Related papers: Locally Robust Semiparametric Estimation
The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of ``functional data analysis,'' it has often been assumed that a sample of random functions is observed…
Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…
Image representation is an important topic in computer vision and pattern recognition. It plays a fundamental role in a range of applications towards understanding visual contents. Moment-based image representation has been reported to be…
In this paper we consider a regression model that allows for time series covariates as well as heteroscedasticity with a regression function that is modelled nonparametrically. We assume that the regression function changes at some unknown…
In Earth sciences, unobserved factors exhibit non-stationary spatial distributions, causing the relationships between features and targets to display spatial heterogeneity. In geographic machine learning tasks, conventional statistical…
The use of momentum in stochastic gradient methods has become a widespread practice in machine learning. Different variants of momentum, including heavy-ball momentum, Nesterov's accelerated gradient (NAG), and quasi-hyperbolic momentum…
We consider mediated effects of an exposure, X on an outcome, Y, via a mediator, M, under no unmeasured confounding assumptions in the setting where models for the conditional expectation of the mediator and outcome are partially linear. We…
Cook's [J. Roy. Statist. Soc. Ser. B 48 (1986) 133--169] local influence approach based on normal curvature is an important diagnostic tool for assessing local influence of minor perturbations to a statistical model. However, no rigorous…
We use identification robust tests to show that difference, level and non-linear moment conditions, as proposed by Arellano and Bond (1991), Arellano and Bover (1995), Blundell and Bond (1998) and Ahn and Schmidt (1995) for the linear…
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…
Many reinforcement learning (RL) environments consist of independent entities that interact sparsely. In such environments, RL agents have only limited influence over other entities in any particular situation. Our idea in this work is that…
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…
We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on…
In this work, we present the novel mathematical framework of latent dynamics models (LDMs) for reduced order modeling of parameterized nonlinear time-dependent PDEs. Our framework casts this latter task as a nonlinear dimensionality…
This paper proposes a new method for estimating high-dimensional binary choice models. We consider a semiparametric model that places no distributional assumptions on the error term, allows for heteroskedastic errors, and permits endogenous…
We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear…
We developed a statistical inference method applicable to a broad range of generalized linear models (GLMs) in high-dimensional settings, where the number of unknown coefficients scales proportionally with the sample size. Although a…
The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…
Moment restrictions and their conditional counterparts emerge in many areas of machine learning and statistics ranging from causal inference to reinforcement learning. Estimators for these tasks, generally called methods of moments, include…
We provide non-asymptotic excess risk guarantees for statistical learning in a setting where the population risk with respect to which we evaluate the target parameter depends on an unknown nuisance parameter that must be estimated from…