Related papers: The Derivative of Influence Function, Location Bre…
Influence functions approximate how removing a training example changes a quantity of interest, called the target function, such as a held-out loss. To estimate the influence of a group of examples, the standard practice is to sum the…
Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence…
Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…
Classification is a core topic in functional data analysis. A large number of functional classifiers have been proposed in the literature, most of which are based on functional principal component analysis or functional regression. In…
This paper aims to provide a tutorial for upper level undergraduate and graduate students in statistics, biostatistics and epidemiology on deriving influence functions for non-parametric and semi-parametric models. The author will build on…
Empirical work often uses treatment assigned following geographic boundaries. When the effects of treatment cross over borders, classical difference-in-differences estimation produces biased estimates for the average treatment effect. In…
MDPs with low-rank transitions -- that is, the transition matrix can be factored into the product of two matrices, left and right -- is a highly representative structure that enables tractable learning. The left matrix enables expressive…
Influence functions approximate the "influences" of training data-points for test predictions and have a wide variety of applications. Despite the popularity, their computational cost does not scale well with model and training data size.…
Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…
Data selection is a critical aspect of Reinforcement Learning with Verifiable Rewards (RLVR) for enhancing the reasoning capabilities of large language models (LLMs). Current data selection methods are largely heuristic-based, lacking…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
Generative, temporal network models play an important role in analyzing the dependence structure and evolution patterns of complex networks. Due to the complicated nature of real network data, it is often naive to assume that the underlying…
With the advent of Big Data era, data reduction methods are highly demanded given its ability to simplify huge data, and ease complex learning processes. Concretely, algorithms that are able to filter relevant dimensions from a set of…
With the rapid adoption of machine learning systems in sensitive applications, there is an increasing need to make black-box models explainable. Often we want to identify an influential group of training samples in a particular test…
Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value…
Reinforcement learning has been widely applied to diffusion and flow models for visual tasks such as text-to-image generation. However, these tasks remain challenging because diffusion models have intractable likelihoods, which creates a…
Additive models play an essential role in studying non-linear relationships. Despite many recent advances in estimation, there is a lack of methods and theories for inference in high-dimensional additive models, including confidence…
Diffusion models have led to significant advancements in generative modelling. Yet their widespread adoption poses challenges regarding data attribution and interpretability. In this paper, we aim to help address such challenges in…
A fundamental functional in nonparametric statistics is the Mann-Whitney functional ${\theta} = P (X < Y )$ , which constitutes the basis for the most popular nonparametric procedures. The functional ${\theta}$ measures a location or…
The experiments at the Large Hadron Collider at CERN generate vast amounts of complex data from high-energy particle collisions. This data presents significant challenges due to its volume and complex reconstruction, necessitating the use…