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Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…
Traditionally regression analysis answers questions about the relationships among variables based on the assumption that the observation values of variables are precise numbers. It has long been dominated by least squares techniques, mostly…
Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…
Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…
This paper deals with robust marginal estimation under a general regression model when missing data occur in the response and also in some of covariates. The target is a marginal location parameter which is given through an $M-$functional.…
We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…
Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…
The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…
Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection…
High-dimensional penalized rank regression is a powerful tool for modeling high-dimensional data due to its robustness and estimation efficiency. However, the non-smoothness of the rank loss brings great challenges to the computation. To…
Gaussian process regression underpins countless academic and industrial applications of machine learning and statistics, with maximum likelihood estimation routinely used to select appropriate parameters for the covariance kernel. However,…
Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…
With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…
As machine learning models become increasingly prevalent in critical decision-making models and systems in fields like finance, healthcare, etc., ensuring their robustness against adversarial attacks and changes in the input data is…
Constant (naive) imputation is still widely used in practice as this is a first easy-to-use technique to deal with missing data. Yet, this simple method could be expected to induce a large bias for prediction purposes, as the imputed input…
In this work, we study the well-posedness of certain sparse regularized linear regression problems, i.e., the existence, uniqueness and continuity of the solution map with respect to the data. We focus on regularization functions that are…
We propose an l1-regularized likelihood method for estimating the inverse covariance matrix in the high-dimensional multivariate normal model in presence of missing data. Our method is based on the assumption that the data are missing at…
The performance of graph representation learning is affected by the quality of graph input. While existing research usually pursues a globally smoothed graph embedding, we believe the rarely observed anomalies are as well harmful to an…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…