Related papers: Randomized Predictive P-values: A Versatile Model …
We introduce a unified and computationally efficient framework for regression on network data, addressing limitations of existing models that require specialized estimation procedures or impose restrictive decay assumptions. Our Network…
Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…
Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…
Random backpropagation (RBP) is a variant of the backpropagation algorithm for training neural networks, where the transpose of the forward matrices are replaced by fixed random matrices in the calculation of the weight updates. It is…
The regression discontinuity design (RDD) is a quasi-experimental design that can be used to identify and estimate the causal effect of a treatment using observational data. In an RDD, a pre-specified rule is used for treatment assignment,…
By using the framework of Determinantal Point Processes (DPPs), some theoretical results concerning the interplay between diversity and regularization can be obtained. In this paper we show that sampling subsets with kDPPs results in…
Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…
Graph Neural Networks (GNNs) excel at modeling relational data but face significant challenges in high-stakes domains due to unquantified uncertainty. Conformal prediction (CP) offers statistical coverage guarantees, but existing methods…
Decision making or scientific discovery pipelines such as job hiring and drug discovery often involve multiple stages: before any resource-intensive step, there is often an initial screening that uses predictions from a machine learning…
This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…
Conformal Prediction (CP) is a popular uncertainty quantification method that provides distribution-free, statistically valid prediction sets, assuming that training and test data are exchangeable. In such a case, CP's prediction sets are…
In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…
Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…
This paper studies recursive composite hypothesis testing in a network of sparsely connected agents. The network objective is to test a simple null hypothesis against a composite alternative concerning the state of the field, modeled as a…
Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…
Assessing the fidelity and diversity of the generative model is a difficult but important issue for technological advancement. So, recent papers have introduced k-Nearest Neighbor ($k$NN) based precision-recall metrics to break down the…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
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…
We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asymptotic regime where $p, n \to \infty$ and $p/n \to \gamma \in…
Modal regression, a widely used regression protocol, has been extensively investigated in statistical and machine learning communities due to its robustness to outliers and heavy-tailed noises. Understanding modal regression's theoretical…