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The current work discusses how complex networks can be applied in order to aid economical development and stability at several scales and contexts. The following activities are involved: (a) compilation of several types of data related to…
In various applications involving complex networks, network measures are employed to assess the relative importance of network nodes. However, the robustness of such measures in the presence of link inaccuracies has not been well…
Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either…
There is emerging interest in performing regression between distributions. In contrast to prediction on single instances, these machine learning methods can be useful for population-based studies or on problems that are inherently…
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…
The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…
Formal explainability guarantees the rigor of computed explanations, and so it is paramount in domains where rigor is critical, including those deemed high-risk. Unfortunately, since its inception formal explainability has been hampered by…
This chapter covers methodological issues related to estimation, testing and computation for models involving structural changes. Our aim is to review developments as they relate to econometric applications based on linear models.…
In this paper we formulate a solution of the robust linear regression problem in a general framework of correntropy maximization. Our formulation yields a unified class of estimators which includes the Gaussian and Laplacian kernel-based…
Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…
Despite the success of convolutional neural networks (CNNs) in many academic benchmarks for computer vision tasks, their application in the real-world is still facing fundamental challenges. One of these open problems is the inherent lack…
We consider a general statistical learning problem where an unknown fraction of the training data is corrupted. We develop a robust learning method that only requires specifying an upper bound on the corrupted data fraction. The method…
It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…
Robust statistics aims to compute quantities to represent data where a fraction of it may be arbitrarily corrupted. The most essential statistic is the mean, and in recent years, there has been a flurry of theoretical advancement for…
We provide a review of recent developments in the calculation of standard errors and test statistics for statistical inference. While much of the focus of the last two decades in economics has been on generating unbiased coefficients,…
A recent trend in deep learning algorithms has been towards training large scale models, having high parameter count and trained on big dataset. However, robustness of such large scale models towards real-world settings is still a…
Functional data analysis is a fast evolving branch of modern statistics and the functional linear model has become popular in recent years. However, most estimation methods for this model rely on generalized least squares procedures and…
We address a fundamental problem that is systematically encountered when modeling complex systems: the limitedness of the information available. In the case of economic and financial networks, privacy issues severely limit the information…
Regression, unlike classification, has lacked a comprehensive and effective approach to deal with cost-sensitive problems by the reuse (and not a re-training) of general regression models. In this paper, a wide variety of cost-sensitive…
Soft set theory is an important and emerging area within soft computing, owing to its attribute-oriented mathematical framework and its wide applicability in diverse domains, including science and social sciences. The theoretical…