Models (MSMs) are popular for causal inference of sequential treatments in longitudinal observational studies, which however are sensitive to model misspecification. To achieve flexible modeling, we envision the…

We present a sparse representation of model uncertainty for Deep Neural Networks (DNNs) where the parameter posterior is approximated with an inverse formulation of the Multivariate Normal Distribution (MND), also known as the information…

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Inference-time alignment methods have gained significant attention for their efficiency and effectiveness in aligning large language models (LLMs) with human preferences. However, existing dominant approaches using reward-guided search…

We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…

Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…

Subsampling is a widely used and effective approach for addressing the computational challenges posed by massive datasets. Substantial progress has been made in developing non-uniform, probability-based subsampling schemes that prioritize…

Previously, using forward-flux sampling (FFS) and machine learning (ML), we developed multivariate alarm systems to counter rare un-postulated abnormal events. Our alarm systems utilized ML-based predictive models to quantify committer…

Physics-informed neural networks (PINNs) and neural operators, two leading scientific machine learning (SciML) paradigms, have emerged as powerful tools for solving partial differential equations (PDEs). Although increasing the training…

Web crawling, snowball sampling, and respondent-driven sampling (RDS) are three types of network sampling techniques used to contact individuals in hard-to-reach populations. This paper studies these procedures as a Markov process on the…

A key issue in statistics and machine learning is to automatically select the "right" model complexity, e.g., the number of neighbors to be averaged over in k nearest neighbor (kNN) regression or the polynomial degree in regression with…

Reward models (RMs) are essential for aligning large language models (LLM) with human expectations. However, existing RMs struggle to capture the stochastic and uncertain nature of human preferences and fail to assess the reliability of…

In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…

Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…

In this paper, we propose a recurrent neural network (RNN)-based framework for estimating the parameters of the fractional Poisson process (FPP), which models event arrivals with memory and long-range dependence. The Long Short-Term Memory…

This paper presents the recurrent estimation of distributions (RED) for modeling real-valued data in a semiparametric fashion. RED models make two novel uses of recurrent neural networks (RNNs) for density estimation of general real-valued…

Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…

Reward models (RM) capture the values and preferences of humans and play a central role in Reinforcement Learning with Human Feedback (RLHF) to align pretrained large language models (LLMs). Traditionally, training these models relies on…

In this paper, we consider the estimation of regression coefficients and signal-to-noise (SNR) ratio in high-dimensional Generalized Linear Models (GLMs), and explore their implications in inferring popular estimands such as average…